ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 22-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2023 |
22-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
124-19 |
124-07 |
-0-12 |
-0.3% |
124-07 |
| High |
124-29 |
124-23 |
-0-06 |
-0.2% |
124-29 |
| Low |
124-00 |
123-24 |
-0-08 |
-0.2% |
123-09 |
| Close |
124-00 |
123-26 |
-0-06 |
-0.2% |
123-26 |
| Range |
0-29 |
0-31 |
0-02 |
6.9% |
1-20 |
| ATR |
1-05 |
1-04 |
0-00 |
-1.1% |
0-00 |
| Volume |
16 |
14 |
-2 |
-12.5% |
293 |
|
| Daily Pivots for day following 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-00 |
126-12 |
124-11 |
|
| R3 |
126-01 |
125-13 |
124-03 |
|
| R2 |
125-02 |
125-02 |
124-00 |
|
| R1 |
124-14 |
124-14 |
123-29 |
124-08 |
| PP |
124-03 |
124-03 |
124-03 |
124-00 |
| S1 |
123-15 |
123-15 |
123-23 |
123-10 |
| S2 |
123-04 |
123-04 |
123-20 |
|
| S3 |
122-05 |
122-16 |
123-17 |
|
| S4 |
121-06 |
121-17 |
123-09 |
|
|
| Weekly Pivots for week ending 22-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-28 |
127-31 |
124-23 |
|
| R3 |
127-08 |
126-11 |
124-08 |
|
| R2 |
125-20 |
125-20 |
124-04 |
|
| R1 |
124-23 |
124-23 |
123-31 |
124-12 |
| PP |
124-00 |
124-00 |
124-00 |
123-26 |
| S1 |
123-03 |
123-03 |
123-21 |
122-24 |
| S2 |
122-12 |
122-12 |
123-16 |
|
| S3 |
120-24 |
121-15 |
123-12 |
|
| S4 |
119-04 |
119-27 |
122-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-29 |
123-09 |
1-20 |
1.3% |
0-27 |
0.7% |
33% |
False |
False |
58 |
| 10 |
124-29 |
118-17 |
6-12 |
5.1% |
1-02 |
0.9% |
83% |
False |
False |
37 |
| 20 |
124-29 |
114-29 |
10-00 |
8.1% |
1-03 |
0.9% |
89% |
False |
False |
34 |
| 40 |
124-29 |
109-15 |
15-14 |
12.5% |
0-20 |
0.5% |
93% |
False |
False |
19 |
| 60 |
124-29 |
108-00 |
16-29 |
13.7% |
0-16 |
0.4% |
94% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-27 |
|
2.618 |
127-08 |
|
1.618 |
126-09 |
|
1.000 |
125-22 |
|
0.618 |
125-10 |
|
HIGH |
124-23 |
|
0.618 |
124-11 |
|
0.500 |
124-08 |
|
0.382 |
124-04 |
|
LOW |
123-24 |
|
0.618 |
123-05 |
|
1.000 |
122-25 |
|
1.618 |
122-06 |
|
2.618 |
121-07 |
|
4.250 |
119-20 |
|
|
| Fisher Pivots for day following 22-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
124-08 |
124-10 |
| PP |
124-03 |
124-04 |
| S1 |
123-30 |
123-31 |
|