ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 25-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2024 |
25-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
119-23 |
120-06 |
0-15 |
0.4% |
120-08 |
| High |
120-10 |
120-20 |
0-10 |
0.3% |
120-18 |
| Low |
119-16 |
119-27 |
0-11 |
0.3% |
119-07 |
| Close |
120-00 |
120-05 |
0-05 |
0.1% |
119-25 |
| Range |
0-26 |
0-25 |
-0-01 |
-3.8% |
1-11 |
| ATR |
1-07 |
1-06 |
-0-01 |
-2.5% |
0-00 |
| Volume |
331,318 |
375,761 |
44,443 |
13.4% |
1,840,449 |
|
| Daily Pivots for day following 25-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-18 |
122-04 |
120-19 |
|
| R3 |
121-25 |
121-11 |
120-12 |
|
| R2 |
121-00 |
121-00 |
120-10 |
|
| R1 |
120-18 |
120-18 |
120-07 |
120-12 |
| PP |
120-07 |
120-07 |
120-07 |
120-04 |
| S1 |
119-25 |
119-25 |
120-03 |
119-20 |
| S2 |
119-14 |
119-14 |
120-00 |
|
| S3 |
118-21 |
119-00 |
119-30 |
|
| S4 |
117-28 |
118-07 |
119-23 |
|
|
| 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 |
120-20 |
119-08 |
1-12 |
1.1% |
1-00 |
0.8% |
66% |
True |
False |
415,358 |
| 10 |
120-24 |
116-27 |
3-29 |
3.3% |
1-06 |
1.0% |
85% |
False |
False |
475,311 |
| 20 |
120-24 |
114-13 |
6-11 |
5.3% |
1-09 |
1.1% |
91% |
False |
False |
506,702 |
| 40 |
120-24 |
113-25 |
6-31 |
5.8% |
1-04 |
0.9% |
91% |
False |
False |
286,564 |
| 60 |
120-24 |
112-29 |
7-27 |
6.5% |
1-06 |
1.0% |
92% |
False |
False |
191,128 |
| 80 |
122-07 |
112-29 |
9-10 |
7.8% |
1-03 |
0.9% |
78% |
False |
False |
143,353 |
| 100 |
124-06 |
112-29 |
11-09 |
9.4% |
0-31 |
0.8% |
64% |
False |
False |
114,684 |
| 120 |
124-10 |
112-29 |
11-13 |
9.5% |
0-26 |
0.7% |
64% |
False |
False |
95,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-30 |
|
2.618 |
122-21 |
|
1.618 |
121-28 |
|
1.000 |
121-13 |
|
0.618 |
121-03 |
|
HIGH |
120-20 |
|
0.618 |
120-10 |
|
0.500 |
120-08 |
|
0.382 |
120-05 |
|
LOW |
119-27 |
|
0.618 |
119-12 |
|
1.000 |
119-02 |
|
1.618 |
118-19 |
|
2.618 |
117-26 |
|
4.250 |
116-17 |
|
|
| Fisher Pivots for day following 25-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-08 |
120-04 |
| PP |
120-07 |
120-03 |
| S1 |
120-06 |
120-02 |
|