ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 29-May-2024
Day Change Summary
Previous Current
28-May-2024 29-May-2024 Change Change % Previous Week
Open 116-31 115-20 -1-11 -1.1% 117-09
High 117-05 115-25 -1-12 -1.2% 117-21
Low 115-20 114-11 -1-09 -1.1% 116-13
Close 115-25 114-18 -1-07 -1.1% 116-26
Range 1-17 1-14 -0-03 -6.1% 1-08
ATR 1-02 1-03 0-01 2.4% 0-00
Volume 1,243,177 606,625 -636,552 -51.2% 2,773,909
Daily Pivots for day following 29-May-2024
Classic Woodie Camarilla DeMark
R4 119-07 118-10 115-11
R3 117-25 116-28 114-31
R2 116-11 116-11 114-26
R1 115-14 115-14 114-22 115-06
PP 114-29 114-29 114-29 114-24
S1 114-00 114-00 114-14 113-24
S2 113-15 113-15 114-10
S3 112-01 112-18 114-05
S4 110-19 111-04 113-25
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
5 117-21 114-11 3-10 2.9% 1-04 1.0% 7% False True 790,961
10 118-23 114-11 4-12 3.8% 1-01 0.9% 5% False True 584,363
20 118-23 113-22 5-01 4.4% 1-02 0.9% 17% False False 492,496
40 118-23 112-27 5-28 5.1% 1-06 1.0% 29% False False 490,553
60 122-13 112-27 9-18 8.3% 1-06 1.0% 18% False False 459,502
80 122-13 112-27 9-18 8.3% 1-06 1.0% 18% False False 401,391
100 124-24 112-27 11-29 10.4% 1-07 1.1% 14% False False 321,253
120 126-00 112-27 13-05 11.5% 1-07 1.1% 13% False False 267,717
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 121-28
2.618 119-17
1.618 118-03
1.000 117-07
0.618 116-21
HIGH 115-25
0.618 115-07
0.500 115-02
0.382 114-29
LOW 114-11
0.618 113-15
1.000 112-29
1.618 112-01
2.618 110-19
4.250 108-08
Fisher Pivots for day following 29-May-2024
Pivot 1 day 3 day
R1 115-02 115-24
PP 114-29 115-11
S1 114-23 114-31

These figures are updated between 7pm and 10pm EST after a trading day.

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