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 |
|
|
|
| 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 |
|