ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 29-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2024 |
29-May-2024 |
Change |
Change % |
Previous Week |
| Open |
116-31 |
115-20 |
-1-11 |
-1.1% |
117-09 |
| High |
117-05 |
115-25 |
-1-12 |
-1.2% |
117-21 |
| Low |
115-20 |
114-11 |
-1-09 |
-1.1% |
116-13 |
| Close |
115-25 |
114-18 |
-1-07 |
-1.1% |
116-26 |
| Range |
1-17 |
1-14 |
-0-03 |
-6.1% |
1-08 |
| ATR |
1-02 |
1-03 |
0-01 |
2.4% |
0-00 |
| Volume |
1,243,177 |
606,625 |
-636,552 |
-51.2% |
2,773,909 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-07 |
118-10 |
115-11 |
|
| R3 |
117-25 |
116-28 |
114-31 |
|
| R2 |
116-11 |
116-11 |
114-26 |
|
| R1 |
115-14 |
115-14 |
114-22 |
115-06 |
| PP |
114-29 |
114-29 |
114-29 |
114-24 |
| S1 |
114-00 |
114-00 |
114-14 |
113-24 |
| S2 |
113-15 |
113-15 |
114-10 |
|
| S3 |
112-01 |
112-18 |
114-05 |
|
| S4 |
110-19 |
111-04 |
113-25 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-23 |
120-00 |
117-16 |
|
| R3 |
119-15 |
118-24 |
117-05 |
|
| R2 |
118-07 |
118-07 |
117-01 |
|
| R1 |
117-16 |
117-16 |
116-30 |
117-08 |
| PP |
116-31 |
116-31 |
116-31 |
116-26 |
| S1 |
116-08 |
116-08 |
116-22 |
116-00 |
| S2 |
115-23 |
115-23 |
116-19 |
|
| S3 |
114-15 |
115-00 |
116-15 |
|
| S4 |
113-07 |
113-24 |
116-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-21 |
114-11 |
3-10 |
2.9% |
1-04 |
1.0% |
7% |
False |
True |
790,961 |
| 10 |
118-23 |
114-11 |
4-12 |
3.8% |
1-01 |
0.9% |
5% |
False |
True |
584,363 |
| 20 |
118-23 |
113-22 |
5-01 |
4.4% |
1-02 |
0.9% |
17% |
False |
False |
492,496 |
| 40 |
118-23 |
112-27 |
5-28 |
5.1% |
1-06 |
1.0% |
29% |
False |
False |
490,553 |
| 60 |
122-13 |
112-27 |
9-18 |
8.3% |
1-06 |
1.0% |
18% |
False |
False |
459,502 |
| 80 |
122-13 |
112-27 |
9-18 |
8.3% |
1-06 |
1.0% |
18% |
False |
False |
401,391 |
| 100 |
124-24 |
112-27 |
11-29 |
10.4% |
1-07 |
1.1% |
14% |
False |
False |
321,253 |
| 120 |
126-00 |
112-27 |
13-05 |
11.5% |
1-07 |
1.1% |
13% |
False |
False |
267,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-28 |
|
2.618 |
119-17 |
|
1.618 |
118-03 |
|
1.000 |
117-07 |
|
0.618 |
116-21 |
|
HIGH |
115-25 |
|
0.618 |
115-07 |
|
0.500 |
115-02 |
|
0.382 |
114-29 |
|
LOW |
114-11 |
|
0.618 |
113-15 |
|
1.000 |
112-29 |
|
1.618 |
112-01 |
|
2.618 |
110-19 |
|
4.250 |
108-08 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
115-02 |
115-24 |
| PP |
114-29 |
115-11 |
| S1 |
114-23 |
114-31 |
|