ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 03-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2024 |
03-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
115-15 |
116-06 |
0-23 |
0.6% |
116-31 |
| High |
116-11 |
117-20 |
1-09 |
1.1% |
117-05 |
| Low |
115-07 |
116-06 |
0-31 |
0.8% |
114-11 |
| Close |
115-30 |
117-15 |
1-17 |
1.3% |
115-30 |
| Range |
1-04 |
1-14 |
0-10 |
27.8% |
2-26 |
| ATR |
1-03 |
1-05 |
0-01 |
3.8% |
0-00 |
| Volume |
17,156 |
4,169 |
-12,987 |
-75.7% |
1,975,105 |
|
| Daily Pivots for day following 03-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-13 |
120-28 |
118-08 |
|
| R3 |
119-31 |
119-14 |
117-28 |
|
| R2 |
118-17 |
118-17 |
117-23 |
|
| R1 |
118-00 |
118-00 |
117-19 |
118-08 |
| PP |
117-03 |
117-03 |
117-03 |
117-07 |
| S1 |
116-18 |
116-18 |
117-11 |
116-26 |
| S2 |
115-21 |
115-21 |
117-07 |
|
| S3 |
114-07 |
115-04 |
117-02 |
|
| S4 |
112-25 |
113-22 |
116-22 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-08 |
122-29 |
117-16 |
|
| R3 |
121-14 |
120-03 |
116-23 |
|
| R2 |
118-20 |
118-20 |
116-14 |
|
| R1 |
117-09 |
117-09 |
116-06 |
116-18 |
| PP |
115-26 |
115-26 |
115-26 |
115-14 |
| S1 |
114-15 |
114-15 |
115-22 |
113-24 |
| S2 |
113-00 |
113-00 |
115-14 |
|
| S3 |
110-06 |
111-21 |
115-05 |
|
| S4 |
107-12 |
108-27 |
114-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-20 |
114-11 |
3-09 |
2.8% |
1-11 |
1.1% |
95% |
True |
False |
395,854 |
| 10 |
117-21 |
114-11 |
3-10 |
2.8% |
1-02 |
0.9% |
94% |
False |
False |
475,318 |
| 20 |
118-23 |
114-11 |
4-12 |
3.7% |
1-00 |
0.9% |
71% |
False |
False |
429,808 |
| 40 |
118-23 |
112-27 |
5-28 |
5.0% |
1-06 |
1.0% |
79% |
False |
False |
455,685 |
| 60 |
122-09 |
112-27 |
9-14 |
8.0% |
1-06 |
1.0% |
49% |
False |
False |
437,479 |
| 80 |
122-13 |
112-27 |
9-18 |
8.1% |
1-06 |
1.0% |
48% |
False |
False |
402,973 |
| 100 |
124-24 |
112-27 |
11-29 |
10.1% |
1-07 |
1.0% |
39% |
False |
False |
322,543 |
| 120 |
126-00 |
112-27 |
13-05 |
11.2% |
1-07 |
1.0% |
35% |
False |
False |
268,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-24 |
|
2.618 |
121-12 |
|
1.618 |
119-30 |
|
1.000 |
119-02 |
|
0.618 |
118-16 |
|
HIGH |
117-20 |
|
0.618 |
117-02 |
|
0.500 |
116-29 |
|
0.382 |
116-24 |
|
LOW |
116-06 |
|
0.618 |
115-10 |
|
1.000 |
114-24 |
|
1.618 |
113-28 |
|
2.618 |
112-14 |
|
4.250 |
110-02 |
|
|
| Fisher Pivots for day following 03-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-09 |
117-00 |
| PP |
117-03 |
116-17 |
| S1 |
116-29 |
116-02 |
|