ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 17-May-2024
Day Change Summary
Previous Current
16-May-2024 17-May-2024 Change Change % Previous Week
Open 118-07 117-30 -0-09 -0.2% 116-04
High 118-23 118-02 -0-21 -0.6% 118-23
Low 117-25 117-07 -0-18 -0.5% 115-21
Close 117-29 117-10 -0-19 -0.5% 117-10
Range 0-30 0-27 -0-03 -10.0% 3-02
ATR 1-05 1-05 -0-01 -2.0% 0-00
Volume 401,678 276,738 -124,940 -31.1% 1,891,415
Daily Pivots for day following 17-May-2024
Classic Woodie Camarilla DeMark
R4 120-02 119-17 117-25
R3 119-07 118-22 117-17
R2 118-12 118-12 117-15
R1 117-27 117-27 117-12 117-22
PP 117-17 117-17 117-17 117-14
S1 117-00 117-00 117-08 116-27
S2 116-22 116-22 117-05
S3 115-27 116-05 117-03
S4 115-00 115-10 116-27
Weekly Pivots for week ending 17-May-2024
Classic Woodie Camarilla DeMark
R4 126-13 124-30 119-00
R3 123-11 121-28 118-05
R2 120-09 120-09 117-28
R1 118-26 118-26 117-19 119-18
PP 117-07 117-07 117-07 117-19
S1 115-24 115-24 117-01 116-16
S2 114-05 114-05 116-24
S3 111-03 112-22 116-15
S4 108-01 109-20 115-20
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 118-23 115-21 3-02 2.6% 1-00 0.9% 54% False False 378,283
10 118-23 115-21 3-02 2.6% 0-31 0.8% 54% False False 384,299
20 118-23 112-27 5-28 5.0% 1-02 0.9% 76% False False 405,991
40 120-20 112-27 7-25 6.6% 1-07 1.0% 57% False False 440,969
60 122-13 112-27 9-18 8.2% 1-07 1.0% 47% False False 448,402
80 124-24 112-27 11-29 10.1% 1-07 1.1% 38% False False 343,717
100 126-00 112-27 13-05 11.2% 1-07 1.0% 34% False False 275,019
120 126-00 112-27 13-05 11.2% 1-07 1.0% 34% False False 229,188
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0-08
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 121-21
2.618 120-09
1.618 119-14
1.000 118-29
0.618 118-19
HIGH 118-02
0.618 117-24
0.500 117-20
0.382 117-17
LOW 117-07
0.618 116-22
1.000 116-12
1.618 115-27
2.618 115-00
4.250 113-20
Fisher Pivots for day following 17-May-2024
Pivot 1 day 3 day
R1 117-20 117-24
PP 117-17 117-19
S1 117-14 117-14

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

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