ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 07-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2024 |
07-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
119-12 |
119-10 |
-0-02 |
-0.1% |
116-08 |
| High |
119-17 |
119-31 |
0-14 |
0.4% |
119-31 |
| Low |
118-26 |
117-11 |
-1-15 |
-1.2% |
116-07 |
| Close |
119-14 |
117-17 |
-1-29 |
-1.6% |
117-17 |
| Range |
0-23 |
2-20 |
1-29 |
265.2% |
3-24 |
| ATR |
1-04 |
1-07 |
0-03 |
9.6% |
0-00 |
| Volume |
377,656 |
481,151 |
103,495 |
27.4% |
2,222,225 |
|
| Daily Pivots for day following 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-05 |
124-15 |
118-31 |
|
| R3 |
123-17 |
121-27 |
118-08 |
|
| R2 |
120-29 |
120-29 |
118-00 |
|
| R1 |
119-07 |
119-07 |
117-25 |
118-24 |
| PP |
118-09 |
118-09 |
118-09 |
118-02 |
| S1 |
116-19 |
116-19 |
117-09 |
116-04 |
| S2 |
115-21 |
115-21 |
117-02 |
|
| S3 |
113-01 |
113-31 |
116-26 |
|
| S4 |
110-13 |
111-11 |
116-03 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-05 |
127-03 |
119-19 |
|
| R3 |
125-13 |
123-11 |
118-18 |
|
| R2 |
121-21 |
121-21 |
118-07 |
|
| R1 |
119-19 |
119-19 |
117-28 |
120-20 |
| PP |
117-29 |
117-29 |
117-29 |
118-14 |
| S1 |
115-27 |
115-27 |
117-06 |
116-28 |
| S2 |
114-05 |
114-05 |
116-27 |
|
| S3 |
110-13 |
112-03 |
116-16 |
|
| S4 |
106-21 |
108-11 |
115-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-31 |
116-07 |
3-24 |
3.2% |
1-16 |
1.3% |
35% |
True |
False |
444,445 |
| 10 |
119-31 |
114-13 |
5-18 |
4.7% |
1-11 |
1.1% |
56% |
True |
False |
543,588 |
| 20 |
119-31 |
114-13 |
5-18 |
4.7% |
1-05 |
1.0% |
56% |
True |
False |
318,305 |
| 40 |
119-31 |
112-29 |
7-02 |
6.0% |
1-04 |
1.0% |
65% |
True |
False |
159,512 |
| 60 |
120-19 |
112-29 |
7-22 |
6.5% |
1-04 |
1.0% |
60% |
False |
False |
106,386 |
| 80 |
122-07 |
112-29 |
9-10 |
7.9% |
1-01 |
0.9% |
50% |
False |
False |
79,795 |
| 100 |
124-06 |
112-29 |
11-09 |
9.6% |
0-28 |
0.7% |
41% |
False |
False |
63,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-04 |
|
2.618 |
126-27 |
|
1.618 |
124-07 |
|
1.000 |
122-19 |
|
0.618 |
121-19 |
|
HIGH |
119-31 |
|
0.618 |
118-31 |
|
0.500 |
118-21 |
|
0.382 |
118-11 |
|
LOW |
117-11 |
|
0.618 |
115-23 |
|
1.000 |
114-23 |
|
1.618 |
113-03 |
|
2.618 |
110-15 |
|
4.250 |
106-06 |
|
|
| Fisher Pivots for day following 07-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-21 |
118-21 |
| PP |
118-09 |
118-09 |
| S1 |
117-29 |
117-29 |
|