ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 21-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2024 |
21-May-2024 |
Change |
Change % |
Previous Week |
| Open |
117-09 |
116-31 |
-0-10 |
-0.3% |
116-04 |
| High |
117-16 |
117-19 |
0-03 |
0.1% |
118-23 |
| Low |
116-25 |
116-27 |
0-02 |
0.1% |
115-21 |
| Close |
117-02 |
117-11 |
0-09 |
0.2% |
117-10 |
| Range |
0-23 |
0-24 |
0-01 |
4.3% |
3-02 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.3% |
0-00 |
| Volume |
306,571 |
362,333 |
55,762 |
18.2% |
1,891,415 |
|
| Daily Pivots for day following 21-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-16 |
119-06 |
117-24 |
|
| R3 |
118-24 |
118-14 |
117-18 |
|
| R2 |
118-00 |
118-00 |
117-15 |
|
| R1 |
117-22 |
117-22 |
117-13 |
117-27 |
| PP |
117-08 |
117-08 |
117-08 |
117-11 |
| S1 |
116-30 |
116-30 |
117-09 |
117-03 |
| S2 |
116-16 |
116-16 |
117-07 |
|
| S3 |
115-24 |
116-06 |
117-04 |
|
| S4 |
115-00 |
115-14 |
116-30 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-13 |
124-30 |
119-00 |
|
| R3 |
123-11 |
121-28 |
118-05 |
|
| R2 |
120-09 |
120-09 |
117-28 |
|
| R1 |
118-26 |
118-26 |
117-19 |
119-18 |
| PP |
117-07 |
117-07 |
117-07 |
117-19 |
| S1 |
115-24 |
115-24 |
117-01 |
116-16 |
| S2 |
114-05 |
114-05 |
116-24 |
|
| S3 |
111-03 |
112-22 |
116-15 |
|
| S4 |
108-01 |
109-20 |
115-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-23 |
116-24 |
1-31 |
1.7% |
0-30 |
0.8% |
30% |
False |
False |
377,765 |
| 10 |
118-23 |
115-21 |
3-02 |
2.6% |
0-30 |
0.8% |
55% |
False |
False |
377,454 |
| 20 |
118-23 |
112-27 |
5-28 |
5.0% |
1-02 |
0.9% |
77% |
False |
False |
402,630 |
| 40 |
120-20 |
112-27 |
7-25 |
6.6% |
1-07 |
1.0% |
58% |
False |
False |
443,563 |
| 60 |
122-13 |
112-27 |
9-18 |
8.1% |
1-06 |
1.0% |
47% |
False |
False |
437,437 |
| 80 |
124-24 |
112-27 |
11-29 |
10.1% |
1-07 |
1.0% |
38% |
False |
False |
352,076 |
| 100 |
125-30 |
112-27 |
13-03 |
11.2% |
1-07 |
1.0% |
34% |
False |
False |
281,708 |
| 120 |
126-00 |
112-27 |
13-05 |
11.2% |
1-07 |
1.0% |
34% |
False |
False |
234,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-25 |
|
2.618 |
119-18 |
|
1.618 |
118-26 |
|
1.000 |
118-11 |
|
0.618 |
118-02 |
|
HIGH |
117-19 |
|
0.618 |
117-10 |
|
0.500 |
117-07 |
|
0.382 |
117-04 |
|
LOW |
116-27 |
|
0.618 |
116-12 |
|
1.000 |
116-03 |
|
1.618 |
115-20 |
|
2.618 |
114-28 |
|
4.250 |
113-21 |
|
|
| Fisher Pivots for day following 21-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-10 |
117-14 |
| PP |
117-08 |
117-13 |
| S1 |
117-07 |
117-12 |
|