ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 29-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2024 |
29-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
118-14 |
118-27 |
0-13 |
0.3% |
118-12 |
| High |
118-30 |
119-17 |
0-19 |
0.5% |
119-09 |
| Low |
118-08 |
118-06 |
-0-02 |
-0.1% |
117-11 |
| Close |
118-24 |
119-08 |
0-16 |
0.4% |
119-03 |
| Range |
0-22 |
1-11 |
0-21 |
95.5% |
1-30 |
| ATR |
1-07 |
1-08 |
0-00 |
0.7% |
0-00 |
| Volume |
442,507 |
774,241 |
331,734 |
75.0% |
1,044,137 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-01 |
122-15 |
120-00 |
|
| R3 |
121-22 |
121-04 |
119-20 |
|
| R2 |
120-11 |
120-11 |
119-16 |
|
| R1 |
119-25 |
119-25 |
119-12 |
120-02 |
| PP |
119-00 |
119-00 |
119-00 |
119-04 |
| S1 |
118-14 |
118-14 |
119-04 |
118-23 |
| S2 |
117-21 |
117-21 |
119-00 |
|
| S3 |
116-10 |
117-03 |
118-28 |
|
| S4 |
114-31 |
115-24 |
118-16 |
|
|
| 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 |
117-25 |
1-30 |
1.6% |
1-06 |
1.0% |
76% |
False |
False |
626,701 |
| 10 |
119-23 |
117-11 |
2-12 |
2.0% |
1-04 |
0.9% |
80% |
False |
False |
370,187 |
| 20 |
124-24 |
117-11 |
7-13 |
6.2% |
1-10 |
1.1% |
26% |
False |
False |
186,186 |
| 40 |
124-24 |
117-11 |
7-13 |
6.2% |
1-09 |
1.1% |
26% |
False |
False |
93,278 |
| 60 |
126-00 |
117-11 |
8-21 |
7.3% |
1-07 |
1.0% |
22% |
False |
False |
62,195 |
| 80 |
126-00 |
112-20 |
13-12 |
11.2% |
1-01 |
0.9% |
50% |
False |
False |
46,651 |
| 100 |
126-00 |
108-00 |
18-00 |
15.1% |
0-27 |
0.7% |
63% |
False |
False |
37,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-08 |
|
2.618 |
123-02 |
|
1.618 |
121-23 |
|
1.000 |
120-28 |
|
0.618 |
120-12 |
|
HIGH |
119-17 |
|
0.618 |
119-01 |
|
0.500 |
118-28 |
|
0.382 |
118-22 |
|
LOW |
118-06 |
|
0.618 |
117-11 |
|
1.000 |
116-27 |
|
1.618 |
116-00 |
|
2.618 |
114-21 |
|
4.250 |
112-15 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-04 |
119-04 |
| PP |
119-00 |
119-00 |
| S1 |
118-28 |
118-28 |
|