ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
122-26 |
123-01 |
0-07 |
0.2% |
122-03 |
| High |
123-12 |
123-01 |
-0-11 |
-0.3% |
123-12 |
| Low |
122-12 |
120-30 |
-1-14 |
-1.2% |
121-17 |
| Close |
122-29 |
121-04 |
-1-25 |
-1.4% |
122-29 |
| Range |
1-00 |
2-03 |
1-03 |
109.4% |
1-27 |
| ATR |
1-06 |
1-08 |
0-02 |
5.5% |
0-00 |
| Volume |
119 |
1,312 |
1,193 |
1,002.5% |
589 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-31 |
126-21 |
122-09 |
|
| R3 |
125-28 |
124-18 |
121-22 |
|
| R2 |
123-25 |
123-25 |
121-16 |
|
| R1 |
122-15 |
122-15 |
121-10 |
122-02 |
| PP |
121-22 |
121-22 |
121-22 |
121-16 |
| S1 |
120-12 |
120-12 |
120-30 |
120-00 |
| S2 |
119-19 |
119-19 |
120-24 |
|
| S3 |
117-16 |
118-09 |
120-18 |
|
| S4 |
115-13 |
116-06 |
119-31 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-04 |
127-12 |
123-29 |
|
| R3 |
126-09 |
125-17 |
123-13 |
|
| R2 |
124-14 |
124-14 |
123-08 |
|
| R1 |
123-22 |
123-22 |
123-02 |
124-02 |
| PP |
122-19 |
122-19 |
122-19 |
122-26 |
| S1 |
121-27 |
121-27 |
122-24 |
122-07 |
| S2 |
120-24 |
120-24 |
122-18 |
|
| S3 |
118-29 |
120-00 |
122-13 |
|
| S4 |
117-02 |
118-05 |
121-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-12 |
120-30 |
2-14 |
2.0% |
1-08 |
1.0% |
8% |
False |
True |
341 |
| 10 |
124-19 |
120-30 |
3-21 |
3.0% |
1-11 |
1.1% |
5% |
False |
True |
226 |
| 20 |
126-00 |
120-30 |
5-02 |
4.2% |
1-04 |
0.9% |
4% |
False |
True |
134 |
| 40 |
126-00 |
114-29 |
11-03 |
9.2% |
1-01 |
0.8% |
56% |
False |
False |
79 |
| 60 |
126-00 |
108-00 |
18-00 |
14.9% |
0-24 |
0.6% |
73% |
False |
False |
52 |
| 80 |
126-00 |
108-00 |
18-00 |
14.9% |
0-19 |
0.5% |
73% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-30 |
|
2.618 |
128-16 |
|
1.618 |
126-13 |
|
1.000 |
125-04 |
|
0.618 |
124-10 |
|
HIGH |
123-01 |
|
0.618 |
122-07 |
|
0.500 |
122-00 |
|
0.382 |
121-24 |
|
LOW |
120-30 |
|
0.618 |
119-21 |
|
1.000 |
118-27 |
|
1.618 |
117-18 |
|
2.618 |
115-15 |
|
4.250 |
112-01 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
122-00 |
122-05 |
| PP |
121-22 |
121-26 |
| S1 |
121-13 |
121-15 |
|