ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 07-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2024 |
07-May-2024 |
Change |
Change % |
Previous Week |
| Open |
115-26 |
116-08 |
0-14 |
0.4% |
113-30 |
| High |
116-13 |
117-07 |
0-26 |
0.7% |
116-18 |
| Low |
115-23 |
116-04 |
0-13 |
0.4% |
113-22 |
| Close |
116-07 |
116-22 |
0-15 |
0.4% |
115-30 |
| Range |
0-22 |
1-03 |
0-13 |
59.1% |
2-28 |
| ATR |
1-09 |
1-08 |
0-00 |
-1.0% |
0-00 |
| Volume |
278,722 |
458,632 |
179,910 |
64.5% |
2,304,967 |
|
| Daily Pivots for day following 07-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-31 |
119-13 |
117-09 |
|
| R3 |
118-28 |
118-10 |
117-00 |
|
| R2 |
117-25 |
117-25 |
116-28 |
|
| R1 |
117-07 |
117-07 |
116-25 |
117-16 |
| PP |
116-22 |
116-22 |
116-22 |
116-26 |
| S1 |
116-04 |
116-04 |
116-19 |
116-13 |
| S2 |
115-19 |
115-19 |
116-16 |
|
| S3 |
114-16 |
115-01 |
116-12 |
|
| S4 |
113-13 |
113-30 |
116-03 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-01 |
122-27 |
117-17 |
|
| R3 |
121-05 |
119-31 |
116-23 |
|
| R2 |
118-09 |
118-09 |
116-15 |
|
| R1 |
117-03 |
117-03 |
116-06 |
117-22 |
| PP |
115-13 |
115-13 |
115-13 |
115-22 |
| S1 |
114-07 |
114-07 |
115-22 |
114-26 |
| S2 |
112-17 |
112-17 |
115-13 |
|
| S3 |
109-21 |
111-11 |
115-05 |
|
| S4 |
106-25 |
108-15 |
114-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-07 |
113-22 |
3-17 |
3.0% |
1-07 |
1.1% |
85% |
True |
False |
424,116 |
| 10 |
117-07 |
112-27 |
4-12 |
3.7% |
1-06 |
1.0% |
88% |
True |
False |
427,805 |
| 20 |
118-10 |
112-27 |
5-15 |
4.7% |
1-11 |
1.2% |
70% |
False |
False |
476,275 |
| 40 |
121-27 |
112-27 |
9-00 |
7.7% |
1-08 |
1.1% |
43% |
False |
False |
441,633 |
| 60 |
122-13 |
112-27 |
9-18 |
8.2% |
1-08 |
1.1% |
40% |
False |
False |
406,239 |
| 80 |
124-24 |
112-27 |
11-29 |
10.2% |
1-08 |
1.1% |
32% |
False |
False |
304,942 |
| 100 |
126-00 |
112-27 |
13-05 |
11.3% |
1-08 |
1.1% |
29% |
False |
False |
243,966 |
| 120 |
126-00 |
112-27 |
13-05 |
11.3% |
1-05 |
1.0% |
29% |
False |
False |
203,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-28 |
|
2.618 |
120-03 |
|
1.618 |
119-00 |
|
1.000 |
118-10 |
|
0.618 |
117-29 |
|
HIGH |
117-07 |
|
0.618 |
116-26 |
|
0.500 |
116-22 |
|
0.382 |
116-17 |
|
LOW |
116-04 |
|
0.618 |
115-14 |
|
1.000 |
115-01 |
|
1.618 |
114-11 |
|
2.618 |
113-08 |
|
4.250 |
111-15 |
|
|
| Fisher Pivots for day following 07-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-22 |
116-15 |
| PP |
116-22 |
116-07 |
| S1 |
116-22 |
116-00 |
|