ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 20-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2024 |
20-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
119-00 |
118-12 |
-0-20 |
-0.5% |
119-24 |
| High |
119-02 |
118-24 |
-0-10 |
-0.3% |
120-23 |
| Low |
117-27 |
117-24 |
-0-03 |
-0.1% |
117-27 |
| Close |
118-07 |
118-10 |
0-03 |
0.1% |
118-07 |
| Range |
1-07 |
1-00 |
-0-07 |
-17.9% |
2-28 |
| ATR |
1-11 |
1-10 |
-0-01 |
-1.8% |
0-00 |
| Volume |
6,433 |
36,298 |
29,865 |
464.2% |
22,240 |
|
| Daily Pivots for day following 20-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-09 |
120-25 |
118-28 |
|
| R3 |
120-09 |
119-25 |
118-19 |
|
| R2 |
119-09 |
119-09 |
118-16 |
|
| R1 |
118-25 |
118-25 |
118-13 |
118-17 |
| PP |
118-09 |
118-09 |
118-09 |
118-04 |
| S1 |
117-25 |
117-25 |
118-07 |
117-17 |
| S2 |
117-09 |
117-09 |
118-04 |
|
| S3 |
116-09 |
116-25 |
118-01 |
|
| S4 |
115-09 |
115-25 |
117-24 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-18 |
125-24 |
119-26 |
|
| R3 |
124-22 |
122-28 |
119-00 |
|
| R2 |
121-26 |
121-26 |
118-24 |
|
| R1 |
120-00 |
120-00 |
118-15 |
119-15 |
| PP |
118-30 |
118-30 |
118-30 |
118-21 |
| S1 |
117-04 |
117-04 |
117-31 |
116-19 |
| S2 |
116-02 |
116-02 |
117-22 |
|
| S3 |
113-06 |
114-08 |
117-14 |
|
| S4 |
110-10 |
111-12 |
116-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-23 |
117-24 |
2-31 |
2.5% |
1-13 |
1.2% |
19% |
False |
True |
11,330 |
| 10 |
121-10 |
117-24 |
3-18 |
3.0% |
1-06 |
1.0% |
16% |
False |
True |
6,408 |
| 20 |
124-24 |
117-24 |
7-00 |
5.9% |
1-10 |
1.1% |
8% |
False |
True |
3,837 |
| 40 |
126-00 |
117-24 |
8-08 |
7.0% |
1-08 |
1.1% |
7% |
False |
True |
2,013 |
| 60 |
126-00 |
114-29 |
11-03 |
9.4% |
1-06 |
1.0% |
31% |
False |
False |
1,354 |
| 80 |
126-00 |
108-19 |
17-13 |
14.7% |
0-29 |
0.8% |
56% |
False |
False |
1,016 |
| 100 |
126-00 |
108-00 |
18-00 |
15.2% |
0-25 |
0.7% |
57% |
False |
False |
812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-00 |
|
2.618 |
121-12 |
|
1.618 |
120-12 |
|
1.000 |
119-24 |
|
0.618 |
119-12 |
|
HIGH |
118-24 |
|
0.618 |
118-12 |
|
0.500 |
118-08 |
|
0.382 |
118-04 |
|
LOW |
117-24 |
|
0.618 |
117-04 |
|
1.000 |
116-24 |
|
1.618 |
116-04 |
|
2.618 |
115-04 |
|
4.250 |
113-16 |
|
|
| Fisher Pivots for day following 20-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-09 |
118-22 |
| PP |
118-09 |
118-18 |
| S1 |
118-08 |
118-14 |
|