ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 04-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2024 |
04-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
116-08 |
117-25 |
1-17 |
1.3% |
117-05 |
| High |
117-25 |
118-28 |
1-03 |
0.9% |
117-10 |
| Low |
116-07 |
117-15 |
1-08 |
1.1% |
114-13 |
| Close |
117-20 |
118-19 |
0-31 |
0.8% |
116-02 |
| Range |
1-18 |
1-13 |
-0-05 |
-10.0% |
2-29 |
| ATR |
1-04 |
1-05 |
0-01 |
1.7% |
0-00 |
| Volume |
464,132 |
433,919 |
-30,213 |
-6.5% |
2,826,968 |
|
| Daily Pivots for day following 04-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-17 |
121-31 |
119-12 |
|
| R3 |
121-04 |
120-18 |
118-31 |
|
| R2 |
119-23 |
119-23 |
118-27 |
|
| R1 |
119-05 |
119-05 |
118-23 |
119-14 |
| PP |
118-10 |
118-10 |
118-10 |
118-14 |
| S1 |
117-24 |
117-24 |
118-15 |
118-01 |
| S2 |
116-29 |
116-29 |
118-11 |
|
| S3 |
115-16 |
116-11 |
118-07 |
|
| S4 |
114-03 |
114-30 |
117-26 |
|
|
| 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 |
118-28 |
114-13 |
4-15 |
3.8% |
1-11 |
1.1% |
94% |
True |
False |
531,404 |
| 10 |
118-28 |
114-13 |
4-15 |
3.8% |
1-06 |
1.0% |
94% |
True |
False |
494,201 |
| 20 |
118-28 |
114-13 |
4-15 |
3.8% |
1-02 |
0.9% |
94% |
True |
False |
252,475 |
| 40 |
118-28 |
112-29 |
5-31 |
5.0% |
1-05 |
1.0% |
95% |
True |
False |
126,446 |
| 60 |
122-01 |
112-29 |
9-04 |
7.7% |
1-03 |
0.9% |
62% |
False |
False |
84,317 |
| 80 |
122-07 |
112-29 |
9-10 |
7.9% |
1-00 |
0.9% |
61% |
False |
False |
63,242 |
| 100 |
124-06 |
112-29 |
11-09 |
9.5% |
0-26 |
0.7% |
50% |
False |
False |
50,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-27 |
|
2.618 |
122-18 |
|
1.618 |
121-05 |
|
1.000 |
120-09 |
|
0.618 |
119-24 |
|
HIGH |
118-28 |
|
0.618 |
118-11 |
|
0.500 |
118-06 |
|
0.382 |
118-00 |
|
LOW |
117-15 |
|
0.618 |
116-19 |
|
1.000 |
116-02 |
|
1.618 |
115-06 |
|
2.618 |
113-25 |
|
4.250 |
111-16 |
|
|
| Fisher Pivots for day following 04-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-14 |
118-03 |
| PP |
118-10 |
117-19 |
| S1 |
118-06 |
117-03 |
|