ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 17-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
120-13 |
119-09 |
-1-04 |
-0.9% |
116-29 |
| High |
120-15 |
119-21 |
-0-26 |
-0.7% |
120-15 |
| Low |
119-13 |
119-05 |
-0-08 |
-0.2% |
116-21 |
| Close |
120-09 |
119-15 |
-0-26 |
-0.7% |
120-09 |
| Range |
1-02 |
0-16 |
-0-18 |
-52.9% |
3-26 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.4% |
0-00 |
| Volume |
756 |
764 |
8 |
1.1% |
4,220 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-30 |
120-22 |
119-24 |
|
| R3 |
120-14 |
120-06 |
119-19 |
|
| R2 |
119-30 |
119-30 |
119-18 |
|
| R1 |
119-22 |
119-22 |
119-16 |
119-26 |
| PP |
119-14 |
119-14 |
119-14 |
119-16 |
| S1 |
119-06 |
119-06 |
119-14 |
119-10 |
| S2 |
118-30 |
118-30 |
119-12 |
|
| S3 |
118-14 |
118-22 |
119-11 |
|
| S4 |
117-30 |
118-06 |
119-06 |
|
|
| 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 |
116-30 |
3-17 |
3.0% |
1-04 |
0.9% |
72% |
False |
False |
947 |
| 10 |
120-15 |
116-21 |
3-26 |
3.2% |
1-02 |
0.9% |
74% |
False |
False |
1,412 |
| 20 |
120-15 |
114-11 |
6-04 |
5.1% |
1-02 |
0.9% |
84% |
False |
False |
238,365 |
| 40 |
120-15 |
112-27 |
7-20 |
6.4% |
1-02 |
0.9% |
87% |
False |
False |
322,178 |
| 60 |
120-20 |
112-27 |
7-25 |
6.5% |
1-06 |
1.0% |
85% |
False |
False |
373,434 |
| 80 |
122-13 |
112-27 |
9-18 |
8.0% |
1-06 |
1.0% |
69% |
False |
False |
395,893 |
| 100 |
124-24 |
112-27 |
11-29 |
10.0% |
1-06 |
1.0% |
56% |
False |
False |
322,646 |
| 120 |
126-00 |
112-27 |
13-05 |
11.0% |
1-07 |
1.0% |
50% |
False |
False |
268,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-25 |
|
2.618 |
120-31 |
|
1.618 |
120-15 |
|
1.000 |
120-05 |
|
0.618 |
119-31 |
|
HIGH |
119-21 |
|
0.618 |
119-15 |
|
0.500 |
119-13 |
|
0.382 |
119-11 |
|
LOW |
119-05 |
|
0.618 |
118-27 |
|
1.000 |
118-21 |
|
1.618 |
118-11 |
|
2.618 |
117-27 |
|
4.250 |
117-01 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-14 |
119-16 |
| PP |
119-14 |
119-15 |
| S1 |
119-13 |
119-15 |
|