ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 17-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2024 |
17-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
119-26 |
120-08 |
0-14 |
0.4% |
117-14 |
| High |
120-24 |
120-10 |
-0-14 |
-0.4% |
120-24 |
| Low |
119-14 |
119-07 |
-0-07 |
-0.2% |
116-23 |
| Close |
120-14 |
119-18 |
-0-28 |
-0.7% |
120-14 |
| Range |
1-10 |
1-03 |
-0-07 |
-16.7% |
4-01 |
| ATR |
1-09 |
1-09 |
0-00 |
-0.3% |
0-00 |
| Volume |
615,229 |
470,735 |
-144,494 |
-23.5% |
2,537,334 |
|
| Daily Pivots for day following 17-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-31 |
122-12 |
120-05 |
|
| R3 |
121-28 |
121-09 |
119-28 |
|
| R2 |
120-25 |
120-25 |
119-24 |
|
| R1 |
120-06 |
120-06 |
119-21 |
119-30 |
| PP |
119-22 |
119-22 |
119-22 |
119-18 |
| S1 |
119-03 |
119-03 |
119-15 |
118-27 |
| S2 |
118-19 |
118-19 |
119-12 |
|
| S3 |
117-16 |
118-00 |
119-08 |
|
| S4 |
116-13 |
116-29 |
118-31 |
|
|
| Weekly Pivots for week ending 14-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-13 |
129-30 |
122-21 |
|
| R3 |
127-12 |
125-29 |
121-17 |
|
| R2 |
123-11 |
123-11 |
121-06 |
|
| R1 |
121-28 |
121-28 |
120-26 |
122-20 |
| PP |
119-10 |
119-10 |
119-10 |
119-21 |
| S1 |
117-27 |
117-27 |
120-02 |
118-18 |
| S2 |
115-09 |
115-09 |
119-22 |
|
| S3 |
111-08 |
113-26 |
119-11 |
|
| S4 |
107-07 |
109-25 |
118-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-24 |
116-27 |
3-29 |
3.3% |
1-13 |
1.2% |
70% |
False |
False |
535,264 |
| 10 |
120-24 |
116-23 |
4-01 |
3.4% |
1-12 |
1.1% |
71% |
False |
False |
476,616 |
| 20 |
120-24 |
114-13 |
6-11 |
5.3% |
1-08 |
1.0% |
81% |
False |
False |
465,147 |
| 40 |
120-24 |
112-29 |
7-27 |
6.6% |
1-04 |
0.9% |
85% |
False |
False |
234,684 |
| 60 |
120-24 |
112-29 |
7-27 |
6.6% |
1-05 |
1.0% |
85% |
False |
False |
156,519 |
| 80 |
122-07 |
112-29 |
9-10 |
7.8% |
1-03 |
0.9% |
71% |
False |
False |
117,395 |
| 100 |
124-06 |
112-29 |
11-09 |
9.4% |
0-30 |
0.8% |
59% |
False |
False |
93,916 |
| 120 |
126-03 |
112-29 |
13-06 |
11.0% |
0-25 |
0.7% |
50% |
False |
False |
78,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-31 |
|
2.618 |
123-06 |
|
1.618 |
122-03 |
|
1.000 |
121-13 |
|
0.618 |
121-00 |
|
HIGH |
120-10 |
|
0.618 |
119-29 |
|
0.500 |
119-24 |
|
0.382 |
119-20 |
|
LOW |
119-07 |
|
0.618 |
118-17 |
|
1.000 |
118-04 |
|
1.618 |
117-14 |
|
2.618 |
116-11 |
|
4.250 |
114-18 |
|
|
| Fisher Pivots for day following 17-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-24 |
119-22 |
| PP |
119-22 |
119-20 |
| S1 |
119-20 |
119-19 |
|