ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
114-23 |
115-15 |
0-24 |
0.7% |
116-31 |
| High |
115-19 |
116-11 |
0-24 |
0.6% |
117-05 |
| Low |
114-15 |
115-07 |
0-24 |
0.7% |
114-11 |
| Close |
115-14 |
115-30 |
0-16 |
0.4% |
115-30 |
| Range |
1-04 |
1-04 |
0-00 |
0.0% |
2-26 |
| ATR |
1-03 |
1-03 |
0-00 |
0.1% |
0-00 |
| Volume |
108,147 |
17,156 |
-90,991 |
-84.1% |
1,975,105 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-07 |
118-22 |
116-18 |
|
| R3 |
118-03 |
117-18 |
116-08 |
|
| R2 |
116-31 |
116-31 |
116-05 |
|
| R1 |
116-14 |
116-14 |
116-01 |
116-22 |
| PP |
115-27 |
115-27 |
115-27 |
115-31 |
| S1 |
115-10 |
115-10 |
115-27 |
115-18 |
| S2 |
114-23 |
114-23 |
115-23 |
|
| S3 |
113-19 |
114-06 |
115-20 |
|
| S4 |
112-15 |
113-02 |
115-10 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-08 |
122-29 |
117-16 |
|
| R3 |
121-14 |
120-03 |
116-23 |
|
| R2 |
118-20 |
118-20 |
116-14 |
|
| R1 |
117-09 |
117-09 |
116-06 |
116-18 |
| PP |
115-26 |
115-26 |
115-26 |
115-14 |
| S1 |
114-15 |
114-15 |
115-22 |
113-24 |
| S2 |
113-00 |
113-00 |
115-14 |
|
| S3 |
110-06 |
111-21 |
115-05 |
|
| S4 |
107-12 |
108-27 |
114-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-05 |
114-11 |
2-26 |
2.4% |
1-05 |
1.0% |
57% |
False |
False |
524,184 |
| 10 |
118-02 |
114-11 |
3-23 |
3.2% |
1-00 |
0.9% |
43% |
False |
False |
502,575 |
| 20 |
118-23 |
114-11 |
4-12 |
3.8% |
1-01 |
0.9% |
36% |
False |
False |
456,199 |
| 40 |
118-23 |
112-27 |
5-28 |
5.1% |
1-06 |
1.0% |
53% |
False |
False |
468,309 |
| 60 |
122-13 |
112-27 |
9-18 |
8.2% |
1-06 |
1.0% |
32% |
False |
False |
445,524 |
| 80 |
122-13 |
112-27 |
9-18 |
8.2% |
1-06 |
1.0% |
32% |
False |
False |
402,926 |
| 100 |
124-24 |
112-27 |
11-29 |
10.3% |
1-07 |
1.0% |
26% |
False |
False |
322,502 |
| 120 |
126-00 |
112-27 |
13-05 |
11.3% |
1-07 |
1.0% |
24% |
False |
False |
268,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-04 |
|
2.618 |
119-09 |
|
1.618 |
118-05 |
|
1.000 |
117-15 |
|
0.618 |
117-01 |
|
HIGH |
116-11 |
|
0.618 |
115-29 |
|
0.500 |
115-25 |
|
0.382 |
115-21 |
|
LOW |
115-07 |
|
0.618 |
114-17 |
|
1.000 |
114-03 |
|
1.618 |
113-13 |
|
2.618 |
112-09 |
|
4.250 |
110-14 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
115-28 |
115-24 |
| PP |
115-27 |
115-17 |
| S1 |
115-25 |
115-11 |
|