ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 30-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2024 |
30-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
119-28 |
120-24 |
0-28 |
0.7% |
120-03 |
| High |
121-00 |
121-18 |
0-18 |
0.5% |
121-02 |
| Low |
119-28 |
120-19 |
0-23 |
0.6% |
118-31 |
| Close |
120-16 |
121-08 |
0-24 |
0.6% |
119-17 |
| Range |
1-04 |
0-31 |
-0-05 |
-13.9% |
2-03 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.9% |
0-00 |
| Volume |
1,006 |
1,073 |
67 |
6.7% |
1,685 |
|
| Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-01 |
123-20 |
121-25 |
|
| R3 |
123-02 |
122-21 |
121-17 |
|
| R2 |
122-03 |
122-03 |
121-14 |
|
| R1 |
121-22 |
121-22 |
121-11 |
121-28 |
| PP |
121-04 |
121-04 |
121-04 |
121-08 |
| S1 |
120-23 |
120-23 |
121-05 |
120-30 |
| S2 |
120-05 |
120-05 |
121-02 |
|
| S3 |
119-06 |
119-24 |
120-31 |
|
| S4 |
118-07 |
118-25 |
120-23 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-04 |
124-30 |
120-22 |
|
| R3 |
124-01 |
122-27 |
120-03 |
|
| R2 |
121-30 |
121-30 |
119-29 |
|
| R1 |
120-24 |
120-24 |
119-23 |
120-10 |
| PP |
119-27 |
119-27 |
119-27 |
119-20 |
| S1 |
118-21 |
118-21 |
119-11 |
118-06 |
| S2 |
117-24 |
117-24 |
119-05 |
|
| S3 |
115-21 |
116-18 |
118-31 |
|
| S4 |
113-18 |
114-15 |
118-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-18 |
118-31 |
2-19 |
2.1% |
1-04 |
0.9% |
88% |
True |
False |
587 |
| 10 |
121-18 |
118-31 |
2-19 |
2.1% |
1-04 |
0.9% |
88% |
True |
False |
445 |
| 20 |
124-19 |
118-31 |
5-20 |
4.6% |
1-07 |
1.0% |
41% |
False |
False |
335 |
| 40 |
126-00 |
116-21 |
9-11 |
7.7% |
1-05 |
1.0% |
49% |
False |
False |
181 |
| 60 |
126-00 |
112-20 |
13-12 |
11.0% |
0-29 |
0.7% |
64% |
False |
False |
126 |
| 80 |
126-00 |
108-00 |
18-00 |
14.8% |
0-23 |
0.6% |
74% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-22 |
|
2.618 |
124-03 |
|
1.618 |
123-04 |
|
1.000 |
122-17 |
|
0.618 |
122-05 |
|
HIGH |
121-18 |
|
0.618 |
121-06 |
|
0.500 |
121-02 |
|
0.382 |
120-31 |
|
LOW |
120-19 |
|
0.618 |
120-00 |
|
1.000 |
119-20 |
|
1.618 |
119-01 |
|
2.618 |
118-02 |
|
4.250 |
116-15 |
|
|
| Fisher Pivots for day following 30-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
121-06 |
121-00 |
| PP |
121-04 |
120-23 |
| S1 |
121-02 |
120-14 |
|