ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 06-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2024 |
06-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
118-13 |
119-01 |
0-20 |
0.5% |
116-31 |
| High |
119-06 |
119-11 |
0-05 |
0.1% |
117-05 |
| Low |
118-05 |
118-23 |
0-18 |
0.5% |
114-11 |
| Close |
119-02 |
119-08 |
0-06 |
0.2% |
115-30 |
| Range |
1-01 |
0-20 |
-0-13 |
-39.4% |
2-26 |
| ATR |
1-05 |
1-04 |
-0-01 |
-3.3% |
0-00 |
| Volume |
4,378 |
221 |
-4,157 |
-95.0% |
1,975,105 |
|
| Daily Pivots for day following 06-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-31 |
120-24 |
119-19 |
|
| R3 |
120-11 |
120-04 |
119-14 |
|
| R2 |
119-23 |
119-23 |
119-12 |
|
| R1 |
119-16 |
119-16 |
119-10 |
119-20 |
| PP |
119-03 |
119-03 |
119-03 |
119-05 |
| S1 |
118-28 |
118-28 |
119-06 |
119-00 |
| S2 |
118-15 |
118-15 |
119-04 |
|
| S3 |
117-27 |
118-08 |
119-02 |
|
| S4 |
117-07 |
117-20 |
118-29 |
|
|
| 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 |
119-11 |
115-07 |
4-04 |
3.5% |
1-04 |
0.9% |
98% |
True |
False |
5,817 |
| 10 |
119-11 |
114-11 |
5-00 |
4.2% |
1-05 |
1.0% |
98% |
True |
False |
357,990 |
| 20 |
119-11 |
114-11 |
5-00 |
4.2% |
1-01 |
0.9% |
98% |
True |
False |
372,296 |
| 40 |
119-11 |
112-27 |
6-16 |
5.5% |
1-04 |
1.0% |
99% |
True |
False |
416,859 |
| 60 |
121-05 |
112-27 |
8-10 |
7.0% |
1-06 |
1.0% |
77% |
False |
False |
418,300 |
| 80 |
122-13 |
112-27 |
9-18 |
8.0% |
1-06 |
1.0% |
67% |
False |
False |
402,988 |
| 100 |
124-24 |
112-27 |
11-29 |
10.0% |
1-07 |
1.0% |
54% |
False |
False |
322,618 |
| 120 |
126-00 |
112-27 |
13-05 |
11.0% |
1-06 |
1.0% |
49% |
False |
False |
268,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-00 |
|
2.618 |
120-31 |
|
1.618 |
120-11 |
|
1.000 |
119-31 |
|
0.618 |
119-23 |
|
HIGH |
119-11 |
|
0.618 |
119-03 |
|
0.500 |
119-01 |
|
0.382 |
118-31 |
|
LOW |
118-23 |
|
0.618 |
118-11 |
|
1.000 |
118-03 |
|
1.618 |
117-23 |
|
2.618 |
117-03 |
|
4.250 |
116-02 |
|
|
| Fisher Pivots for day following 06-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-06 |
118-30 |
| PP |
119-03 |
118-21 |
| S1 |
119-01 |
118-11 |
|