ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 05-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2024 |
05-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
117-25 |
118-20 |
0-27 |
0.7% |
117-05 |
| High |
118-28 |
119-14 |
0-18 |
0.5% |
117-10 |
| Low |
117-15 |
118-10 |
0-27 |
0.7% |
114-13 |
| Close |
118-19 |
119-08 |
0-21 |
0.6% |
116-02 |
| Range |
1-13 |
1-04 |
-0-09 |
-20.0% |
2-29 |
| ATR |
1-05 |
1-05 |
0-00 |
-0.2% |
0-00 |
| Volume |
433,919 |
465,367 |
31,448 |
7.2% |
2,826,968 |
|
| Daily Pivots for day following 05-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-12 |
121-30 |
119-28 |
|
| R3 |
121-08 |
120-26 |
119-18 |
|
| R2 |
120-04 |
120-04 |
119-15 |
|
| R1 |
119-22 |
119-22 |
119-11 |
119-29 |
| PP |
119-00 |
119-00 |
119-00 |
119-04 |
| S1 |
118-18 |
118-18 |
119-05 |
118-25 |
| S2 |
117-28 |
117-28 |
119-01 |
|
| S3 |
116-24 |
117-14 |
118-30 |
|
| S4 |
115-20 |
116-10 |
118-20 |
|
|
| 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 |
119-14 |
114-19 |
4-27 |
4.1% |
1-09 |
1.1% |
96% |
True |
False |
478,451 |
| 10 |
119-14 |
114-13 |
5-01 |
4.2% |
1-07 |
1.0% |
96% |
True |
False |
528,075 |
| 20 |
119-14 |
114-13 |
5-01 |
4.2% |
1-02 |
0.9% |
96% |
True |
False |
275,602 |
| 40 |
119-14 |
112-29 |
6-17 |
5.5% |
1-05 |
1.0% |
97% |
True |
False |
138,077 |
| 60 |
121-25 |
112-29 |
8-28 |
7.4% |
1-03 |
0.9% |
71% |
False |
False |
92,073 |
| 80 |
122-07 |
112-29 |
9-10 |
7.8% |
1-01 |
0.9% |
68% |
False |
False |
69,059 |
| 100 |
124-06 |
112-29 |
11-09 |
9.5% |
0-27 |
0.7% |
56% |
False |
False |
55,248 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-07 |
|
2.618 |
122-12 |
|
1.618 |
121-08 |
|
1.000 |
120-18 |
|
0.618 |
120-04 |
|
HIGH |
119-14 |
|
0.618 |
119-00 |
|
0.500 |
118-28 |
|
0.382 |
118-24 |
|
LOW |
118-10 |
|
0.618 |
117-20 |
|
1.000 |
117-06 |
|
1.618 |
116-16 |
|
2.618 |
115-12 |
|
4.250 |
113-17 |
|
|
| Fisher Pivots for day following 05-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-04 |
118-25 |
| PP |
119-00 |
118-10 |
| S1 |
118-28 |
117-26 |
|