ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
116-28 |
118-07 |
1-11 |
1.1% |
115-26 |
| High |
118-08 |
118-23 |
0-15 |
0.4% |
117-07 |
| Low |
116-24 |
117-25 |
1-01 |
0.9% |
115-23 |
| Close |
118-02 |
117-29 |
-0-05 |
-0.1% |
116-02 |
| Range |
1-16 |
0-30 |
-0-18 |
-37.5% |
1-16 |
| ATR |
1-06 |
1-05 |
-0-01 |
-1.5% |
0-00 |
| Volume |
541,507 |
401,678 |
-139,829 |
-25.8% |
1,951,579 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-30 |
120-12 |
118-14 |
|
| R3 |
120-00 |
119-14 |
118-05 |
|
| R2 |
119-02 |
119-02 |
118-02 |
|
| R1 |
118-16 |
118-16 |
118-00 |
118-10 |
| PP |
118-04 |
118-04 |
118-04 |
118-02 |
| S1 |
117-18 |
117-18 |
117-26 |
117-12 |
| S2 |
117-06 |
117-06 |
117-24 |
|
| S3 |
116-08 |
116-20 |
117-21 |
|
| S4 |
115-10 |
115-22 |
117-12 |
|
|
| 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 |
118-23 |
115-21 |
3-02 |
2.6% |
1-01 |
0.9% |
73% |
True |
False |
385,599 |
| 10 |
118-23 |
114-25 |
3-30 |
3.3% |
1-02 |
0.9% |
79% |
True |
False |
409,823 |
| 20 |
118-23 |
112-27 |
5-28 |
5.0% |
1-04 |
0.9% |
86% |
True |
False |
417,202 |
| 40 |
120-20 |
112-27 |
7-25 |
6.6% |
1-07 |
1.0% |
65% |
False |
False |
443,192 |
| 60 |
122-13 |
112-27 |
9-18 |
8.1% |
1-07 |
1.0% |
53% |
False |
False |
450,412 |
| 80 |
124-24 |
112-27 |
11-29 |
10.1% |
1-08 |
1.1% |
43% |
False |
False |
340,266 |
| 100 |
126-00 |
112-27 |
13-05 |
11.2% |
1-07 |
1.0% |
38% |
False |
False |
272,252 |
| 120 |
126-00 |
112-27 |
13-05 |
11.2% |
1-07 |
1.0% |
38% |
False |
False |
226,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-22 |
|
2.618 |
121-06 |
|
1.618 |
120-08 |
|
1.000 |
119-21 |
|
0.618 |
119-10 |
|
HIGH |
118-23 |
|
0.618 |
118-12 |
|
0.500 |
118-08 |
|
0.382 |
118-04 |
|
LOW |
117-25 |
|
0.618 |
117-06 |
|
1.000 |
116-27 |
|
1.618 |
116-08 |
|
2.618 |
115-10 |
|
4.250 |
113-26 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-08 |
117-21 |
| PP |
118-04 |
117-14 |
| S1 |
118-01 |
117-06 |
|