ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 14-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2024 |
14-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
118-21 |
120-13 |
1-24 |
1.5% |
116-29 |
| High |
119-28 |
120-15 |
0-19 |
0.5% |
120-15 |
| Low |
118-16 |
119-13 |
0-29 |
0.8% |
116-21 |
| Close |
119-22 |
120-09 |
0-19 |
0.5% |
120-09 |
| Range |
1-12 |
1-02 |
-0-10 |
-22.7% |
3-26 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.8% |
0-00 |
| Volume |
2,130 |
756 |
-1,374 |
-64.5% |
4,220 |
|
| Daily Pivots for day following 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-08 |
122-26 |
120-28 |
|
| R3 |
122-06 |
121-24 |
120-18 |
|
| R2 |
121-04 |
121-04 |
120-15 |
|
| R1 |
120-22 |
120-22 |
120-12 |
120-12 |
| PP |
120-02 |
120-02 |
120-02 |
119-28 |
| S1 |
119-20 |
119-20 |
120-06 |
119-10 |
| S2 |
119-00 |
119-00 |
120-03 |
|
| S3 |
117-30 |
118-18 |
120-00 |
|
| S4 |
116-28 |
117-16 |
119-22 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-18 |
129-08 |
122-12 |
|
| R3 |
126-24 |
125-14 |
121-11 |
|
| R2 |
122-30 |
122-30 |
120-31 |
|
| R1 |
121-20 |
121-20 |
120-20 |
122-09 |
| PP |
119-04 |
119-04 |
119-04 |
119-15 |
| S1 |
117-26 |
117-26 |
119-30 |
118-15 |
| S2 |
115-10 |
115-10 |
119-19 |
|
| S3 |
111-16 |
114-00 |
119-07 |
|
| S4 |
107-22 |
110-06 |
118-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-15 |
116-21 |
3-26 |
3.2% |
1-02 |
0.9% |
95% |
True |
False |
844 |
| 10 |
120-15 |
116-06 |
4-09 |
3.6% |
1-05 |
1.0% |
96% |
True |
False |
1,752 |
| 20 |
120-15 |
114-11 |
6-04 |
5.1% |
1-03 |
0.9% |
97% |
True |
False |
252,163 |
| 40 |
120-15 |
112-27 |
7-20 |
6.3% |
1-03 |
0.9% |
98% |
True |
False |
334,683 |
| 60 |
120-20 |
112-27 |
7-25 |
6.5% |
1-06 |
1.0% |
96% |
False |
False |
379,516 |
| 80 |
122-13 |
112-27 |
9-18 |
8.0% |
1-06 |
1.0% |
78% |
False |
False |
400,850 |
| 100 |
124-24 |
112-27 |
11-29 |
9.9% |
1-07 |
1.0% |
62% |
False |
False |
322,646 |
| 120 |
126-00 |
112-27 |
13-05 |
10.9% |
1-07 |
1.0% |
57% |
False |
False |
268,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-00 |
|
2.618 |
123-08 |
|
1.618 |
122-06 |
|
1.000 |
121-17 |
|
0.618 |
121-04 |
|
HIGH |
120-15 |
|
0.618 |
120-02 |
|
0.500 |
119-30 |
|
0.382 |
119-26 |
|
LOW |
119-13 |
|
0.618 |
118-24 |
|
1.000 |
118-11 |
|
1.618 |
117-22 |
|
2.618 |
116-20 |
|
4.250 |
114-28 |
|
|
| Fisher Pivots for day following 14-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-05 |
119-27 |
| PP |
120-02 |
119-13 |
| S1 |
119-30 |
119-00 |
|