ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
117-00 |
117-19 |
0-19 |
0.5% |
116-06 |
| High |
117-20 |
119-14 |
1-26 |
1.5% |
119-11 |
| Low |
116-30 |
117-16 |
0-18 |
0.5% |
116-06 |
| Close |
117-19 |
119-00 |
1-13 |
1.2% |
117-13 |
| Range |
0-22 |
1-30 |
1-08 |
181.8% |
3-05 |
| ATR |
1-04 |
1-06 |
0-02 |
5.2% |
0-00 |
| Volume |
105 |
982 |
877 |
835.2% |
13,305 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-15 |
123-21 |
120-02 |
|
| R3 |
122-17 |
121-23 |
119-17 |
|
| R2 |
120-19 |
120-19 |
119-11 |
|
| R1 |
119-25 |
119-25 |
119-06 |
120-06 |
| PP |
118-21 |
118-21 |
118-21 |
118-27 |
| S1 |
117-27 |
117-27 |
118-26 |
118-08 |
| S2 |
116-23 |
116-23 |
118-21 |
|
| S3 |
114-25 |
115-29 |
118-15 |
|
| S4 |
112-27 |
113-31 |
117-30 |
|
|
| 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 |
119-14 |
116-21 |
2-25 |
2.3% |
1-03 |
0.9% |
84% |
True |
False |
586 |
| 10 |
119-14 |
114-15 |
4-31 |
4.2% |
1-05 |
1.0% |
91% |
True |
False |
13,994 |
| 20 |
119-14 |
114-11 |
5-03 |
4.3% |
1-03 |
0.9% |
91% |
True |
False |
299,178 |
| 40 |
119-14 |
112-27 |
6-19 |
5.5% |
1-03 |
0.9% |
93% |
True |
False |
357,287 |
| 60 |
120-20 |
112-27 |
7-25 |
6.5% |
1-06 |
1.0% |
79% |
False |
False |
393,459 |
| 80 |
122-13 |
112-27 |
9-18 |
8.0% |
1-06 |
1.0% |
64% |
False |
False |
402,767 |
| 100 |
124-24 |
112-27 |
11-29 |
10.0% |
1-07 |
1.0% |
52% |
False |
False |
322,625 |
| 120 |
126-00 |
112-27 |
13-05 |
11.1% |
1-07 |
1.0% |
47% |
False |
False |
268,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-22 |
|
2.618 |
124-16 |
|
1.618 |
122-18 |
|
1.000 |
121-12 |
|
0.618 |
120-20 |
|
HIGH |
119-14 |
|
0.618 |
118-22 |
|
0.500 |
118-15 |
|
0.382 |
118-08 |
|
LOW |
117-16 |
|
0.618 |
116-10 |
|
1.000 |
115-18 |
|
1.618 |
114-12 |
|
2.618 |
112-14 |
|
4.250 |
109-08 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-26 |
118-22 |
| PP |
118-21 |
118-12 |
| S1 |
118-15 |
118-02 |
|