ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 10-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2024 |
10-May-2024 |
Change |
Change % |
Previous Week |
| Open |
116-08 |
116-21 |
0-13 |
0.3% |
115-26 |
| High |
116-26 |
116-29 |
0-03 |
0.1% |
117-07 |
| Low |
115-24 |
115-30 |
0-06 |
0.2% |
115-23 |
| Close |
116-24 |
116-02 |
-0-22 |
-0.6% |
116-02 |
| Range |
1-02 |
0-31 |
-0-03 |
-8.8% |
1-16 |
| ATR |
1-07 |
1-06 |
-0-01 |
-1.4% |
0-00 |
| Volume |
480,244 |
313,320 |
-166,924 |
-34.8% |
1,951,579 |
|
| Daily Pivots for day following 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-07 |
118-19 |
116-19 |
|
| R3 |
118-08 |
117-20 |
116-11 |
|
| R2 |
117-09 |
117-09 |
116-08 |
|
| R1 |
116-21 |
116-21 |
116-05 |
116-16 |
| PP |
116-10 |
116-10 |
116-10 |
116-07 |
| S1 |
115-22 |
115-22 |
115-31 |
115-16 |
| S2 |
115-11 |
115-11 |
115-28 |
|
| S3 |
114-12 |
114-23 |
115-25 |
|
| S4 |
113-13 |
113-24 |
115-17 |
|
|
| 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 |
115-23 |
1-16 |
1.3% |
0-29 |
0.8% |
23% |
False |
False |
390,315 |
| 10 |
117-07 |
113-22 |
3-17 |
3.0% |
1-02 |
0.9% |
67% |
False |
False |
425,654 |
| 20 |
117-07 |
112-27 |
4-12 |
3.8% |
1-07 |
1.0% |
74% |
False |
False |
445,952 |
| 40 |
120-20 |
112-27 |
7-25 |
6.7% |
1-07 |
1.1% |
41% |
False |
False |
440,126 |
| 60 |
122-13 |
112-27 |
9-18 |
8.2% |
1-07 |
1.0% |
34% |
False |
False |
426,351 |
| 80 |
124-24 |
112-27 |
11-29 |
10.3% |
1-08 |
1.1% |
27% |
False |
False |
320,098 |
| 100 |
126-00 |
112-27 |
13-05 |
11.3% |
1-07 |
1.1% |
24% |
False |
False |
256,108 |
| 120 |
126-00 |
112-27 |
13-05 |
11.3% |
1-06 |
1.0% |
24% |
False |
False |
213,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-01 |
|
2.618 |
119-14 |
|
1.618 |
118-15 |
|
1.000 |
117-28 |
|
0.618 |
117-16 |
|
HIGH |
116-29 |
|
0.618 |
116-17 |
|
0.500 |
116-14 |
|
0.382 |
116-10 |
|
LOW |
115-30 |
|
0.618 |
115-11 |
|
1.000 |
114-31 |
|
1.618 |
114-12 |
|
2.618 |
113-13 |
|
4.250 |
111-26 |
|
|
| Fisher Pivots for day following 10-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-14 |
116-10 |
| PP |
116-10 |
116-08 |
| S1 |
116-06 |
116-05 |
|