ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 23-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2024 |
23-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
117-25 |
118-03 |
0-10 |
0.3% |
118-12 |
| High |
118-09 |
119-09 |
1-00 |
0.8% |
119-09 |
| Low |
117-11 |
117-25 |
0-14 |
0.4% |
117-11 |
| Close |
118-02 |
119-03 |
1-01 |
0.9% |
119-03 |
| Range |
0-30 |
1-16 |
0-18 |
60.0% |
1-30 |
| ATR |
1-09 |
1-09 |
0-01 |
1.3% |
0-00 |
| Volume |
397,306 |
490,537 |
93,231 |
23.5% |
1,044,137 |
|
| Daily Pivots for day following 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-07 |
122-21 |
119-29 |
|
| R3 |
121-23 |
121-05 |
119-16 |
|
| R2 |
120-07 |
120-07 |
119-12 |
|
| R1 |
119-21 |
119-21 |
119-07 |
119-30 |
| PP |
118-23 |
118-23 |
118-23 |
118-28 |
| S1 |
118-05 |
118-05 |
118-31 |
118-14 |
| S2 |
117-07 |
117-07 |
118-26 |
|
| S3 |
115-23 |
116-21 |
118-22 |
|
| S4 |
114-07 |
115-05 |
118-09 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-12 |
123-22 |
120-05 |
|
| R3 |
122-14 |
121-24 |
119-20 |
|
| R2 |
120-16 |
120-16 |
119-14 |
|
| R1 |
119-26 |
119-26 |
119-09 |
120-05 |
| PP |
118-18 |
118-18 |
118-18 |
118-24 |
| S1 |
117-28 |
117-28 |
118-29 |
118-07 |
| S2 |
116-20 |
116-20 |
118-24 |
|
| S3 |
114-22 |
115-30 |
118-18 |
|
| S4 |
112-24 |
114-00 |
118-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-09 |
117-11 |
1-30 |
1.6% |
1-04 |
1.0% |
90% |
True |
False |
210,114 |
| 10 |
120-23 |
117-11 |
3-12 |
2.8% |
1-06 |
1.0% |
52% |
False |
False |
106,820 |
| 20 |
124-24 |
117-11 |
7-13 |
6.2% |
1-10 |
1.1% |
24% |
False |
False |
54,183 |
| 40 |
126-00 |
117-11 |
8-21 |
7.3% |
1-09 |
1.1% |
20% |
False |
False |
27,208 |
| 60 |
126-00 |
116-07 |
9-25 |
8.2% |
1-07 |
1.0% |
29% |
False |
False |
18,147 |
| 80 |
126-00 |
109-15 |
16-17 |
13.9% |
0-31 |
0.8% |
58% |
False |
False |
13,614 |
| 100 |
126-00 |
108-00 |
18-00 |
15.1% |
0-26 |
0.7% |
62% |
False |
False |
10,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-21 |
|
2.618 |
123-07 |
|
1.618 |
121-23 |
|
1.000 |
120-25 |
|
0.618 |
120-07 |
|
HIGH |
119-09 |
|
0.618 |
118-23 |
|
0.500 |
118-17 |
|
0.382 |
118-11 |
|
LOW |
117-25 |
|
0.618 |
116-27 |
|
1.000 |
116-09 |
|
1.618 |
115-11 |
|
2.618 |
113-27 |
|
4.250 |
111-13 |
|
|
| Fisher Pivots for day following 23-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-29 |
118-27 |
| PP |
118-23 |
118-18 |
| S1 |
118-17 |
118-10 |
|