ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 28-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2024 |
28-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
118-24 |
119-10 |
0-18 |
0.5% |
119-23 |
| High |
119-15 |
119-20 |
0-05 |
0.1% |
120-20 |
| Low |
118-13 |
117-14 |
-0-31 |
-0.8% |
117-14 |
| Close |
119-10 |
118-10 |
-1-00 |
-0.8% |
118-10 |
| Range |
1-02 |
2-06 |
1-04 |
105.9% |
3-06 |
| ATR |
1-06 |
1-08 |
0-02 |
6.0% |
0-00 |
| Volume |
435,015 |
797,426 |
362,411 |
83.3% |
2,360,540 |
|
| Daily Pivots for day following 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-01 |
123-27 |
119-16 |
|
| R3 |
122-27 |
121-21 |
118-29 |
|
| R2 |
120-21 |
120-21 |
118-23 |
|
| R1 |
119-15 |
119-15 |
118-16 |
118-31 |
| PP |
118-15 |
118-15 |
118-15 |
118-06 |
| S1 |
117-09 |
117-09 |
118-04 |
116-25 |
| S2 |
116-09 |
116-09 |
117-29 |
|
| S3 |
114-03 |
115-03 |
117-23 |
|
| S4 |
111-29 |
112-29 |
117-04 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-11 |
126-17 |
120-02 |
|
| R3 |
125-05 |
123-11 |
119-06 |
|
| R2 |
121-31 |
121-31 |
118-29 |
|
| R1 |
120-05 |
120-05 |
118-19 |
119-15 |
| PP |
118-25 |
118-25 |
118-25 |
118-14 |
| S1 |
116-31 |
116-31 |
118-01 |
116-09 |
| S2 |
115-19 |
115-19 |
117-23 |
|
| S3 |
112-13 |
113-25 |
117-14 |
|
| S4 |
109-07 |
110-19 |
116-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-20 |
117-14 |
3-06 |
2.7% |
1-08 |
1.1% |
27% |
False |
True |
472,108 |
| 10 |
120-24 |
117-14 |
3-10 |
2.8% |
1-07 |
1.0% |
26% |
False |
True |
481,621 |
| 20 |
120-24 |
115-10 |
5-14 |
4.6% |
1-10 |
1.1% |
55% |
False |
False |
480,085 |
| 40 |
120-24 |
114-04 |
6-20 |
5.6% |
1-05 |
1.0% |
63% |
False |
False |
327,858 |
| 60 |
120-24 |
112-29 |
7-27 |
6.6% |
1-06 |
1.0% |
69% |
False |
False |
218,680 |
| 80 |
122-07 |
112-29 |
9-10 |
7.9% |
1-04 |
0.9% |
58% |
False |
False |
164,019 |
| 100 |
122-07 |
112-29 |
9-10 |
7.9% |
1-01 |
0.9% |
58% |
False |
False |
131,219 |
| 120 |
124-06 |
112-29 |
11-09 |
9.5% |
0-28 |
0.7% |
48% |
False |
False |
109,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-30 |
|
2.618 |
125-11 |
|
1.618 |
123-05 |
|
1.000 |
121-26 |
|
0.618 |
120-31 |
|
HIGH |
119-20 |
|
0.618 |
118-25 |
|
0.500 |
118-17 |
|
0.382 |
118-09 |
|
LOW |
117-14 |
|
0.618 |
116-03 |
|
1.000 |
115-08 |
|
1.618 |
113-29 |
|
2.618 |
111-23 |
|
4.250 |
108-04 |
|
|
| Fisher Pivots for day following 28-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-17 |
118-24 |
| PP |
118-15 |
118-20 |
| S1 |
118-12 |
118-15 |
|