ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 11-Jun-2024
Day Change Summary
Previous Current
10-Jun-2024 11-Jun-2024 Change Change % Previous Week
Open 116-29 117-00 0-03 0.1% 116-06
High 116-29 117-20 0-23 0.6% 119-11
Low 116-21 116-30 0-09 0.2% 116-06
Close 116-25 117-19 0-26 0.7% 117-13
Range 0-08 0-22 0-14 175.0% 3-05
ATR 1-05 1-04 -0-01 -1.9% 0-00
Volume 247 105 -142 -57.5% 13,305
Daily Pivots for day following 11-Jun-2024
Classic Woodie Camarilla DeMark
R4 119-14 119-07 117-31
R3 118-24 118-17 117-25
R2 118-02 118-02 117-23
R1 117-27 117-27 117-21 117-30
PP 117-12 117-12 117-12 117-14
S1 117-05 117-05 117-17 117-08
S2 116-22 116-22 117-15
S3 116-00 116-15 117-13
S4 115-10 115-25 117-07
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
5 119-11 116-21 2-22 2.3% 0-29 0.8% 35% False False 1,265
10 119-11 114-11 5-00 4.3% 1-03 0.9% 65% False False 74,558
20 119-11 114-11 5-00 4.3% 1-02 0.9% 65% False False 318,160
40 119-11 112-27 6-16 5.5% 1-03 0.9% 73% False False 373,549
60 120-20 112-27 7-25 6.6% 1-05 1.0% 61% False False 398,464
80 122-13 112-27 9-18 8.1% 1-05 1.0% 50% False False 402,835
100 124-24 112-27 11-29 10.1% 1-06 1.0% 40% False False 322,616
120 126-00 112-27 13-05 11.2% 1-06 1.0% 36% False False 268,874
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 120-18
2.618 119-14
1.618 118-24
1.000 118-10
0.618 118-02
HIGH 117-20
0.618 117-12
0.500 117-09
0.382 117-06
LOW 116-30
0.618 116-16
1.000 116-08
1.618 115-26
2.618 115-04
4.250 114-00
Fisher Pivots for day following 11-Jun-2024
Pivot 1 day 3 day
R1 117-16 117-29
PP 117-12 117-26
S1 117-09 117-22

These figures are updated between 7pm and 10pm EST after a trading day.

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