ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 22-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2024 |
22-May-2024 |
Change |
Change % |
Previous Week |
| Open |
116-31 |
117-11 |
0-12 |
0.3% |
116-04 |
| High |
117-19 |
117-17 |
-0-02 |
-0.1% |
118-23 |
| Low |
116-27 |
116-24 |
-0-03 |
-0.1% |
115-21 |
| Close |
117-11 |
117-09 |
-0-02 |
-0.1% |
117-10 |
| Range |
0-24 |
0-25 |
0-01 |
4.2% |
3-02 |
| ATR |
1-03 |
1-02 |
-0-01 |
-2.0% |
0-00 |
| Volume |
362,333 |
512,132 |
149,799 |
41.3% |
1,891,415 |
|
| Daily Pivots for day following 22-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-17 |
119-06 |
117-23 |
|
| R3 |
118-24 |
118-13 |
117-16 |
|
| R2 |
117-31 |
117-31 |
117-14 |
|
| R1 |
117-20 |
117-20 |
117-11 |
117-13 |
| PP |
117-06 |
117-06 |
117-06 |
117-02 |
| S1 |
116-27 |
116-27 |
117-07 |
116-20 |
| S2 |
116-13 |
116-13 |
117-04 |
|
| S3 |
115-20 |
116-02 |
117-02 |
|
| S4 |
114-27 |
115-09 |
116-27 |
|
|
| 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% |
0-26 |
0.7% |
27% |
False |
True |
371,890 |
| 10 |
118-23 |
115-21 |
3-02 |
2.6% |
0-30 |
0.8% |
53% |
False |
False |
386,601 |
| 20 |
118-23 |
112-27 |
5-28 |
5.0% |
1-01 |
0.9% |
76% |
False |
False |
406,609 |
| 40 |
120-20 |
112-27 |
7-25 |
6.6% |
1-07 |
1.0% |
57% |
False |
False |
448,975 |
| 60 |
122-13 |
112-27 |
9-18 |
8.2% |
1-06 |
1.0% |
46% |
False |
False |
436,140 |
| 80 |
124-24 |
112-27 |
11-29 |
10.2% |
1-07 |
1.0% |
37% |
False |
False |
358,465 |
| 100 |
125-13 |
112-27 |
12-18 |
10.7% |
1-07 |
1.0% |
35% |
False |
False |
286,829 |
| 120 |
126-00 |
112-27 |
13-05 |
11.2% |
1-07 |
1.0% |
34% |
False |
False |
239,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-27 |
|
2.618 |
119-18 |
|
1.618 |
118-25 |
|
1.000 |
118-10 |
|
0.618 |
118-00 |
|
HIGH |
117-17 |
|
0.618 |
117-07 |
|
0.500 |
117-04 |
|
0.382 |
117-02 |
|
LOW |
116-24 |
|
0.618 |
116-09 |
|
1.000 |
115-31 |
|
1.618 |
115-16 |
|
2.618 |
114-23 |
|
4.250 |
113-14 |
|
|
| Fisher Pivots for day following 22-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-08 |
117-08 |
| PP |
117-06 |
117-07 |
| S1 |
117-04 |
117-06 |
|