ECBOT 30 Year Treasury Bond Future September 2024
Trading Metrics calculated at close of trading on 27-Jun-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2024 |
27-Jun-2024 |
Change |
Change % |
Previous Week |
Open |
120-03 |
118-24 |
-1-11 |
-1.1% |
120-08 |
High |
120-03 |
119-15 |
-0-20 |
-0.5% |
120-18 |
Low |
118-22 |
118-13 |
-0-09 |
-0.2% |
119-07 |
Close |
118-30 |
119-10 |
0-12 |
0.3% |
119-25 |
Range |
1-13 |
1-02 |
-0-11 |
-24.4% |
1-11 |
ATR |
1-06 |
1-06 |
0-00 |
-0.8% |
0-00 |
Volume |
421,020 |
435,015 |
13,995 |
3.3% |
1,840,449 |
|
Daily Pivots for day following 27-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-08 |
121-27 |
119-29 |
|
R3 |
121-06 |
120-25 |
119-19 |
|
R2 |
120-04 |
120-04 |
119-16 |
|
R1 |
119-23 |
119-23 |
119-13 |
119-30 |
PP |
119-02 |
119-02 |
119-02 |
119-05 |
S1 |
118-21 |
118-21 |
119-07 |
118-28 |
S2 |
118-00 |
118-00 |
119-04 |
|
S3 |
116-30 |
117-19 |
119-01 |
|
S4 |
115-28 |
116-17 |
118-23 |
|
|
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 |
118-13 |
2-07 |
1.9% |
1-00 |
0.8% |
41% |
False |
True |
381,565 |
10 |
120-24 |
118-13 |
2-11 |
2.0% |
1-05 |
1.0% |
39% |
False |
True |
457,380 |
20 |
120-24 |
114-19 |
6-05 |
5.2% |
1-08 |
1.0% |
77% |
False |
False |
459,598 |
40 |
120-24 |
113-25 |
6-31 |
5.8% |
1-05 |
1.0% |
79% |
False |
False |
307,933 |
60 |
120-24 |
112-29 |
7-27 |
6.6% |
1-05 |
1.0% |
82% |
False |
False |
205,391 |
80 |
122-07 |
112-29 |
9-10 |
7.8% |
1-04 |
0.9% |
69% |
False |
False |
154,052 |
100 |
122-07 |
112-29 |
9-10 |
7.8% |
1-00 |
0.8% |
69% |
False |
False |
123,245 |
120 |
124-06 |
112-29 |
11-09 |
9.5% |
0-27 |
0.7% |
57% |
False |
False |
102,704 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-00 |
2.618 |
122-08 |
1.618 |
121-06 |
1.000 |
120-17 |
0.618 |
120-04 |
HIGH |
119-15 |
0.618 |
119-02 |
0.500 |
118-30 |
0.382 |
118-26 |
LOW |
118-13 |
0.618 |
117-24 |
1.000 |
117-11 |
1.618 |
116-22 |
2.618 |
115-20 |
4.250 |
113-28 |
|
|
Fisher Pivots for day following 27-Jun-2024 |
Pivot |
1 day |
3 day |
R1 |
119-06 |
119-16 |
PP |
119-02 |
119-14 |
S1 |
118-30 |
119-12 |
|