ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
115-20 |
114-23 |
-0-29 |
-0.8% |
117-09 |
| High |
115-25 |
115-19 |
-0-06 |
-0.2% |
117-21 |
| Low |
114-11 |
114-15 |
0-04 |
0.1% |
116-13 |
| Close |
114-18 |
115-14 |
0-28 |
0.8% |
116-26 |
| Range |
1-14 |
1-04 |
-0-10 |
-21.7% |
1-08 |
| ATR |
1-03 |
1-03 |
0-00 |
0.2% |
0-00 |
| Volume |
606,625 |
108,147 |
-498,478 |
-82.2% |
2,773,909 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-17 |
118-04 |
116-02 |
|
| R3 |
117-13 |
117-00 |
115-24 |
|
| R2 |
116-09 |
116-09 |
115-21 |
|
| R1 |
115-28 |
115-28 |
115-17 |
116-02 |
| PP |
115-05 |
115-05 |
115-05 |
115-09 |
| S1 |
114-24 |
114-24 |
115-11 |
114-30 |
| S2 |
114-01 |
114-01 |
115-07 |
|
| S3 |
112-29 |
113-20 |
115-04 |
|
| S4 |
111-25 |
112-16 |
114-26 |
|
|
| 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% |
1-06 |
1.0% |
33% |
False |
False |
710,164 |
| 10 |
118-23 |
114-11 |
4-12 |
3.8% |
1-00 |
0.9% |
25% |
False |
False |
541,027 |
| 20 |
118-23 |
114-02 |
4-21 |
4.0% |
1-01 |
0.9% |
30% |
False |
False |
477,756 |
| 40 |
118-23 |
112-27 |
5-28 |
5.1% |
1-06 |
1.0% |
44% |
False |
False |
479,760 |
| 60 |
122-13 |
112-27 |
9-18 |
8.3% |
1-06 |
1.0% |
27% |
False |
False |
453,956 |
| 80 |
122-13 |
112-27 |
9-18 |
8.3% |
1-06 |
1.0% |
27% |
False |
False |
402,717 |
| 100 |
124-24 |
112-27 |
11-29 |
10.3% |
1-07 |
1.1% |
22% |
False |
False |
322,333 |
| 120 |
126-00 |
112-27 |
13-05 |
11.4% |
1-06 |
1.0% |
20% |
False |
False |
268,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-12 |
|
2.618 |
118-17 |
|
1.618 |
117-13 |
|
1.000 |
116-23 |
|
0.618 |
116-09 |
|
HIGH |
115-19 |
|
0.618 |
115-05 |
|
0.500 |
115-01 |
|
0.382 |
114-29 |
|
LOW |
114-15 |
|
0.618 |
113-25 |
|
1.000 |
113-11 |
|
1.618 |
112-21 |
|
2.618 |
111-17 |
|
4.250 |
109-22 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
115-10 |
115-24 |
| PP |
115-05 |
115-21 |
| S1 |
115-01 |
115-17 |
|