ECBOT 30 Year Treasury Bond Future June 2024
Trading Metrics calculated at close of trading on 26-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2024 |
26-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
118-03 |
119-04 |
1-01 |
0.9% |
118-12 |
High |
119-09 |
119-23 |
0-14 |
0.4% |
119-09 |
Low |
117-25 |
118-13 |
0-20 |
0.5% |
117-11 |
Close |
119-03 |
118-20 |
-0-15 |
-0.4% |
119-03 |
Range |
1-16 |
1-10 |
-0-06 |
-12.5% |
1-30 |
ATR |
1-09 |
1-09 |
0-00 |
0.2% |
0-00 |
Volume |
490,537 |
836,284 |
345,747 |
70.5% |
1,044,137 |
|
Daily Pivots for day following 26-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-27 |
122-02 |
119-11 |
|
R3 |
121-17 |
120-24 |
119-00 |
|
R2 |
120-07 |
120-07 |
118-28 |
|
R1 |
119-14 |
119-14 |
118-24 |
119-06 |
PP |
118-29 |
118-29 |
118-29 |
118-25 |
S1 |
118-04 |
118-04 |
118-16 |
117-28 |
S2 |
117-19 |
117-19 |
118-12 |
|
S3 |
116-09 |
116-26 |
118-08 |
|
S4 |
114-31 |
115-16 |
117-29 |
|
|
Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-12 |
123-22 |
120-05 |
|
R3 |
122-14 |
121-24 |
119-20 |
|
R2 |
120-16 |
120-16 |
119-14 |
|
R1 |
119-26 |
119-26 |
119-09 |
120-05 |
PP |
118-18 |
118-18 |
118-18 |
118-24 |
S1 |
117-28 |
117-28 |
118-29 |
118-07 |
S2 |
116-20 |
116-20 |
118-24 |
|
S3 |
114-22 |
115-30 |
118-18 |
|
S4 |
112-24 |
114-00 |
118-01 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
119-23 |
117-11 |
2-12 |
2.0% |
1-05 |
1.0% |
54% |
True |
False |
376,084 |
10 |
120-23 |
117-11 |
3-12 |
2.8% |
1-08 |
1.0% |
38% |
False |
False |
190,266 |
20 |
124-24 |
117-11 |
7-13 |
6.2% |
1-11 |
1.1% |
17% |
False |
False |
95,993 |
40 |
125-30 |
117-11 |
8-19 |
7.2% |
1-09 |
1.1% |
15% |
False |
False |
48,114 |
60 |
126-00 |
116-13 |
9-19 |
8.1% |
1-07 |
1.0% |
23% |
False |
False |
32,085 |
80 |
126-00 |
109-20 |
16-12 |
13.8% |
0-31 |
0.8% |
55% |
False |
False |
24,067 |
100 |
126-00 |
108-00 |
18-00 |
15.2% |
0-26 |
0.7% |
59% |
False |
False |
19,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
125-10 |
2.618 |
123-05 |
1.618 |
121-27 |
1.000 |
121-01 |
0.618 |
120-17 |
HIGH |
119-23 |
0.618 |
119-07 |
0.500 |
119-02 |
0.382 |
118-29 |
LOW |
118-13 |
0.618 |
117-19 |
1.000 |
117-03 |
1.618 |
116-09 |
2.618 |
114-31 |
4.250 |
112-26 |
|
|
Fisher Pivots for day following 26-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
119-02 |
118-19 |
PP |
118-29 |
118-18 |
S1 |
118-25 |
118-17 |
|