ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 18-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2024 |
18-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
120-08 |
119-16 |
-0-24 |
-0.6% |
117-14 |
| High |
120-10 |
120-17 |
0-07 |
0.2% |
120-24 |
| Low |
119-07 |
119-09 |
0-02 |
0.1% |
116-23 |
| Close |
119-18 |
120-14 |
0-28 |
0.7% |
120-14 |
| Range |
1-03 |
1-08 |
0-05 |
14.3% |
4-01 |
| ATR |
1-09 |
1-08 |
0-00 |
-0.1% |
0-00 |
| Volume |
470,735 |
546,236 |
75,501 |
16.0% |
2,537,334 |
|
| Daily Pivots for day following 18-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-27 |
123-12 |
121-04 |
|
| R3 |
122-19 |
122-04 |
120-25 |
|
| R2 |
121-11 |
121-11 |
120-21 |
|
| R1 |
120-28 |
120-28 |
120-18 |
121-04 |
| PP |
120-03 |
120-03 |
120-03 |
120-06 |
| S1 |
119-20 |
119-20 |
120-10 |
119-28 |
| S2 |
118-27 |
118-27 |
120-07 |
|
| S3 |
117-19 |
118-12 |
120-03 |
|
| S4 |
116-11 |
117-04 |
119-24 |
|
|
| 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 |
117-18 |
3-06 |
2.6% |
1-15 |
1.2% |
90% |
False |
False |
562,410 |
| 10 |
120-24 |
116-23 |
4-01 |
3.3% |
1-11 |
1.1% |
92% |
False |
False |
487,847 |
| 20 |
120-24 |
114-13 |
6-11 |
5.3% |
1-08 |
1.0% |
95% |
False |
False |
491,024 |
| 40 |
120-24 |
112-29 |
7-27 |
6.5% |
1-04 |
0.9% |
96% |
False |
False |
248,337 |
| 60 |
120-24 |
112-29 |
7-27 |
6.5% |
1-05 |
1.0% |
96% |
False |
False |
165,623 |
| 80 |
122-07 |
112-29 |
9-10 |
7.7% |
1-03 |
0.9% |
81% |
False |
False |
124,223 |
| 100 |
124-06 |
112-29 |
11-09 |
9.4% |
0-30 |
0.8% |
67% |
False |
False |
99,379 |
| 120 |
126-03 |
112-29 |
13-06 |
10.9% |
0-25 |
0.7% |
57% |
False |
False |
82,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-27 |
|
2.618 |
123-26 |
|
1.618 |
122-18 |
|
1.000 |
121-25 |
|
0.618 |
121-10 |
|
HIGH |
120-17 |
|
0.618 |
120-02 |
|
0.500 |
119-29 |
|
0.382 |
119-24 |
|
LOW |
119-09 |
|
0.618 |
118-16 |
|
1.000 |
118-01 |
|
1.618 |
117-08 |
|
2.618 |
116-00 |
|
4.250 |
113-31 |
|
|
| Fisher Pivots for day following 18-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-08 |
120-09 |
| PP |
120-03 |
120-04 |
| S1 |
119-29 |
120-00 |
|