ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 04-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2024 |
04-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
116-06 |
117-19 |
1-13 |
1.2% |
116-31 |
| High |
117-20 |
118-22 |
1-02 |
0.9% |
117-05 |
| Low |
116-06 |
117-11 |
1-05 |
1.0% |
114-11 |
| Close |
117-15 |
118-13 |
0-30 |
0.8% |
115-30 |
| Range |
1-14 |
1-11 |
-0-03 |
-6.5% |
2-26 |
| ATR |
1-05 |
1-05 |
0-00 |
1.2% |
0-00 |
| Volume |
4,169 |
3,161 |
-1,008 |
-24.2% |
1,975,105 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-06 |
121-20 |
119-05 |
|
| R3 |
120-27 |
120-09 |
118-25 |
|
| R2 |
119-16 |
119-16 |
118-21 |
|
| R1 |
118-30 |
118-30 |
118-17 |
119-07 |
| PP |
118-05 |
118-05 |
118-05 |
118-09 |
| S1 |
117-19 |
117-19 |
118-09 |
117-28 |
| S2 |
116-26 |
116-26 |
118-05 |
|
| S3 |
115-15 |
116-08 |
118-01 |
|
| S4 |
114-04 |
114-29 |
117-21 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-08 |
122-29 |
117-16 |
|
| R3 |
121-14 |
120-03 |
116-23 |
|
| R2 |
118-20 |
118-20 |
116-14 |
|
| R1 |
117-09 |
117-09 |
116-06 |
116-18 |
| PP |
115-26 |
115-26 |
115-26 |
115-14 |
| S1 |
114-15 |
114-15 |
115-22 |
113-24 |
| S2 |
113-00 |
113-00 |
115-14 |
|
| S3 |
110-06 |
111-21 |
115-05 |
|
| S4 |
107-12 |
108-27 |
114-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-22 |
114-11 |
4-11 |
3.7% |
1-09 |
1.1% |
94% |
True |
False |
147,851 |
| 10 |
118-22 |
114-11 |
4-11 |
3.7% |
1-04 |
1.0% |
94% |
True |
False |
444,977 |
| 20 |
118-23 |
114-11 |
4-12 |
3.7% |
1-02 |
0.9% |
93% |
False |
False |
416,030 |
| 40 |
118-23 |
112-27 |
5-28 |
5.0% |
1-06 |
1.0% |
95% |
False |
False |
444,396 |
| 60 |
122-03 |
112-27 |
9-08 |
7.8% |
1-06 |
1.0% |
60% |
False |
False |
430,883 |
| 80 |
122-13 |
112-27 |
9-18 |
8.1% |
1-06 |
1.0% |
58% |
False |
False |
402,977 |
| 100 |
124-24 |
112-27 |
11-29 |
10.1% |
1-07 |
1.0% |
47% |
False |
False |
322,574 |
| 120 |
126-00 |
112-27 |
13-05 |
11.1% |
1-07 |
1.0% |
42% |
False |
False |
268,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-13 |
|
2.618 |
122-07 |
|
1.618 |
120-28 |
|
1.000 |
120-01 |
|
0.618 |
119-17 |
|
HIGH |
118-22 |
|
0.618 |
118-06 |
|
0.500 |
118-00 |
|
0.382 |
117-27 |
|
LOW |
117-11 |
|
0.618 |
116-16 |
|
1.000 |
116-00 |
|
1.618 |
115-05 |
|
2.618 |
113-26 |
|
4.250 |
111-20 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-09 |
117-30 |
| PP |
118-05 |
117-14 |
| S1 |
118-00 |
116-30 |
|