ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 11-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2024 |
11-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
117-14 |
116-27 |
-0-19 |
-0.5% |
116-08 |
| High |
117-15 |
117-26 |
0-11 |
0.3% |
119-31 |
| Low |
116-23 |
116-27 |
0-04 |
0.1% |
116-07 |
| Close |
116-29 |
117-23 |
0-26 |
0.7% |
117-17 |
| Range |
0-24 |
0-31 |
0-07 |
29.2% |
3-24 |
| ATR |
1-06 |
1-06 |
-0-01 |
-1.4% |
0-00 |
| Volume |
331,745 |
410,510 |
78,765 |
23.7% |
2,222,225 |
|
| Daily Pivots for day following 11-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-12 |
120-00 |
118-08 |
|
| R3 |
119-13 |
119-01 |
118-00 |
|
| R2 |
118-14 |
118-14 |
117-29 |
|
| R1 |
118-02 |
118-02 |
117-26 |
118-08 |
| PP |
117-15 |
117-15 |
117-15 |
117-18 |
| S1 |
117-03 |
117-03 |
117-20 |
117-09 |
| S2 |
116-16 |
116-16 |
117-17 |
|
| S3 |
115-17 |
116-04 |
117-14 |
|
| S4 |
114-18 |
115-05 |
117-06 |
|
|
| 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% |
1-08 |
1.1% |
31% |
False |
False |
413,285 |
| 10 |
119-31 |
114-13 |
5-18 |
4.7% |
1-09 |
1.1% |
60% |
False |
False |
472,345 |
| 20 |
119-31 |
114-13 |
5-18 |
4.7% |
1-05 |
1.0% |
60% |
False |
False |
354,611 |
| 40 |
119-31 |
112-29 |
7-02 |
6.0% |
1-03 |
0.9% |
68% |
False |
False |
178,055 |
| 60 |
120-19 |
112-29 |
7-22 |
6.5% |
1-04 |
0.9% |
63% |
False |
False |
118,756 |
| 80 |
122-07 |
112-29 |
9-10 |
7.9% |
1-02 |
0.9% |
52% |
False |
False |
89,073 |
| 100 |
124-06 |
112-29 |
11-09 |
9.6% |
0-28 |
0.7% |
43% |
False |
False |
71,258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-30 |
|
2.618 |
120-11 |
|
1.618 |
119-12 |
|
1.000 |
118-25 |
|
0.618 |
118-13 |
|
HIGH |
117-26 |
|
0.618 |
117-14 |
|
0.500 |
117-10 |
|
0.382 |
117-07 |
|
LOW |
116-27 |
|
0.618 |
116-08 |
|
1.000 |
115-28 |
|
1.618 |
115-09 |
|
2.618 |
114-10 |
|
4.250 |
112-23 |
|
|
| Fisher Pivots for day following 11-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-19 |
118-11 |
| PP |
117-15 |
118-04 |
| S1 |
117-10 |
117-30 |
|