ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 05-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
117-19 |
118-13 |
0-26 |
0.7% |
116-31 |
| High |
118-22 |
119-06 |
0-16 |
0.4% |
117-05 |
| Low |
117-11 |
118-05 |
0-26 |
0.7% |
114-11 |
| Close |
118-13 |
119-02 |
0-21 |
0.6% |
115-30 |
| Range |
1-11 |
1-01 |
-0-10 |
-23.3% |
2-26 |
| ATR |
1-05 |
1-05 |
0-00 |
-0.8% |
0-00 |
| Volume |
3,161 |
4,378 |
1,217 |
38.5% |
1,975,105 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-29 |
121-16 |
119-20 |
|
| R3 |
120-28 |
120-15 |
119-11 |
|
| R2 |
119-27 |
119-27 |
119-08 |
|
| R1 |
119-14 |
119-14 |
119-05 |
119-20 |
| PP |
118-26 |
118-26 |
118-26 |
118-29 |
| S1 |
118-13 |
118-13 |
118-31 |
118-20 |
| S2 |
117-25 |
117-25 |
118-28 |
|
| S3 |
116-24 |
117-12 |
118-25 |
|
| S4 |
115-23 |
116-11 |
118-16 |
|
|
| 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 |
119-06 |
114-15 |
4-23 |
4.0% |
1-07 |
1.0% |
97% |
True |
False |
27,402 |
| 10 |
119-06 |
114-11 |
4-27 |
4.1% |
1-05 |
1.0% |
97% |
True |
False |
409,181 |
| 20 |
119-06 |
114-11 |
4-27 |
4.1% |
1-01 |
0.9% |
97% |
True |
False |
393,318 |
| 40 |
119-06 |
112-27 |
6-11 |
5.3% |
1-06 |
1.0% |
98% |
True |
False |
434,796 |
| 60 |
121-27 |
112-27 |
9-00 |
7.6% |
1-06 |
1.0% |
69% |
False |
False |
425,528 |
| 80 |
122-13 |
112-27 |
9-18 |
8.0% |
1-06 |
1.0% |
65% |
False |
False |
403,009 |
| 100 |
124-24 |
112-27 |
11-29 |
10.0% |
1-07 |
1.0% |
52% |
False |
False |
322,617 |
| 120 |
126-00 |
112-27 |
13-05 |
11.0% |
1-07 |
1.0% |
47% |
False |
False |
268,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-18 |
|
2.618 |
121-28 |
|
1.618 |
120-27 |
|
1.000 |
120-07 |
|
0.618 |
119-26 |
|
HIGH |
119-06 |
|
0.618 |
118-25 |
|
0.500 |
118-22 |
|
0.382 |
118-18 |
|
LOW |
118-05 |
|
0.618 |
117-17 |
|
1.000 |
117-04 |
|
1.618 |
116-16 |
|
2.618 |
115-15 |
|
4.250 |
113-25 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-30 |
118-19 |
| PP |
118-26 |
118-05 |
| S1 |
118-22 |
117-22 |
|