ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
122-16 |
122-14 |
-0-02 |
-0.1% |
124-19 |
| High |
122-24 |
122-29 |
0-05 |
0.1% |
124-19 |
| Low |
121-29 |
122-01 |
0-04 |
0.1% |
121-15 |
| Close |
122-14 |
122-06 |
-0-08 |
-0.2% |
122-02 |
| Range |
0-27 |
0-28 |
0-01 |
3.7% |
3-04 |
| ATR |
1-07 |
1-06 |
-0-01 |
-2.0% |
0-00 |
| Volume |
155 |
53 |
-102 |
-65.8% |
363 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-00 |
124-15 |
122-21 |
|
| R3 |
124-04 |
123-19 |
122-14 |
|
| R2 |
123-08 |
123-08 |
122-11 |
|
| R1 |
122-23 |
122-23 |
122-09 |
122-18 |
| PP |
122-12 |
122-12 |
122-12 |
122-09 |
| S1 |
121-27 |
121-27 |
122-03 |
121-22 |
| S2 |
121-16 |
121-16 |
122-01 |
|
| S3 |
120-20 |
120-31 |
121-30 |
|
| S4 |
119-24 |
120-03 |
121-23 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-03 |
130-06 |
123-25 |
|
| R3 |
128-31 |
127-02 |
122-30 |
|
| R2 |
125-27 |
125-27 |
122-20 |
|
| R1 |
123-30 |
123-30 |
122-11 |
123-10 |
| PP |
122-23 |
122-23 |
122-23 |
122-13 |
| S1 |
120-26 |
120-26 |
121-25 |
120-06 |
| S2 |
119-19 |
119-19 |
121-16 |
|
| S3 |
116-15 |
117-22 |
121-06 |
|
| S4 |
113-11 |
114-18 |
120-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-05 |
121-15 |
2-22 |
2.2% |
1-08 |
1.0% |
27% |
False |
False |
128 |
| 10 |
126-00 |
121-15 |
4-17 |
3.7% |
1-08 |
1.0% |
16% |
False |
False |
88 |
| 20 |
126-00 |
119-00 |
7-00 |
5.7% |
1-05 |
0.9% |
46% |
False |
False |
62 |
| 40 |
126-00 |
112-20 |
13-12 |
10.9% |
0-30 |
0.8% |
71% |
False |
False |
41 |
| 60 |
126-00 |
108-00 |
18-00 |
14.7% |
0-22 |
0.6% |
79% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-20 |
|
2.618 |
125-06 |
|
1.618 |
124-10 |
|
1.000 |
123-25 |
|
0.618 |
123-14 |
|
HIGH |
122-29 |
|
0.618 |
122-18 |
|
0.500 |
122-15 |
|
0.382 |
122-12 |
|
LOW |
122-01 |
|
0.618 |
121-16 |
|
1.000 |
121-05 |
|
1.618 |
120-20 |
|
2.618 |
119-24 |
|
4.250 |
118-10 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
122-15 |
122-11 |
| PP |
122-12 |
122-09 |
| S1 |
122-09 |
122-08 |
|