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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 95 trading days
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

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

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