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 |
263,561 |
-138,117 |
-34.4% |
1,878,238 |
|
| 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 |
375,647 |
| 10 |
118-23 |
115-21 |
3-02 |
2.6% |
0-31 |
0.8% |
54% |
False |
False |
382,981 |
| 20 |
118-23 |
112-27 |
5-28 |
5.0% |
1-02 |
0.9% |
76% |
False |
False |
405,332 |
| 40 |
120-20 |
112-27 |
7-25 |
6.6% |
1-07 |
1.0% |
57% |
False |
False |
440,640 |
| 60 |
122-13 |
112-27 |
9-18 |
8.2% |
1-07 |
1.0% |
47% |
False |
False |
448,183 |
| 80 |
124-24 |
112-27 |
11-29 |
10.1% |
1-07 |
1.1% |
38% |
False |
False |
343,552 |
| 100 |
126-00 |
112-27 |
13-05 |
11.2% |
1-07 |
1.0% |
34% |
False |
False |
274,887 |
| 120 |
126-00 |
112-27 |
13-05 |
11.2% |
1-07 |
1.0% |
34% |
False |
False |
229,078 |
|
|
|
| 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 |
|