ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 13-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2024 |
13-May-2024 |
Change |
Change % |
Previous Week |
| Open |
116-21 |
116-04 |
-0-17 |
-0.5% |
115-26 |
| High |
116-29 |
116-22 |
-0-07 |
-0.2% |
117-07 |
| Low |
115-30 |
116-04 |
0-06 |
0.2% |
115-23 |
| Close |
116-02 |
116-12 |
0-10 |
0.3% |
116-02 |
| Range |
0-31 |
0-18 |
-0-13 |
-41.9% |
1-16 |
| ATR |
1-06 |
1-05 |
-0-01 |
-3.4% |
0-00 |
| Volume |
293,619 |
255,800 |
-37,819 |
-12.9% |
1,931,878 |
|
| Daily Pivots for day following 13-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-03 |
117-25 |
116-22 |
|
| R3 |
117-17 |
117-07 |
116-17 |
|
| R2 |
116-31 |
116-31 |
116-15 |
|
| R1 |
116-21 |
116-21 |
116-14 |
116-26 |
| PP |
116-13 |
116-13 |
116-13 |
116-15 |
| S1 |
116-03 |
116-03 |
116-10 |
116-08 |
| S2 |
115-27 |
115-27 |
116-09 |
|
| S3 |
115-09 |
115-17 |
116-07 |
|
| S4 |
114-23 |
114-31 |
116-02 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-27 |
119-30 |
116-28 |
|
| R3 |
119-11 |
118-14 |
116-15 |
|
| R2 |
117-27 |
117-27 |
116-11 |
|
| R1 |
116-30 |
116-30 |
116-06 |
117-12 |
| PP |
116-11 |
116-11 |
116-11 |
116-18 |
| S1 |
115-14 |
115-14 |
115-30 |
115-28 |
| S2 |
114-27 |
114-27 |
115-25 |
|
| S3 |
113-11 |
113-30 |
115-21 |
|
| S4 |
111-27 |
112-14 |
115-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-07 |
115-24 |
1-15 |
1.3% |
0-28 |
0.8% |
43% |
False |
False |
381,791 |
| 10 |
117-07 |
113-22 |
3-17 |
3.0% |
1-02 |
0.9% |
76% |
False |
False |
411,064 |
| 20 |
117-07 |
112-27 |
4-12 |
3.8% |
1-04 |
1.0% |
81% |
False |
False |
426,199 |
| 40 |
120-20 |
112-27 |
7-25 |
6.7% |
1-07 |
1.0% |
45% |
False |
False |
437,246 |
| 60 |
122-13 |
112-27 |
9-18 |
8.2% |
1-07 |
1.0% |
37% |
False |
False |
430,147 |
| 80 |
124-24 |
112-27 |
11-29 |
10.2% |
1-08 |
1.1% |
30% |
False |
False |
323,045 |
| 100 |
126-00 |
112-27 |
13-05 |
11.3% |
1-07 |
1.0% |
27% |
False |
False |
258,469 |
| 120 |
126-00 |
112-27 |
13-05 |
11.3% |
1-06 |
1.0% |
27% |
False |
False |
215,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-02 |
|
2.618 |
118-05 |
|
1.618 |
117-19 |
|
1.000 |
117-08 |
|
0.618 |
117-01 |
|
HIGH |
116-22 |
|
0.618 |
116-15 |
|
0.500 |
116-13 |
|
0.382 |
116-11 |
|
LOW |
116-04 |
|
0.618 |
115-25 |
|
1.000 |
115-18 |
|
1.618 |
115-07 |
|
2.618 |
114-21 |
|
4.250 |
113-24 |
|
|
| Fisher Pivots for day following 13-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-13 |
116-12 |
| PP |
116-13 |
116-11 |
| S1 |
116-12 |
116-10 |
|