ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 06-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2024 |
06-May-2024 |
Change |
Change % |
Previous Week |
| Open |
115-00 |
115-28 |
0-28 |
0.8% |
114-04 |
| High |
116-18 |
116-16 |
-0-02 |
-0.1% |
116-18 |
| Low |
114-28 |
115-25 |
0-29 |
0.8% |
113-25 |
| Close |
116-00 |
116-09 |
0-09 |
0.2% |
116-00 |
| Range |
1-22 |
0-23 |
-0-31 |
-57.4% |
2-25 |
| ATR |
1-07 |
1-06 |
-0-01 |
-2.9% |
0-00 |
| Volume |
710 |
663 |
-47 |
-6.6% |
3,371 |
|
| Daily Pivots for day following 06-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-11 |
118-01 |
116-22 |
|
| R3 |
117-20 |
117-10 |
116-15 |
|
| R2 |
116-29 |
116-29 |
116-13 |
|
| R1 |
116-19 |
116-19 |
116-11 |
116-24 |
| PP |
116-06 |
116-06 |
116-06 |
116-08 |
| S1 |
115-28 |
115-28 |
116-07 |
116-01 |
| S2 |
115-15 |
115-15 |
116-05 |
|
| S3 |
114-24 |
115-05 |
116-03 |
|
| S4 |
114-01 |
114-14 |
115-28 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-25 |
122-22 |
117-17 |
|
| R3 |
121-00 |
119-29 |
116-24 |
|
| R2 |
118-07 |
118-07 |
116-16 |
|
| R1 |
117-04 |
117-04 |
116-08 |
117-22 |
| PP |
115-14 |
115-14 |
115-14 |
115-23 |
| S1 |
114-11 |
114-11 |
115-24 |
114-28 |
| S2 |
112-21 |
112-21 |
115-16 |
|
| S3 |
109-28 |
111-18 |
115-08 |
|
| S4 |
107-03 |
108-25 |
114-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-18 |
113-25 |
2-25 |
2.4% |
1-06 |
1.0% |
90% |
False |
False |
755 |
| 10 |
116-18 |
112-29 |
3-21 |
3.1% |
1-02 |
0.9% |
92% |
False |
False |
551 |
| 20 |
118-09 |
112-29 |
5-12 |
4.6% |
1-07 |
1.1% |
63% |
False |
False |
418 |
| 40 |
122-01 |
112-29 |
9-04 |
7.8% |
1-03 |
0.9% |
37% |
False |
False |
238 |
| 60 |
122-07 |
112-29 |
9-10 |
8.0% |
1-00 |
0.9% |
36% |
False |
False |
165 |
| 80 |
124-06 |
112-29 |
11-09 |
9.7% |
0-24 |
0.7% |
30% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-18 |
|
2.618 |
118-12 |
|
1.618 |
117-21 |
|
1.000 |
117-07 |
|
0.618 |
116-30 |
|
HIGH |
116-16 |
|
0.618 |
116-07 |
|
0.500 |
116-04 |
|
0.382 |
116-02 |
|
LOW |
115-25 |
|
0.618 |
115-11 |
|
1.000 |
115-02 |
|
1.618 |
114-20 |
|
2.618 |
113-29 |
|
4.250 |
112-23 |
|
|
| Fisher Pivots for day following 06-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-08 |
115-31 |
| PP |
116-06 |
115-21 |
| S1 |
116-04 |
115-11 |
|