ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 25-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
119-30 |
119-02 |
-0-28 |
-0.7% |
123-01 |
| High |
120-20 |
120-01 |
-0-19 |
-0.5% |
123-01 |
| Low |
119-03 |
118-31 |
-0-04 |
-0.1% |
119-09 |
| Close |
119-06 |
119-25 |
0-19 |
0.5% |
119-31 |
| Range |
1-17 |
1-02 |
-0-15 |
-30.6% |
3-24 |
| ATR |
1-07 |
1-07 |
0-00 |
-1.0% |
0-00 |
| Volume |
666 |
98 |
-568 |
-85.3% |
2,002 |
|
| Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-25 |
122-11 |
120-12 |
|
| R3 |
121-23 |
121-09 |
120-02 |
|
| R2 |
120-21 |
120-21 |
119-31 |
|
| R1 |
120-07 |
120-07 |
119-28 |
120-14 |
| PP |
119-19 |
119-19 |
119-19 |
119-22 |
| S1 |
119-05 |
119-05 |
119-22 |
119-12 |
| S2 |
118-17 |
118-17 |
119-19 |
|
| S3 |
117-15 |
118-03 |
119-16 |
|
| S4 |
116-13 |
117-01 |
119-06 |
|
|
| 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 |
121-02 |
118-31 |
2-03 |
1.7% |
1-04 |
0.9% |
39% |
False |
True |
337 |
| 10 |
123-12 |
118-31 |
4-13 |
3.7% |
1-08 |
1.0% |
18% |
False |
True |
378 |
| 20 |
126-00 |
118-31 |
7-01 |
5.9% |
1-08 |
1.0% |
12% |
False |
True |
233 |
| 40 |
126-00 |
116-07 |
9-25 |
8.2% |
1-05 |
1.0% |
36% |
False |
False |
129 |
| 60 |
126-00 |
109-15 |
16-17 |
13.8% |
0-27 |
0.7% |
62% |
False |
False |
90 |
| 80 |
126-00 |
108-00 |
18-00 |
15.0% |
0-22 |
0.6% |
65% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-18 |
|
2.618 |
122-26 |
|
1.618 |
121-24 |
|
1.000 |
121-03 |
|
0.618 |
120-22 |
|
HIGH |
120-01 |
|
0.618 |
119-20 |
|
0.500 |
119-16 |
|
0.382 |
119-12 |
|
LOW |
118-31 |
|
0.618 |
118-10 |
|
1.000 |
117-29 |
|
1.618 |
117-08 |
|
2.618 |
116-06 |
|
4.250 |
114-14 |
|
|
| Fisher Pivots for day following 25-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-22 |
119-28 |
| PP |
119-19 |
119-27 |
| S1 |
119-16 |
119-26 |
|