ECBOT 30 Year Treasury Bond Future June 2024
Trading Metrics calculated at close of trading on 13-May-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
Open |
116-21 |
116-04 |
-0-17 |
-0.5% |
115-26 |
High |
116-29 |
116-22 |
-0-07 |
-0.2% |
117-07 |
Low |
115-30 |
116-04 |
0-06 |
0.2% |
115-23 |
Close |
116-02 |
116-12 |
0-10 |
0.3% |
116-02 |
Range |
0-31 |
0-18 |
-0-13 |
-41.9% |
1-16 |
ATR |
1-06 |
1-05 |
-0-01 |
-3.4% |
0-00 |
Volume |
313,320 |
290,881 |
-22,439 |
-7.2% |
1,951,579 |
|
Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
118-03 |
117-25 |
116-22 |
|
R3 |
117-17 |
117-07 |
116-17 |
|
R2 |
116-31 |
116-31 |
116-15 |
|
R1 |
116-21 |
116-21 |
116-14 |
116-26 |
PP |
116-13 |
116-13 |
116-13 |
116-15 |
S1 |
116-03 |
116-03 |
116-10 |
116-08 |
S2 |
115-27 |
115-27 |
116-09 |
|
S3 |
115-09 |
115-17 |
116-07 |
|
S4 |
114-23 |
114-31 |
116-02 |
|
|
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 |
117-07 |
115-24 |
1-15 |
1.3% |
0-28 |
0.8% |
43% |
False |
False |
392,747 |
10 |
117-07 |
113-22 |
3-17 |
3.0% |
1-02 |
0.9% |
76% |
False |
False |
416,542 |
20 |
117-07 |
112-27 |
4-12 |
3.8% |
1-04 |
1.0% |
81% |
False |
False |
428,938 |
40 |
120-20 |
112-27 |
7-25 |
6.7% |
1-07 |
1.0% |
45% |
False |
False |
438,616 |
60 |
122-13 |
112-27 |
9-18 |
8.2% |
1-07 |
1.0% |
37% |
False |
False |
431,060 |
80 |
124-24 |
112-27 |
11-29 |
10.2% |
1-08 |
1.1% |
30% |
False |
False |
323,730 |
100 |
126-00 |
112-27 |
13-05 |
11.3% |
1-07 |
1.0% |
27% |
False |
False |
259,017 |
120 |
126-00 |
112-27 |
13-05 |
11.3% |
1-06 |
1.0% |
27% |
False |
False |
215,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-02 |
2.618 |
118-05 |
1.618 |
117-19 |
1.000 |
117-08 |
0.618 |
117-01 |
HIGH |
116-22 |
0.618 |
116-15 |
0.500 |
116-13 |
0.382 |
116-11 |
LOW |
116-04 |
0.618 |
115-25 |
1.000 |
115-18 |
1.618 |
115-07 |
2.618 |
114-21 |
4.250 |
113-24 |
|
|
Fisher Pivots for day following 13-May-2024 |
Pivot |
1 day |
3 day |
R1 |
116-13 |
116-12 |
PP |
116-13 |
116-11 |
S1 |
116-12 |
116-10 |
|