ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 21-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2024 |
21-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
120-12 |
119-21 |
-0-23 |
-0.6% |
120-08 |
| High |
120-18 |
120-11 |
-0-07 |
-0.2% |
120-18 |
| Low |
119-08 |
119-15 |
0-07 |
0.2% |
119-07 |
| Close |
119-26 |
119-25 |
-0-01 |
0.0% |
119-25 |
| Range |
1-10 |
0-28 |
-0-14 |
-33.3% |
1-11 |
| ATR |
1-09 |
1-08 |
-0-01 |
-2.2% |
0-00 |
| Volume |
478,763 |
344,715 |
-134,048 |
-28.0% |
1,840,449 |
|
| Daily Pivots for day following 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-16 |
122-00 |
120-08 |
|
| R3 |
121-20 |
121-04 |
120-01 |
|
| R2 |
120-24 |
120-24 |
119-30 |
|
| R1 |
120-08 |
120-08 |
119-28 |
120-16 |
| PP |
119-28 |
119-28 |
119-28 |
120-00 |
| S1 |
119-12 |
119-12 |
119-22 |
119-20 |
| S2 |
119-00 |
119-00 |
119-20 |
|
| S3 |
118-04 |
118-16 |
119-17 |
|
| S4 |
117-08 |
117-20 |
119-10 |
|
|
| Weekly Pivots for week ending 21-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-28 |
123-06 |
120-17 |
|
| R3 |
122-17 |
121-27 |
120-05 |
|
| R2 |
121-06 |
121-06 |
120-01 |
|
| R1 |
120-16 |
120-16 |
119-29 |
120-06 |
| PP |
119-27 |
119-27 |
119-27 |
119-22 |
| S1 |
119-05 |
119-05 |
119-21 |
118-26 |
| S2 |
118-16 |
118-16 |
119-17 |
|
| S3 |
117-05 |
117-26 |
119-13 |
|
| S4 |
115-26 |
116-15 |
119-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-24 |
119-07 |
1-17 |
1.3% |
1-05 |
1.0% |
37% |
False |
False |
491,135 |
| 10 |
120-24 |
116-23 |
4-01 |
3.4% |
1-12 |
1.2% |
76% |
False |
False |
485,893 |
| 20 |
120-24 |
114-13 |
6-11 |
5.3% |
1-09 |
1.1% |
85% |
False |
False |
518,034 |
| 40 |
120-24 |
112-29 |
7-27 |
6.5% |
1-04 |
1.0% |
88% |
False |
False |
268,904 |
| 60 |
120-24 |
112-29 |
7-27 |
6.5% |
1-06 |
1.0% |
88% |
False |
False |
179,345 |
| 80 |
122-07 |
112-29 |
9-10 |
7.8% |
1-04 |
0.9% |
74% |
False |
False |
134,515 |
| 100 |
124-06 |
112-29 |
11-09 |
9.4% |
0-31 |
0.8% |
61% |
False |
False |
107,613 |
| 120 |
125-06 |
112-29 |
12-09 |
10.3% |
0-26 |
0.7% |
56% |
False |
False |
89,678 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-02 |
|
2.618 |
122-20 |
|
1.618 |
121-24 |
|
1.000 |
121-07 |
|
0.618 |
120-28 |
|
HIGH |
120-11 |
|
0.618 |
120-00 |
|
0.500 |
119-29 |
|
0.382 |
119-26 |
|
LOW |
119-15 |
|
0.618 |
118-30 |
|
1.000 |
118-19 |
|
1.618 |
118-02 |
|
2.618 |
117-06 |
|
4.250 |
115-24 |
|
|
| Fisher Pivots for day following 21-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-29 |
119-29 |
| PP |
119-28 |
119-28 |
| S1 |
119-26 |
119-26 |
|