ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 16-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2024 |
16-May-2024 |
Change |
Change % |
Previous Week |
| Open |
116-31 |
118-12 |
1-13 |
1.2% |
115-28 |
| High |
118-12 |
118-27 |
0-15 |
0.4% |
117-09 |
| Low |
116-28 |
117-30 |
1-02 |
0.9% |
115-25 |
| Close |
118-06 |
118-01 |
-0-05 |
-0.1% |
116-04 |
| Range |
1-16 |
0-29 |
-0-19 |
-39.6% |
1-16 |
| ATR |
1-04 |
1-03 |
0-00 |
-1.3% |
0-00 |
| Volume |
27,776 |
7,339 |
-20,437 |
-73.6% |
12,297 |
|
| Daily Pivots for day following 16-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-00 |
120-13 |
118-17 |
|
| R3 |
120-03 |
119-16 |
118-09 |
|
| R2 |
119-06 |
119-06 |
118-06 |
|
| R1 |
118-19 |
118-19 |
118-04 |
118-14 |
| PP |
118-09 |
118-09 |
118-09 |
118-06 |
| S1 |
117-22 |
117-22 |
117-30 |
117-17 |
| S2 |
117-12 |
117-12 |
117-28 |
|
| S3 |
116-15 |
116-25 |
117-25 |
|
| S4 |
115-18 |
115-28 |
117-17 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-29 |
120-00 |
116-30 |
|
| R3 |
119-13 |
118-16 |
116-17 |
|
| R2 |
117-29 |
117-29 |
116-13 |
|
| R1 |
117-00 |
117-00 |
116-08 |
117-14 |
| PP |
116-13 |
116-13 |
116-13 |
116-20 |
| S1 |
115-16 |
115-16 |
116-00 |
115-30 |
| S2 |
114-29 |
114-29 |
115-27 |
|
| S3 |
113-13 |
114-00 |
115-23 |
|
| S4 |
111-29 |
112-16 |
115-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-27 |
115-24 |
3-03 |
2.6% |
1-00 |
0.9% |
74% |
True |
False |
11,810 |
| 10 |
118-27 |
114-28 |
3-31 |
3.4% |
1-01 |
0.9% |
80% |
True |
False |
6,798 |
| 20 |
118-27 |
112-29 |
5-30 |
5.0% |
1-01 |
0.9% |
86% |
True |
False |
3,621 |
| 40 |
120-19 |
112-29 |
7-22 |
6.5% |
1-04 |
0.9% |
67% |
False |
False |
1,901 |
| 60 |
122-07 |
112-29 |
9-10 |
7.9% |
1-02 |
0.9% |
55% |
False |
False |
1,275 |
| 80 |
124-06 |
112-29 |
11-09 |
9.6% |
0-27 |
0.7% |
45% |
False |
False |
956 |
| 100 |
126-03 |
112-29 |
13-06 |
11.2% |
0-22 |
0.6% |
39% |
False |
False |
765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-22 |
|
2.618 |
121-07 |
|
1.618 |
120-10 |
|
1.000 |
119-24 |
|
0.618 |
119-13 |
|
HIGH |
118-27 |
|
0.618 |
118-16 |
|
0.500 |
118-12 |
|
0.382 |
118-09 |
|
LOW |
117-30 |
|
0.618 |
117-12 |
|
1.000 |
117-01 |
|
1.618 |
116-15 |
|
2.618 |
115-18 |
|
4.250 |
114-03 |
|
|
| Fisher Pivots for day following 16-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-12 |
117-25 |
| PP |
118-09 |
117-17 |
| S1 |
118-05 |
117-10 |
|