ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 22-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2024 |
22-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
118-12 |
117-25 |
-0-19 |
-0.5% |
119-24 |
| High |
118-22 |
118-09 |
-0-13 |
-0.3% |
120-23 |
| Low |
117-21 |
117-11 |
-0-10 |
-0.3% |
117-27 |
| Close |
117-23 |
118-02 |
0-11 |
0.3% |
118-07 |
| Range |
1-01 |
0-30 |
-0-03 |
-9.1% |
2-28 |
| ATR |
1-09 |
1-09 |
-0-01 |
-2.0% |
0-00 |
| Volume |
119,996 |
397,306 |
277,310 |
231.1% |
22,240 |
|
| Daily Pivots for day following 22-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-23 |
120-10 |
118-18 |
|
| R3 |
119-25 |
119-12 |
118-10 |
|
| R2 |
118-27 |
118-27 |
118-08 |
|
| R1 |
118-14 |
118-14 |
118-05 |
118-20 |
| PP |
117-29 |
117-29 |
117-29 |
118-00 |
| S1 |
117-16 |
117-16 |
117-31 |
117-22 |
| S2 |
116-31 |
116-31 |
117-28 |
|
| S3 |
116-01 |
116-18 |
117-26 |
|
| S4 |
115-03 |
115-20 |
117-18 |
|
|
| Weekly Pivots for week ending 16-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-18 |
125-24 |
119-26 |
|
| R3 |
124-22 |
122-28 |
119-00 |
|
| R2 |
121-26 |
121-26 |
118-24 |
|
| R1 |
120-00 |
120-00 |
118-15 |
119-15 |
| PP |
118-30 |
118-30 |
118-30 |
118-21 |
| S1 |
117-04 |
117-04 |
117-31 |
116-19 |
| S2 |
116-02 |
116-02 |
117-22 |
|
| S3 |
113-06 |
114-08 |
117-14 |
|
| S4 |
110-10 |
111-12 |
116-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-19 |
117-11 |
2-08 |
1.9% |
1-01 |
0.9% |
32% |
False |
True |
113,674 |
| 10 |
120-28 |
117-11 |
3-17 |
3.0% |
1-06 |
1.0% |
20% |
False |
True |
58,054 |
| 20 |
124-24 |
117-11 |
7-13 |
6.3% |
1-09 |
1.1% |
10% |
False |
True |
29,661 |
| 40 |
126-00 |
117-11 |
8-21 |
7.3% |
1-08 |
1.1% |
8% |
False |
True |
14,945 |
| 60 |
126-00 |
114-29 |
11-03 |
9.4% |
1-07 |
1.0% |
28% |
False |
False |
9,974 |
| 80 |
126-00 |
109-15 |
16-17 |
14.0% |
0-30 |
0.8% |
52% |
False |
False |
7,482 |
| 100 |
126-00 |
108-00 |
18-00 |
15.2% |
0-25 |
0.7% |
56% |
False |
False |
5,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-08 |
|
2.618 |
120-24 |
|
1.618 |
119-26 |
|
1.000 |
119-07 |
|
0.618 |
118-28 |
|
HIGH |
118-09 |
|
0.618 |
117-30 |
|
0.500 |
117-26 |
|
0.382 |
117-22 |
|
LOW |
117-11 |
|
0.618 |
116-24 |
|
1.000 |
116-13 |
|
1.618 |
115-26 |
|
2.618 |
114-28 |
|
4.250 |
113-12 |
|
|
| Fisher Pivots for day following 22-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-31 |
118-02 |
| PP |
117-29 |
118-02 |
| S1 |
117-26 |
118-02 |
|