ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
116-25 |
116-31 |
0-06 |
0.2% |
117-09 |
| High |
117-01 |
117-05 |
0-04 |
0.1% |
117-21 |
| Low |
116-13 |
115-20 |
-0-25 |
-0.7% |
116-13 |
| Close |
116-26 |
115-25 |
-1-01 |
-0.9% |
116-26 |
| Range |
0-20 |
1-17 |
0-29 |
145.0% |
1-08 |
| ATR |
1-01 |
1-02 |
0-01 |
3.4% |
0-00 |
| Volume |
645,816 |
1,243,177 |
597,361 |
92.5% |
2,773,909 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-25 |
119-26 |
116-20 |
|
| R3 |
119-08 |
118-09 |
116-06 |
|
| R2 |
117-23 |
117-23 |
116-02 |
|
| R1 |
116-24 |
116-24 |
115-29 |
116-15 |
| PP |
116-06 |
116-06 |
116-06 |
116-02 |
| S1 |
115-07 |
115-07 |
115-21 |
114-30 |
| S2 |
114-21 |
114-21 |
115-16 |
|
| S3 |
113-04 |
113-22 |
115-12 |
|
| S4 |
111-19 |
112-05 |
114-30 |
|
|
| 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 |
115-20 |
2-01 |
1.8% |
0-31 |
0.8% |
8% |
False |
True |
742,103 |
| 10 |
118-23 |
115-20 |
3-03 |
2.7% |
1-00 |
0.9% |
5% |
False |
True |
561,762 |
| 20 |
118-23 |
113-22 |
5-01 |
4.3% |
1-01 |
0.9% |
42% |
False |
False |
489,152 |
| 40 |
118-26 |
112-27 |
5-31 |
5.2% |
1-06 |
1.0% |
49% |
False |
False |
490,812 |
| 60 |
122-13 |
112-27 |
9-18 |
8.3% |
1-06 |
1.0% |
31% |
False |
False |
454,032 |
| 80 |
124-00 |
112-27 |
11-05 |
9.6% |
1-06 |
1.0% |
26% |
False |
False |
393,878 |
| 100 |
124-24 |
112-27 |
11-29 |
10.3% |
1-07 |
1.1% |
25% |
False |
False |
315,188 |
| 120 |
126-00 |
112-27 |
13-05 |
11.4% |
1-06 |
1.0% |
22% |
False |
False |
262,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-21 |
|
2.618 |
121-05 |
|
1.618 |
119-20 |
|
1.000 |
118-22 |
|
0.618 |
118-03 |
|
HIGH |
117-05 |
|
0.618 |
116-18 |
|
0.500 |
116-12 |
|
0.382 |
116-07 |
|
LOW |
115-20 |
|
0.618 |
114-22 |
|
1.000 |
114-03 |
|
1.618 |
113-05 |
|
2.618 |
111-20 |
|
4.250 |
109-04 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-12 |
116-20 |
| PP |
116-06 |
116-11 |
| S1 |
116-00 |
116-02 |
|