ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
119-28 |
120-03 |
0-07 |
0.2% |
123-01 |
| High |
120-10 |
121-02 |
0-24 |
0.6% |
123-01 |
| Low |
119-09 |
120-03 |
0-26 |
0.7% |
119-09 |
| Close |
119-31 |
120-22 |
0-23 |
0.6% |
119-31 |
| Range |
1-01 |
0-31 |
-0-02 |
-6.1% |
3-24 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.8% |
0-00 |
| Volume |
94 |
671 |
577 |
613.8% |
2,002 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-17 |
123-02 |
121-07 |
|
| R3 |
122-18 |
122-03 |
120-31 |
|
| R2 |
121-19 |
121-19 |
120-28 |
|
| R1 |
121-04 |
121-04 |
120-25 |
121-12 |
| PP |
120-20 |
120-20 |
120-20 |
120-23 |
| S1 |
120-05 |
120-05 |
120-19 |
120-12 |
| S2 |
119-21 |
119-21 |
120-16 |
|
| S3 |
118-22 |
119-06 |
120-13 |
|
| S4 |
117-23 |
118-07 |
120-05 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-00 |
129-24 |
122-01 |
|
| R3 |
128-08 |
126-00 |
121-00 |
|
| R2 |
124-16 |
124-16 |
120-21 |
|
| R1 |
122-08 |
122-08 |
120-10 |
121-16 |
| PP |
120-24 |
120-24 |
120-24 |
120-12 |
| S1 |
118-16 |
118-16 |
119-20 |
117-24 |
| S2 |
117-00 |
117-00 |
119-09 |
|
| S3 |
113-08 |
114-24 |
118-30 |
|
| S4 |
109-16 |
111-00 |
117-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-01 |
119-09 |
3-24 |
3.1% |
1-09 |
1.1% |
38% |
False |
False |
534 |
| 10 |
123-12 |
119-09 |
4-03 |
3.4% |
1-06 |
1.0% |
34% |
False |
False |
326 |
| 20 |
126-00 |
119-09 |
6-23 |
5.6% |
1-06 |
1.0% |
21% |
False |
False |
189 |
| 40 |
126-00 |
114-29 |
11-03 |
9.2% |
1-04 |
0.9% |
52% |
False |
False |
113 |
| 60 |
126-00 |
108-19 |
17-13 |
14.4% |
0-25 |
0.6% |
69% |
False |
False |
75 |
| 80 |
126-00 |
108-00 |
18-00 |
14.9% |
0-20 |
0.5% |
70% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-06 |
|
2.618 |
123-19 |
|
1.618 |
122-20 |
|
1.000 |
122-01 |
|
0.618 |
121-21 |
|
HIGH |
121-02 |
|
0.618 |
120-22 |
|
0.500 |
120-18 |
|
0.382 |
120-15 |
|
LOW |
120-03 |
|
0.618 |
119-16 |
|
1.000 |
119-04 |
|
1.618 |
118-17 |
|
2.618 |
117-18 |
|
4.250 |
115-31 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-21 |
120-16 |
| PP |
120-20 |
120-11 |
| S1 |
120-18 |
120-06 |
|