ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
116-04 |
116-09 |
0-05 |
0.1% |
115-26 |
| High |
116-22 |
116-28 |
0-06 |
0.2% |
117-07 |
| Low |
116-04 |
115-21 |
-0-15 |
-0.4% |
115-23 |
| Close |
116-12 |
116-25 |
0-13 |
0.3% |
116-02 |
| Range |
0-18 |
1-07 |
0-21 |
116.7% |
1-16 |
| ATR |
1-05 |
1-05 |
0-00 |
0.4% |
0-00 |
| Volume |
290,881 |
380,611 |
89,730 |
30.8% |
1,951,579 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-03 |
119-21 |
117-14 |
|
| R3 |
118-28 |
118-14 |
117-04 |
|
| R2 |
117-21 |
117-21 |
117-00 |
|
| R1 |
117-07 |
117-07 |
116-29 |
117-14 |
| PP |
116-14 |
116-14 |
116-14 |
116-18 |
| S1 |
116-00 |
116-00 |
116-21 |
116-07 |
| S2 |
115-07 |
115-07 |
116-18 |
|
| S3 |
114-00 |
114-25 |
116-14 |
|
| S4 |
112-25 |
113-18 |
116-04 |
|
|
| 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 |
116-29 |
115-21 |
1-08 |
1.1% |
0-29 |
0.8% |
90% |
False |
True |
377,143 |
| 10 |
117-07 |
113-22 |
3-17 |
3.0% |
1-02 |
0.9% |
88% |
False |
False |
400,630 |
| 20 |
117-07 |
112-27 |
4-12 |
3.7% |
1-04 |
1.0% |
90% |
False |
False |
415,395 |
| 40 |
120-20 |
112-27 |
7-25 |
6.7% |
1-07 |
1.1% |
51% |
False |
False |
440,599 |
| 60 |
122-13 |
112-27 |
9-18 |
8.2% |
1-07 |
1.0% |
41% |
False |
False |
437,297 |
| 80 |
124-24 |
112-27 |
11-29 |
10.2% |
1-08 |
1.1% |
33% |
False |
False |
328,487 |
| 100 |
126-00 |
112-27 |
13-05 |
11.3% |
1-07 |
1.1% |
30% |
False |
False |
262,823 |
| 120 |
126-00 |
112-27 |
13-05 |
11.3% |
1-06 |
1.0% |
30% |
False |
False |
219,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-02 |
|
2.618 |
120-02 |
|
1.618 |
118-27 |
|
1.000 |
118-03 |
|
0.618 |
117-20 |
|
HIGH |
116-28 |
|
0.618 |
116-13 |
|
0.500 |
116-08 |
|
0.382 |
116-04 |
|
LOW |
115-21 |
|
0.618 |
114-29 |
|
1.000 |
114-14 |
|
1.618 |
113-22 |
|
2.618 |
112-15 |
|
4.250 |
110-15 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-20 |
116-20 |
| PP |
116-14 |
116-14 |
| S1 |
116-08 |
116-09 |
|