ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 20-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2024 |
20-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
119-16 |
120-12 |
0-28 |
0.7% |
117-14 |
| High |
120-17 |
120-18 |
0-01 |
0.0% |
120-24 |
| Low |
119-09 |
119-08 |
-0-01 |
0.0% |
116-23 |
| Close |
120-14 |
119-26 |
-0-20 |
-0.5% |
120-14 |
| Range |
1-08 |
1-10 |
0-02 |
5.0% |
4-01 |
| ATR |
1-08 |
1-09 |
0-00 |
0.3% |
0-00 |
| Volume |
546,236 |
478,763 |
-67,473 |
-12.4% |
2,537,334 |
|
| Daily Pivots for day following 20-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-26 |
123-04 |
120-17 |
|
| R3 |
122-16 |
121-26 |
120-06 |
|
| R2 |
121-06 |
121-06 |
120-02 |
|
| R1 |
120-16 |
120-16 |
119-30 |
120-06 |
| PP |
119-28 |
119-28 |
119-28 |
119-23 |
| S1 |
119-06 |
119-06 |
119-22 |
118-28 |
| S2 |
118-18 |
118-18 |
119-18 |
|
| S3 |
117-08 |
117-28 |
119-14 |
|
| S4 |
115-30 |
116-18 |
119-03 |
|
|
| 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 |
118-19 |
2-05 |
1.8% |
1-10 |
1.1% |
57% |
False |
False |
533,195 |
| 10 |
120-24 |
116-23 |
4-01 |
3.4% |
1-12 |
1.1% |
77% |
False |
False |
489,187 |
| 20 |
120-24 |
114-13 |
6-11 |
5.3% |
1-09 |
1.1% |
85% |
False |
False |
508,631 |
| 40 |
120-24 |
112-29 |
7-27 |
6.5% |
1-04 |
1.0% |
88% |
False |
False |
260,299 |
| 60 |
120-24 |
112-29 |
7-27 |
6.5% |
1-06 |
1.0% |
88% |
False |
False |
173,600 |
| 80 |
122-07 |
112-29 |
9-10 |
7.8% |
1-04 |
0.9% |
74% |
False |
False |
130,207 |
| 100 |
124-06 |
112-29 |
11-09 |
9.4% |
0-31 |
0.8% |
61% |
False |
False |
104,166 |
| 120 |
125-13 |
112-29 |
12-16 |
10.4% |
0-26 |
0.7% |
55% |
False |
False |
86,805 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-04 |
|
2.618 |
124-00 |
|
1.618 |
122-22 |
|
1.000 |
121-28 |
|
0.618 |
121-12 |
|
HIGH |
120-18 |
|
0.618 |
120-02 |
|
0.500 |
119-29 |
|
0.382 |
119-24 |
|
LOW |
119-08 |
|
0.618 |
118-14 |
|
1.000 |
117-30 |
|
1.618 |
117-04 |
|
2.618 |
115-26 |
|
4.250 |
113-22 |
|
|
| Fisher Pivots for day following 20-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-29 |
119-28 |
| PP |
119-28 |
119-28 |
| S1 |
119-27 |
119-27 |
|