ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 14-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2024 |
14-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
119-26 |
118-02 |
-1-24 |
-1.5% |
121-23 |
| High |
120-23 |
118-25 |
-1-30 |
-1.6% |
121-23 |
| Low |
117-30 |
117-27 |
-0-03 |
-0.1% |
119-17 |
| Close |
117-30 |
118-17 |
0-19 |
0.5% |
119-20 |
| Range |
2-25 |
0-30 |
-1-27 |
-66.3% |
2-06 |
| ATR |
1-13 |
1-12 |
-0-01 |
-2.4% |
0-00 |
| Volume |
3,149 |
2,436 |
-713 |
-22.6% |
7,591 |
|
| Daily Pivots for day following 14-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-06 |
120-26 |
119-02 |
|
| R3 |
120-08 |
119-28 |
118-25 |
|
| R2 |
119-10 |
119-10 |
118-22 |
|
| R1 |
118-30 |
118-30 |
118-20 |
119-04 |
| PP |
118-12 |
118-12 |
118-12 |
118-16 |
| S1 |
118-00 |
118-00 |
118-14 |
118-06 |
| S2 |
117-14 |
117-14 |
118-12 |
|
| S3 |
116-16 |
117-02 |
118-09 |
|
| S4 |
115-18 |
116-04 |
118-00 |
|
|
| 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 |
120-28 |
117-27 |
3-01 |
2.6% |
1-10 |
1.1% |
23% |
False |
True |
2,434 |
| 10 |
124-24 |
117-27 |
6-29 |
5.8% |
1-16 |
1.3% |
10% |
False |
True |
2,186 |
| 20 |
124-24 |
117-27 |
6-29 |
5.8% |
1-11 |
1.1% |
10% |
False |
True |
1,336 |
| 40 |
126-00 |
117-27 |
8-05 |
6.9% |
1-07 |
1.0% |
8% |
False |
True |
743 |
| 60 |
126-00 |
114-29 |
11-03 |
9.4% |
1-04 |
1.0% |
33% |
False |
False |
503 |
| 80 |
126-00 |
108-00 |
18-00 |
15.2% |
0-29 |
0.8% |
59% |
False |
False |
377 |
| 100 |
126-00 |
108-00 |
18-00 |
15.2% |
0-24 |
0.6% |
59% |
False |
False |
302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-24 |
|
2.618 |
121-08 |
|
1.618 |
120-10 |
|
1.000 |
119-23 |
|
0.618 |
119-12 |
|
HIGH |
118-25 |
|
0.618 |
118-14 |
|
0.500 |
118-10 |
|
0.382 |
118-06 |
|
LOW |
117-27 |
|
0.618 |
117-08 |
|
1.000 |
116-29 |
|
1.618 |
116-10 |
|
2.618 |
115-12 |
|
4.250 |
113-28 |
|
|
| Fisher Pivots for day following 14-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-15 |
119-09 |
| PP |
118-12 |
119-01 |
| S1 |
118-10 |
118-25 |
|