ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 10-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2024 |
10-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
119-10 |
117-14 |
-1-28 |
-1.6% |
116-08 |
| High |
119-31 |
117-15 |
-2-16 |
-2.1% |
119-31 |
| Low |
117-11 |
116-23 |
-0-20 |
-0.5% |
116-07 |
| Close |
117-17 |
116-29 |
-0-20 |
-0.5% |
117-17 |
| Range |
2-20 |
0-24 |
-1-28 |
-71.4% |
3-24 |
| ATR |
1-07 |
1-06 |
-0-01 |
-2.4% |
0-00 |
| Volume |
481,151 |
331,745 |
-149,406 |
-31.1% |
2,222,225 |
|
| Daily Pivots for day following 10-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-09 |
118-27 |
117-10 |
|
| R3 |
118-17 |
118-03 |
117-04 |
|
| R2 |
117-25 |
117-25 |
117-01 |
|
| R1 |
117-11 |
117-11 |
116-31 |
117-06 |
| PP |
117-01 |
117-01 |
117-01 |
116-30 |
| S1 |
116-19 |
116-19 |
116-27 |
116-14 |
| S2 |
116-09 |
116-09 |
116-25 |
|
| S3 |
115-17 |
115-27 |
116-22 |
|
| S4 |
114-25 |
115-03 |
116-16 |
|
|
| 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 |
116-23 |
3-08 |
2.8% |
1-10 |
1.1% |
6% |
False |
True |
417,967 |
| 10 |
119-31 |
114-13 |
5-18 |
4.8% |
1-11 |
1.2% |
45% |
False |
False |
538,093 |
| 20 |
119-31 |
114-13 |
5-18 |
4.8% |
1-04 |
1.0% |
45% |
False |
False |
334,689 |
| 40 |
119-31 |
112-29 |
7-02 |
6.0% |
1-04 |
1.0% |
57% |
False |
False |
167,803 |
| 60 |
120-19 |
112-29 |
7-22 |
6.6% |
1-03 |
0.9% |
52% |
False |
False |
111,915 |
| 80 |
122-07 |
112-29 |
9-10 |
8.0% |
1-01 |
0.9% |
43% |
False |
False |
83,941 |
| 100 |
124-06 |
112-29 |
11-09 |
9.6% |
0-28 |
0.7% |
35% |
False |
False |
67,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-21 |
|
2.618 |
119-14 |
|
1.618 |
118-22 |
|
1.000 |
118-07 |
|
0.618 |
117-30 |
|
HIGH |
117-15 |
|
0.618 |
117-06 |
|
0.500 |
117-03 |
|
0.382 |
117-00 |
|
LOW |
116-23 |
|
0.618 |
116-08 |
|
1.000 |
115-31 |
|
1.618 |
115-16 |
|
2.618 |
114-24 |
|
4.250 |
113-17 |
|
|
| Fisher Pivots for day following 10-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-03 |
118-11 |
| PP |
117-01 |
117-28 |
| S1 |
116-31 |
117-12 |
|