ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 13-Jun-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2024 |
13-Jun-2024 |
Change |
Change % |
Previous Week |
| Open |
117-21 |
118-25 |
1-04 |
1.0% |
116-08 |
| High |
119-21 |
120-04 |
0-15 |
0.4% |
119-31 |
| Low |
117-18 |
118-19 |
1-01 |
0.9% |
116-07 |
| Close |
119-05 |
119-27 |
0-22 |
0.6% |
117-17 |
| Range |
2-03 |
1-17 |
-0-18 |
-26.9% |
3-24 |
| ATR |
1-08 |
1-09 |
0-01 |
1.6% |
0-00 |
| Volume |
624,838 |
555,012 |
-69,826 |
-11.2% |
2,222,225 |
|
| Daily Pivots for day following 13-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-04 |
123-16 |
120-22 |
|
| R3 |
122-19 |
121-31 |
120-08 |
|
| R2 |
121-02 |
121-02 |
120-04 |
|
| R1 |
120-14 |
120-14 |
119-31 |
120-24 |
| PP |
119-17 |
119-17 |
119-17 |
119-22 |
| S1 |
118-29 |
118-29 |
119-23 |
119-07 |
| S2 |
118-00 |
118-00 |
119-18 |
|
| S3 |
116-15 |
117-12 |
119-14 |
|
| S4 |
114-30 |
115-27 |
119-00 |
|
|
| Weekly Pivots for week ending 07-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-05 |
127-03 |
119-19 |
|
| R3 |
125-13 |
123-11 |
118-18 |
|
| R2 |
121-21 |
121-21 |
118-07 |
|
| R1 |
119-19 |
119-19 |
117-28 |
120-20 |
| PP |
117-29 |
117-29 |
117-29 |
118-14 |
| S1 |
115-27 |
115-27 |
117-06 |
116-28 |
| S2 |
114-05 |
114-05 |
116-27 |
|
| S3 |
110-13 |
112-03 |
116-16 |
|
| S4 |
106-21 |
108-11 |
115-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-04 |
116-23 |
3-13 |
2.8% |
1-19 |
1.3% |
92% |
True |
False |
480,651 |
| 10 |
120-04 |
115-10 |
4-26 |
4.0% |
1-13 |
1.2% |
94% |
True |
False |
478,549 |
| 20 |
120-04 |
114-13 |
5-23 |
4.8% |
1-06 |
1.0% |
95% |
True |
False |
411,825 |
| 40 |
120-04 |
112-29 |
7-07 |
6.0% |
1-04 |
0.9% |
96% |
True |
False |
207,541 |
| 60 |
120-19 |
112-29 |
7-22 |
6.4% |
1-05 |
1.0% |
90% |
False |
False |
138,420 |
| 80 |
122-07 |
112-29 |
9-10 |
7.8% |
1-03 |
0.9% |
74% |
False |
False |
103,821 |
| 100 |
124-06 |
112-29 |
11-09 |
9.4% |
0-29 |
0.8% |
61% |
False |
False |
83,057 |
| 120 |
126-03 |
112-29 |
13-06 |
11.0% |
0-24 |
0.6% |
53% |
False |
False |
69,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-20 |
|
2.618 |
124-04 |
|
1.618 |
122-19 |
|
1.000 |
121-21 |
|
0.618 |
121-02 |
|
HIGH |
120-04 |
|
0.618 |
119-17 |
|
0.500 |
119-12 |
|
0.382 |
119-06 |
|
LOW |
118-19 |
|
0.618 |
117-21 |
|
1.000 |
117-02 |
|
1.618 |
116-04 |
|
2.618 |
114-19 |
|
4.250 |
112-03 |
|
|
| Fisher Pivots for day following 13-Jun-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-22 |
119-12 |
| PP |
119-17 |
118-30 |
| S1 |
119-12 |
118-16 |
|