ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 24-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
| Open |
117-15 |
116-25 |
-0-22 |
-0.6% |
117-09 |
| High |
117-21 |
117-01 |
-0-20 |
-0.5% |
117-21 |
| Low |
116-15 |
116-13 |
-0-02 |
-0.1% |
116-13 |
| Close |
116-26 |
116-26 |
0-00 |
0.0% |
116-26 |
| Range |
1-06 |
0-20 |
-0-18 |
-47.4% |
1-08 |
| ATR |
1-02 |
1-01 |
-0-01 |
-3.0% |
0-00 |
| Volume |
947,057 |
645,816 |
-301,241 |
-31.8% |
2,773,909 |
|
| Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-20 |
118-11 |
117-05 |
|
| R3 |
118-00 |
117-23 |
117-00 |
|
| R2 |
117-12 |
117-12 |
116-30 |
|
| R1 |
117-03 |
117-03 |
116-28 |
117-08 |
| PP |
116-24 |
116-24 |
116-24 |
116-26 |
| S1 |
116-15 |
116-15 |
116-24 |
116-20 |
| S2 |
116-04 |
116-04 |
116-22 |
|
| S3 |
115-16 |
115-27 |
116-20 |
|
| S4 |
114-28 |
115-07 |
116-15 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-23 |
120-00 |
117-16 |
|
| R3 |
119-15 |
118-24 |
117-05 |
|
| R2 |
118-07 |
118-07 |
117-01 |
|
| R1 |
117-16 |
117-16 |
116-30 |
117-08 |
| PP |
116-31 |
116-31 |
116-31 |
116-26 |
| S1 |
116-08 |
116-08 |
116-22 |
116-00 |
| S2 |
115-23 |
115-23 |
116-19 |
|
| S3 |
114-15 |
115-00 |
116-15 |
|
| S4 |
113-07 |
113-24 |
116-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-21 |
116-13 |
1-08 |
1.1% |
0-26 |
0.7% |
33% |
False |
True |
554,781 |
| 10 |
118-23 |
115-21 |
3-02 |
2.6% |
0-29 |
0.8% |
38% |
False |
False |
466,532 |
| 20 |
118-23 |
113-22 |
5-01 |
4.3% |
1-00 |
0.8% |
62% |
False |
False |
446,093 |
| 40 |
120-15 |
112-27 |
7-20 |
6.5% |
1-07 |
1.0% |
52% |
False |
False |
469,176 |
| 60 |
122-13 |
112-27 |
9-18 |
8.2% |
1-06 |
1.0% |
42% |
False |
False |
442,409 |
| 80 |
124-24 |
112-27 |
11-29 |
10.2% |
1-07 |
1.0% |
33% |
False |
False |
378,353 |
| 100 |
124-24 |
112-27 |
11-29 |
10.2% |
1-07 |
1.0% |
33% |
False |
False |
302,756 |
| 120 |
126-00 |
112-27 |
13-05 |
11.3% |
1-06 |
1.0% |
30% |
False |
False |
252,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-22 |
|
2.618 |
118-21 |
|
1.618 |
118-01 |
|
1.000 |
117-21 |
|
0.618 |
117-13 |
|
HIGH |
117-01 |
|
0.618 |
116-25 |
|
0.500 |
116-23 |
|
0.382 |
116-21 |
|
LOW |
116-13 |
|
0.618 |
116-01 |
|
1.000 |
115-25 |
|
1.618 |
115-13 |
|
2.618 |
114-25 |
|
4.250 |
113-24 |
|
|
| Fisher Pivots for day following 24-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-25 |
117-01 |
| PP |
116-24 |
116-31 |
| S1 |
116-23 |
116-28 |
|