ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 07-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
119-01 |
119-05 |
0-04 |
0.1% |
116-06 |
| High |
119-11 |
119-05 |
-0-06 |
-0.2% |
119-11 |
| Low |
118-23 |
117-08 |
-1-15 |
-1.2% |
116-06 |
| Close |
119-08 |
117-13 |
-1-27 |
-1.5% |
117-13 |
| Range |
0-20 |
1-29 |
1-09 |
205.0% |
3-05 |
| ATR |
1-04 |
1-06 |
0-02 |
5.7% |
0-00 |
| Volume |
221 |
1,376 |
1,155 |
522.6% |
13,305 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-21 |
122-14 |
118-15 |
|
| R3 |
121-24 |
120-17 |
117-30 |
|
| R2 |
119-27 |
119-27 |
117-24 |
|
| R1 |
118-20 |
118-20 |
117-19 |
118-09 |
| PP |
117-30 |
117-30 |
117-30 |
117-24 |
| S1 |
116-23 |
116-23 |
117-07 |
116-12 |
| S2 |
116-01 |
116-01 |
117-02 |
|
| S3 |
114-04 |
114-26 |
116-28 |
|
| S4 |
112-07 |
112-29 |
116-11 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-04 |
125-13 |
119-05 |
|
| R3 |
123-31 |
122-08 |
118-09 |
|
| R2 |
120-26 |
120-26 |
118-00 |
|
| R1 |
119-03 |
119-03 |
117-22 |
119-30 |
| PP |
117-21 |
117-21 |
117-21 |
118-02 |
| S1 |
115-30 |
115-30 |
117-04 |
116-26 |
| S2 |
114-16 |
114-16 |
116-26 |
|
| S3 |
111-11 |
112-25 |
116-17 |
|
| S4 |
108-06 |
109-20 |
115-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-11 |
116-06 |
3-05 |
2.7% |
1-09 |
1.1% |
39% |
False |
False |
2,661 |
| 10 |
119-11 |
114-11 |
5-00 |
4.3% |
1-07 |
1.0% |
61% |
False |
False |
263,422 |
| 20 |
119-11 |
114-11 |
5-00 |
4.3% |
1-03 |
0.9% |
61% |
False |
False |
348,352 |
| 40 |
119-11 |
112-27 |
6-16 |
5.5% |
1-05 |
1.0% |
70% |
False |
False |
400,593 |
| 60 |
120-20 |
112-27 |
7-25 |
6.6% |
1-06 |
1.0% |
59% |
False |
False |
412,082 |
| 80 |
122-13 |
112-27 |
9-18 |
8.1% |
1-06 |
1.0% |
48% |
False |
False |
402,966 |
| 100 |
124-24 |
112-27 |
11-29 |
10.1% |
1-07 |
1.0% |
38% |
False |
False |
322,618 |
| 120 |
126-00 |
112-27 |
13-05 |
11.2% |
1-06 |
1.0% |
35% |
False |
False |
268,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-08 |
|
2.618 |
124-05 |
|
1.618 |
122-08 |
|
1.000 |
121-02 |
|
0.618 |
120-11 |
|
HIGH |
119-05 |
|
0.618 |
118-14 |
|
0.500 |
118-06 |
|
0.382 |
117-31 |
|
LOW |
117-08 |
|
0.618 |
116-02 |
|
1.000 |
115-11 |
|
1.618 |
114-05 |
|
2.618 |
112-08 |
|
4.250 |
109-05 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-06 |
118-10 |
| PP |
117-30 |
118-00 |
| S1 |
117-22 |
117-22 |
|