ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 15-May-2024
Day Change Summary
Previous Current
14-May-2024 15-May-2024 Change Change % Previous Week
Open 116-09 116-28 0-19 0.5% 115-26
High 116-28 118-08 1-12 1.2% 117-07
Low 115-21 116-24 1-03 0.9% 115-23
Close 116-25 118-02 1-09 1.1% 116-02
Range 1-07 1-16 0-09 23.1% 1-16
ATR 1-05 1-06 0-01 2.1% 0-00
Volume 380,611 541,507 160,896 42.3% 1,951,579
Daily Pivots for day following 15-May-2024
Classic Woodie Camarilla DeMark
R4 122-06 121-20 118-28
R3 120-22 120-04 118-15
R2 119-06 119-06 118-11
R1 118-20 118-20 118-06 118-29
PP 117-22 117-22 117-22 117-26
S1 117-04 117-04 117-30 117-13
S2 116-06 116-06 117-25
S3 114-22 115-20 117-21
S4 113-06 114-04 117-08
Weekly Pivots for week ending 10-May-2024
Classic Woodie Camarilla DeMark
R4 120-27 119-30 116-28
R3 119-11 118-14 116-15
R2 117-27 117-27 116-11
R1 116-30 116-30 116-06 117-12
PP 116-11 116-11 116-11 116-18
S1 115-14 115-14 115-30 115-28
S2 114-27 114-27 115-25
S3 113-11 113-30 115-21
S4 111-27 112-14 115-08
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-08 115-21 2-19 2.2% 1-02 0.9% 93% True False 401,312
10 118-08 114-02 4-06 3.5% 1-02 0.9% 96% True False 414,486
20 118-08 112-27 5-13 4.6% 1-04 1.0% 97% True False 417,205
40 120-20 112-27 7-25 6.6% 1-08 1.1% 67% False False 443,617
60 122-13 112-27 9-18 8.1% 1-07 1.0% 55% False False 445,717
80 124-24 112-27 11-29 10.1% 1-08 1.1% 44% False False 335,247
100 126-00 112-27 13-05 11.1% 1-07 1.0% 40% False False 268,235
120 126-00 112-27 13-05 11.1% 1-07 1.0% 40% False False 223,536
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 124-20
2.618 122-06
1.618 120-22
1.000 119-24
0.618 119-06
HIGH 118-08
0.618 117-22
0.500 117-16
0.382 117-10
LOW 116-24
0.618 115-26
1.000 115-08
1.618 114-10
2.618 112-26
4.250 110-12
Fisher Pivots for day following 15-May-2024
Pivot 1 day 3 day
R1 117-28 117-22
PP 117-22 117-10
S1 117-16 116-30

These figures are updated between 7pm and 10pm EST after a trading day.

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