ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
117-19 |
118-21 |
1-02 |
0.9% |
116-06 |
| High |
119-14 |
119-28 |
0-14 |
0.4% |
119-11 |
| Low |
117-16 |
118-16 |
1-00 |
0.9% |
116-06 |
| Close |
119-00 |
119-22 |
0-22 |
0.6% |
117-13 |
| Range |
1-30 |
1-12 |
-0-18 |
-29.0% |
3-05 |
| ATR |
1-06 |
1-06 |
0-00 |
1.2% |
0-00 |
| Volume |
982 |
2,130 |
1,148 |
116.9% |
13,305 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-15 |
122-31 |
120-14 |
|
| R3 |
122-03 |
121-19 |
120-02 |
|
| R2 |
120-23 |
120-23 |
119-30 |
|
| R1 |
120-07 |
120-07 |
119-26 |
120-15 |
| PP |
119-11 |
119-11 |
119-11 |
119-16 |
| S1 |
118-27 |
118-27 |
119-18 |
119-03 |
| S2 |
117-31 |
117-31 |
119-14 |
|
| S3 |
116-19 |
117-15 |
119-10 |
|
| S4 |
115-07 |
116-03 |
118-30 |
|
|
| 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 |
119-28 |
116-21 |
3-07 |
2.7% |
1-07 |
1.0% |
94% |
True |
False |
968 |
| 10 |
119-28 |
115-07 |
4-21 |
3.9% |
1-06 |
1.0% |
96% |
True |
False |
3,392 |
| 20 |
119-28 |
114-11 |
5-17 |
4.6% |
1-03 |
0.9% |
97% |
True |
False |
272,209 |
| 40 |
119-28 |
112-27 |
7-01 |
5.9% |
1-03 |
0.9% |
97% |
True |
False |
344,707 |
| 60 |
120-20 |
112-27 |
7-25 |
6.5% |
1-06 |
1.0% |
88% |
False |
False |
386,481 |
| 80 |
122-13 |
112-27 |
9-18 |
8.0% |
1-06 |
1.0% |
72% |
False |
False |
402,340 |
| 100 |
124-24 |
112-27 |
11-29 |
9.9% |
1-07 |
1.0% |
57% |
False |
False |
322,640 |
| 120 |
126-00 |
112-27 |
13-05 |
11.0% |
1-07 |
1.0% |
52% |
False |
False |
268,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-23 |
|
2.618 |
123-15 |
|
1.618 |
122-03 |
|
1.000 |
121-08 |
|
0.618 |
120-23 |
|
HIGH |
119-28 |
|
0.618 |
119-11 |
|
0.500 |
119-06 |
|
0.382 |
119-01 |
|
LOW |
118-16 |
|
0.618 |
117-21 |
|
1.000 |
117-04 |
|
1.618 |
116-09 |
|
2.618 |
114-29 |
|
4.250 |
112-21 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-17 |
119-08 |
| PP |
119-11 |
118-27 |
| S1 |
119-06 |
118-13 |
|