ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
115-19 |
116-08 |
0-21 |
0.6% |
117-05 |
| High |
116-16 |
117-25 |
1-09 |
1.1% |
117-10 |
| Low |
115-10 |
116-07 |
0-29 |
0.8% |
114-13 |
| Close |
116-02 |
117-20 |
1-18 |
1.3% |
116-02 |
| Range |
1-06 |
1-18 |
0-12 |
31.6% |
2-29 |
| ATR |
1-03 |
1-04 |
0-01 |
4.1% |
0-00 |
| Volume |
641,163 |
464,132 |
-177,031 |
-27.6% |
2,826,968 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-29 |
121-10 |
118-16 |
|
| R3 |
120-11 |
119-24 |
118-02 |
|
| R2 |
118-25 |
118-25 |
117-29 |
|
| R1 |
118-06 |
118-06 |
117-25 |
118-16 |
| PP |
117-07 |
117-07 |
117-07 |
117-11 |
| S1 |
116-20 |
116-20 |
117-15 |
116-30 |
| S2 |
115-21 |
115-21 |
117-11 |
|
| S3 |
114-03 |
115-02 |
117-06 |
|
| S4 |
112-17 |
113-16 |
116-24 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-21 |
123-08 |
117-21 |
|
| R3 |
121-24 |
120-11 |
116-28 |
|
| R2 |
118-27 |
118-27 |
116-19 |
|
| R1 |
117-14 |
117-14 |
116-11 |
116-22 |
| PP |
115-30 |
115-30 |
115-30 |
115-18 |
| S1 |
114-17 |
114-17 |
115-25 |
113-25 |
| S2 |
113-01 |
113-01 |
115-17 |
|
| S3 |
110-04 |
111-20 |
115-08 |
|
| S4 |
107-07 |
108-23 |
114-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-25 |
114-13 |
3-12 |
2.9% |
1-12 |
1.2% |
95% |
True |
False |
658,220 |
| 10 |
117-25 |
114-13 |
3-12 |
2.9% |
1-03 |
0.9% |
95% |
True |
False |
453,678 |
| 20 |
118-27 |
114-13 |
4-14 |
3.8% |
1-01 |
0.9% |
73% |
False |
False |
230,812 |
| 40 |
118-27 |
112-29 |
5-30 |
5.0% |
1-04 |
1.0% |
79% |
False |
False |
115,605 |
| 60 |
122-02 |
112-29 |
9-05 |
7.8% |
1-02 |
0.9% |
52% |
False |
False |
77,085 |
| 80 |
122-07 |
112-29 |
9-10 |
7.9% |
1-00 |
0.8% |
51% |
False |
False |
57,818 |
| 100 |
124-06 |
112-29 |
11-09 |
9.6% |
0-26 |
0.7% |
42% |
False |
False |
46,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-14 |
|
2.618 |
121-28 |
|
1.618 |
120-10 |
|
1.000 |
119-11 |
|
0.618 |
118-24 |
|
HIGH |
117-25 |
|
0.618 |
117-06 |
|
0.500 |
117-00 |
|
0.382 |
116-26 |
|
LOW |
116-07 |
|
0.618 |
115-08 |
|
1.000 |
114-21 |
|
1.618 |
113-22 |
|
2.618 |
112-04 |
|
4.250 |
109-18 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-13 |
117-05 |
| PP |
117-07 |
116-21 |
| S1 |
117-00 |
116-06 |
|