ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 13-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2024 |
13-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
119-24 |
119-26 |
0-02 |
0.1% |
121-23 |
| High |
120-04 |
120-23 |
0-19 |
0.5% |
121-23 |
| Low |
119-15 |
117-30 |
-1-17 |
-1.3% |
119-17 |
| Close |
119-27 |
117-30 |
-1-29 |
-1.6% |
119-20 |
| Range |
0-21 |
2-25 |
2-04 |
323.8% |
2-06 |
| ATR |
1-09 |
1-13 |
0-03 |
8.2% |
0-00 |
| Volume |
1,885 |
3,149 |
1,264 |
67.1% |
7,591 |
|
| Daily Pivots for day following 13-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-07 |
125-11 |
119-15 |
|
| R3 |
124-14 |
122-18 |
118-22 |
|
| R2 |
121-21 |
121-21 |
118-14 |
|
| R1 |
119-25 |
119-25 |
118-06 |
119-10 |
| PP |
118-28 |
118-28 |
118-28 |
118-20 |
| S1 |
117-00 |
117-00 |
117-22 |
116-18 |
| S2 |
116-03 |
116-03 |
117-14 |
|
| S3 |
113-10 |
114-07 |
117-06 |
|
| S4 |
110-17 |
111-14 |
116-13 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-27 |
125-14 |
120-26 |
|
| R3 |
124-21 |
123-08 |
120-07 |
|
| R2 |
122-15 |
122-15 |
120-01 |
|
| R1 |
121-02 |
121-02 |
119-26 |
120-22 |
| PP |
120-09 |
120-09 |
120-09 |
120-03 |
| S1 |
118-28 |
118-28 |
119-14 |
118-16 |
| S2 |
118-03 |
118-03 |
119-07 |
|
| S3 |
115-29 |
116-22 |
119-01 |
|
| S4 |
113-23 |
114-16 |
118-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-10 |
117-30 |
3-12 |
2.9% |
1-09 |
1.1% |
0% |
False |
True |
2,033 |
| 10 |
124-24 |
117-30 |
6-26 |
5.8% |
1-18 |
1.3% |
0% |
False |
True |
2,016 |
| 20 |
124-24 |
117-30 |
6-26 |
5.8% |
1-11 |
1.1% |
0% |
False |
True |
1,230 |
| 40 |
126-00 |
117-30 |
8-02 |
6.8% |
1-07 |
1.0% |
0% |
False |
True |
682 |
| 60 |
126-00 |
114-29 |
11-03 |
9.4% |
1-04 |
1.0% |
27% |
False |
False |
462 |
| 80 |
126-00 |
108-00 |
18-00 |
15.3% |
0-29 |
0.8% |
55% |
False |
False |
347 |
| 100 |
126-00 |
108-00 |
18-00 |
15.3% |
0-24 |
0.6% |
55% |
False |
False |
277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-17 |
|
2.618 |
128-00 |
|
1.618 |
125-07 |
|
1.000 |
123-16 |
|
0.618 |
122-14 |
|
HIGH |
120-23 |
|
0.618 |
119-21 |
|
0.500 |
119-10 |
|
0.382 |
119-00 |
|
LOW |
117-30 |
|
0.618 |
116-07 |
|
1.000 |
115-05 |
|
1.618 |
113-14 |
|
2.618 |
110-21 |
|
4.250 |
106-04 |
|
|
| Fisher Pivots for day following 13-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-10 |
119-10 |
| PP |
118-28 |
118-28 |
| S1 |
118-13 |
118-13 |
|