ECBOT 30 Year Treasury Bond Future December 2024


Trading Metrics calculated at close of trading on 03-Jun-2024
Day Change Summary
Previous Current
31-May-2024 03-Jun-2024 Change Change % Previous Week
Open 116-04 116-24 0-20 0.5% 117-06
High 116-20 117-28 1-08 1.1% 117-11
Low 116-04 116-24 0-20 0.5% 114-22
Close 116-10 117-28 1-18 1.3% 116-10
Range 0-16 1-04 0-20 125.0% 2-21
ATR 0-27 0-29 0-02 5.9% 0-00
Volume 7 18 11 157.1% 78
Daily Pivots for day following 03-Jun-2024
Classic Woodie Camarilla DeMark
R4 120-28 120-16 118-16
R3 119-24 119-12 118-06
R2 118-20 118-20 118-03
R1 118-08 118-08 117-31 118-14
PP 117-16 117-16 117-16 117-19
S1 117-04 117-04 117-25 117-10
S2 116-12 116-12 117-21
S3 115-08 116-00 117-18
S4 114-04 114-28 117-08
Weekly Pivots for week ending 31-May-2024
Classic Woodie Camarilla DeMark
R4 124-03 122-27 117-25
R3 121-14 120-06 117-01
R2 118-25 118-25 116-26
R1 117-17 117-17 116-18 116-26
PP 116-04 116-04 116-04 115-24
S1 114-28 114-28 116-02 114-06
S2 113-15 113-15 115-26
S3 110-26 112-07 115-19
S4 108-05 109-18 114-27
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 117-28 114-22 3-06 2.7% 0-31 0.8% 100% True False 19
10 117-28 114-22 3-06 2.7% 0-24 0.6% 100% True False 11
20 118-21 114-22 3-31 3.4% 0-20 0.5% 80% False False 7
40 118-21 113-04 5-17 4.7% 0-17 0.5% 86% False False 4
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0-02
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 122-21
2.618 120-26
1.618 119-22
1.000 119-00
0.618 118-18
HIGH 117-28
0.618 117-14
0.500 117-10
0.382 117-06
LOW 116-24
0.618 116-02
1.000 115-20
1.618 114-30
2.618 113-26
4.250 111-31
Fisher Pivots for day following 03-Jun-2024
Pivot 1 day 3 day
R1 117-22 117-15
PP 117-16 117-03
S1 117-10 116-22

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

View Archives - Comment on this page... - Back to Index of Symbols