ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 28-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2024 |
28-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
118-31 |
118-14 |
-0-17 |
-0.4% |
118-12 |
| High |
119-09 |
118-30 |
-0-11 |
-0.3% |
119-09 |
| Low |
118-06 |
118-08 |
0-02 |
0.1% |
117-11 |
| Close |
118-10 |
118-24 |
0-14 |
0.4% |
119-03 |
| Range |
1-03 |
0-22 |
-0-13 |
-37.1% |
1-30 |
| ATR |
1-09 |
1-07 |
-0-01 |
-3.3% |
0-00 |
| Volume |
589,937 |
442,507 |
-147,430 |
-25.0% |
1,044,137 |
|
| Daily Pivots for day following 28-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-23 |
120-13 |
119-04 |
|
| R3 |
120-01 |
119-23 |
118-30 |
|
| R2 |
119-11 |
119-11 |
118-28 |
|
| R1 |
119-01 |
119-01 |
118-26 |
119-06 |
| PP |
118-21 |
118-21 |
118-21 |
118-23 |
| S1 |
118-11 |
118-11 |
118-22 |
118-16 |
| S2 |
117-31 |
117-31 |
118-20 |
|
| S3 |
117-09 |
117-21 |
118-18 |
|
| S4 |
116-19 |
116-31 |
118-12 |
|
|
| 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 |
119-23 |
117-11 |
2-12 |
2.0% |
1-03 |
0.9% |
59% |
False |
False |
551,314 |
| 10 |
119-23 |
117-11 |
2-12 |
2.0% |
1-02 |
0.9% |
59% |
False |
False |
293,007 |
| 20 |
124-24 |
117-11 |
7-13 |
6.2% |
1-10 |
1.1% |
19% |
False |
False |
147,511 |
| 40 |
124-24 |
117-11 |
7-13 |
6.2% |
1-09 |
1.1% |
19% |
False |
False |
73,923 |
| 60 |
126-00 |
116-21 |
9-11 |
7.9% |
1-07 |
1.0% |
22% |
False |
False |
49,291 |
| 80 |
126-00 |
112-20 |
13-12 |
11.3% |
1-00 |
0.8% |
46% |
False |
False |
36,973 |
| 100 |
126-00 |
108-00 |
18-00 |
15.2% |
0-27 |
0.7% |
60% |
False |
False |
29,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-28 |
|
2.618 |
120-24 |
|
1.618 |
120-02 |
|
1.000 |
119-20 |
|
0.618 |
119-12 |
|
HIGH |
118-30 |
|
0.618 |
118-22 |
|
0.500 |
118-19 |
|
0.382 |
118-16 |
|
LOW |
118-08 |
|
0.618 |
117-26 |
|
1.000 |
117-18 |
|
1.618 |
117-04 |
|
2.618 |
116-14 |
|
4.250 |
115-10 |
|
|
| Fisher Pivots for day following 28-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-22 |
118-30 |
| PP |
118-21 |
118-28 |
| S1 |
118-19 |
118-26 |
|