ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 26-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2024 |
26-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
120-06 |
120-03 |
-0-03 |
-0.1% |
120-08 |
| High |
120-20 |
120-03 |
-0-17 |
-0.4% |
120-18 |
| Low |
119-27 |
118-22 |
-1-05 |
-1.0% |
119-07 |
| Close |
120-05 |
118-30 |
-1-07 |
-1.0% |
119-25 |
| Range |
0-25 |
1-13 |
0-20 |
80.0% |
1-11 |
| ATR |
1-06 |
1-06 |
0-01 |
1.8% |
0-00 |
| Volume |
375,761 |
421,020 |
45,259 |
12.0% |
1,840,449 |
|
| Daily Pivots for day following 26-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-15 |
122-19 |
119-23 |
|
| R3 |
122-02 |
121-06 |
119-10 |
|
| R2 |
120-21 |
120-21 |
119-06 |
|
| R1 |
119-25 |
119-25 |
119-02 |
119-16 |
| PP |
119-08 |
119-08 |
119-08 |
119-03 |
| S1 |
118-12 |
118-12 |
118-26 |
118-04 |
| S2 |
117-27 |
117-27 |
118-22 |
|
| S3 |
116-14 |
116-31 |
118-18 |
|
| S4 |
115-01 |
115-18 |
118-05 |
|
|
| 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 |
118-22 |
1-30 |
1.6% |
1-01 |
0.9% |
13% |
False |
True |
390,315 |
| 10 |
120-24 |
117-18 |
3-06 |
2.7% |
1-08 |
1.0% |
43% |
False |
False |
476,362 |
| 20 |
120-24 |
114-13 |
6-11 |
5.3% |
1-09 |
1.1% |
71% |
False |
False |
474,353 |
| 40 |
120-24 |
113-25 |
6-31 |
5.9% |
1-05 |
1.0% |
74% |
False |
False |
297,083 |
| 60 |
120-24 |
112-29 |
7-27 |
6.6% |
1-06 |
1.0% |
77% |
False |
False |
198,144 |
| 80 |
122-07 |
112-29 |
9-10 |
7.8% |
1-03 |
0.9% |
65% |
False |
False |
148,615 |
| 100 |
122-07 |
112-29 |
9-10 |
7.8% |
1-00 |
0.8% |
65% |
False |
False |
118,894 |
| 120 |
124-06 |
112-29 |
11-09 |
9.5% |
0-27 |
0.7% |
53% |
False |
False |
99,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-02 |
|
2.618 |
123-25 |
|
1.618 |
122-12 |
|
1.000 |
121-16 |
|
0.618 |
120-31 |
|
HIGH |
120-03 |
|
0.618 |
119-18 |
|
0.500 |
119-12 |
|
0.382 |
119-07 |
|
LOW |
118-22 |
|
0.618 |
117-26 |
|
1.000 |
117-09 |
|
1.618 |
116-13 |
|
2.618 |
115-00 |
|
4.250 |
112-23 |
|
|
| Fisher Pivots for day following 26-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-12 |
119-21 |
| PP |
119-08 |
119-13 |
| S1 |
119-03 |
119-06 |
|