ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 05-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
123-25 |
121-23 |
-2-02 |
-1.7% |
119-28 |
| High |
124-00 |
121-23 |
-2-09 |
-1.8% |
124-24 |
| Low |
121-20 |
120-00 |
-1-20 |
-1.3% |
119-28 |
| Close |
121-30 |
120-05 |
-1-25 |
-1.5% |
121-30 |
| Range |
2-12 |
1-23 |
-0-21 |
-27.6% |
4-28 |
| ATR |
1-13 |
1-14 |
0-01 |
2.6% |
0-00 |
| Volume |
5,584 |
2,043 |
-3,541 |
-63.4% |
9,615 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-25 |
124-22 |
121-03 |
|
| R3 |
124-02 |
122-31 |
120-20 |
|
| R2 |
122-11 |
122-11 |
120-15 |
|
| R1 |
121-08 |
121-08 |
120-10 |
120-30 |
| PP |
120-20 |
120-20 |
120-20 |
120-15 |
| S1 |
119-17 |
119-17 |
120-00 |
119-07 |
| S2 |
118-29 |
118-29 |
119-27 |
|
| S3 |
117-06 |
117-26 |
119-22 |
|
| S4 |
115-15 |
116-03 |
119-07 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-26 |
134-08 |
124-20 |
|
| R3 |
131-30 |
129-12 |
123-09 |
|
| R2 |
127-02 |
127-02 |
122-27 |
|
| R1 |
124-16 |
124-16 |
122-12 |
125-25 |
| PP |
122-06 |
122-06 |
122-06 |
122-26 |
| S1 |
119-20 |
119-20 |
121-16 |
120-29 |
| S2 |
117-10 |
117-10 |
121-01 |
|
| S3 |
112-14 |
114-24 |
120-19 |
|
| S4 |
107-18 |
109-28 |
119-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-24 |
120-00 |
4-24 |
4.0% |
1-26 |
1.5% |
3% |
False |
True |
2,130 |
| 10 |
124-24 |
118-31 |
5-25 |
4.8% |
1-15 |
1.2% |
21% |
False |
False |
1,267 |
| 20 |
124-24 |
118-31 |
5-25 |
4.8% |
1-11 |
1.1% |
21% |
False |
False |
796 |
| 40 |
126-00 |
118-17 |
7-15 |
6.2% |
1-08 |
1.0% |
22% |
False |
False |
420 |
| 60 |
126-00 |
112-20 |
13-12 |
11.1% |
1-01 |
0.9% |
56% |
False |
False |
286 |
| 80 |
126-00 |
108-00 |
18-00 |
15.0% |
0-26 |
0.7% |
68% |
False |
False |
215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-01 |
|
2.618 |
126-07 |
|
1.618 |
124-16 |
|
1.000 |
123-14 |
|
0.618 |
122-25 |
|
HIGH |
121-23 |
|
0.618 |
121-02 |
|
0.500 |
120-28 |
|
0.382 |
120-21 |
|
LOW |
120-00 |
|
0.618 |
118-30 |
|
1.000 |
118-09 |
|
1.618 |
117-07 |
|
2.618 |
115-16 |
|
4.250 |
112-22 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-28 |
122-12 |
| PP |
120-20 |
121-20 |
| S1 |
120-12 |
120-29 |
|