ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 15-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2024 |
15-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
118-02 |
118-19 |
0-17 |
0.4% |
121-23 |
| High |
118-25 |
119-19 |
0-26 |
0.7% |
121-23 |
| Low |
117-27 |
118-18 |
0-23 |
0.6% |
119-17 |
| Close |
118-17 |
118-28 |
0-11 |
0.3% |
119-20 |
| Range |
0-30 |
1-01 |
0-03 |
10.0% |
2-06 |
| ATR |
1-12 |
1-11 |
-0-01 |
-1.6% |
0-00 |
| Volume |
2,436 |
8,337 |
5,901 |
242.2% |
7,591 |
|
| Daily Pivots for day following 15-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-03 |
121-17 |
119-14 |
|
| R3 |
121-02 |
120-16 |
119-05 |
|
| R2 |
120-01 |
120-01 |
119-02 |
|
| R1 |
119-15 |
119-15 |
118-31 |
119-24 |
| PP |
119-00 |
119-00 |
119-00 |
119-05 |
| S1 |
118-14 |
118-14 |
118-25 |
118-23 |
| S2 |
117-31 |
117-31 |
118-22 |
|
| S3 |
116-30 |
117-13 |
118-19 |
|
| S4 |
115-29 |
116-12 |
118-10 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-27 |
125-14 |
120-26 |
|
| R3 |
124-21 |
123-08 |
120-07 |
|
| R2 |
122-15 |
122-15 |
120-01 |
|
| R1 |
121-02 |
121-02 |
119-26 |
120-22 |
| PP |
120-09 |
120-09 |
120-09 |
120-03 |
| S1 |
118-28 |
118-28 |
119-14 |
118-16 |
| S2 |
118-03 |
118-03 |
119-07 |
|
| S3 |
115-29 |
116-22 |
119-01 |
|
| S4 |
113-23 |
114-16 |
118-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-23 |
117-27 |
2-28 |
2.4% |
1-08 |
1.1% |
36% |
False |
False |
3,527 |
| 10 |
124-00 |
117-27 |
6-05 |
5.2% |
1-12 |
1.1% |
17% |
False |
False |
2,898 |
| 20 |
124-24 |
117-27 |
6-29 |
5.8% |
1-10 |
1.1% |
15% |
False |
False |
1,739 |
| 40 |
126-00 |
117-27 |
8-05 |
6.9% |
1-07 |
1.0% |
13% |
False |
False |
951 |
| 60 |
126-00 |
114-29 |
11-03 |
9.3% |
1-05 |
1.0% |
36% |
False |
False |
642 |
| 80 |
126-00 |
108-00 |
18-00 |
15.1% |
0-29 |
0.8% |
60% |
False |
False |
481 |
| 100 |
126-00 |
108-00 |
18-00 |
15.1% |
0-24 |
0.6% |
60% |
False |
False |
385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-31 |
|
2.618 |
122-09 |
|
1.618 |
121-08 |
|
1.000 |
120-20 |
|
0.618 |
120-07 |
|
HIGH |
119-19 |
|
0.618 |
119-06 |
|
0.500 |
119-02 |
|
0.382 |
118-31 |
|
LOW |
118-18 |
|
0.618 |
117-30 |
|
1.000 |
117-17 |
|
1.618 |
116-29 |
|
2.618 |
115-28 |
|
4.250 |
114-06 |
|
|
| Fisher Pivots for day following 15-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-02 |
119-09 |
| PP |
119-00 |
119-05 |
| S1 |
118-30 |
119-00 |
|