ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 12-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2024 |
12-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
116-27 |
117-21 |
0-26 |
0.7% |
116-08 |
| High |
117-26 |
119-21 |
1-27 |
1.6% |
119-31 |
| Low |
116-27 |
117-18 |
0-23 |
0.6% |
116-07 |
| Close |
117-23 |
119-05 |
1-14 |
1.2% |
117-17 |
| Range |
0-31 |
2-03 |
1-04 |
116.1% |
3-24 |
| ATR |
1-06 |
1-08 |
0-02 |
5.5% |
0-00 |
| Volume |
410,510 |
624,838 |
214,328 |
52.2% |
2,222,225 |
|
| Daily Pivots for day following 12-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-02 |
124-07 |
120-10 |
|
| R3 |
122-31 |
122-04 |
119-23 |
|
| R2 |
120-28 |
120-28 |
119-17 |
|
| R1 |
120-01 |
120-01 |
119-11 |
120-14 |
| PP |
118-25 |
118-25 |
118-25 |
119-00 |
| S1 |
117-30 |
117-30 |
118-31 |
118-12 |
| S2 |
116-22 |
116-22 |
118-25 |
|
| S3 |
114-19 |
115-27 |
118-19 |
|
| S4 |
112-16 |
113-24 |
118-00 |
|
|
| 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 |
2.7% |
1-14 |
1.2% |
75% |
False |
False |
445,180 |
| 10 |
119-31 |
114-19 |
5-12 |
4.5% |
1-11 |
1.1% |
85% |
False |
False |
461,815 |
| 20 |
119-31 |
114-13 |
5-18 |
4.7% |
1-06 |
1.0% |
85% |
False |
False |
385,463 |
| 40 |
119-31 |
112-29 |
7-02 |
5.9% |
1-04 |
0.9% |
88% |
False |
False |
193,667 |
| 60 |
120-19 |
112-29 |
7-22 |
6.5% |
1-04 |
1.0% |
81% |
False |
False |
129,170 |
| 80 |
122-07 |
112-29 |
9-10 |
7.8% |
1-02 |
0.9% |
67% |
False |
False |
96,883 |
| 100 |
124-06 |
112-29 |
11-09 |
9.5% |
0-29 |
0.8% |
55% |
False |
False |
77,507 |
| 120 |
126-03 |
112-29 |
13-06 |
11.1% |
0-24 |
0.6% |
47% |
False |
False |
64,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-18 |
|
2.618 |
125-04 |
|
1.618 |
123-01 |
|
1.000 |
121-24 |
|
0.618 |
120-30 |
|
HIGH |
119-21 |
|
0.618 |
118-27 |
|
0.500 |
118-20 |
|
0.382 |
118-12 |
|
LOW |
117-18 |
|
0.618 |
116-09 |
|
1.000 |
115-15 |
|
1.618 |
114-06 |
|
2.618 |
112-03 |
|
4.250 |
108-21 |
|
|
| Fisher Pivots for day following 12-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-31 |
118-27 |
| PP |
118-25 |
118-16 |
| S1 |
118-20 |
118-06 |
|