ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 24-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2024 |
24-May-2024 |
Change |
Change % |
Previous Week |
| Open |
117-20 |
116-28 |
-0-24 |
-0.6% |
117-13 |
| High |
117-25 |
117-06 |
-0-19 |
-0.5% |
117-25 |
| Low |
116-18 |
116-17 |
-0-01 |
0.0% |
116-17 |
| Close |
116-31 |
116-31 |
0-00 |
0.0% |
116-31 |
| Range |
1-07 |
0-21 |
-0-18 |
-46.2% |
1-08 |
| ATR |
1-01 |
1-00 |
-0-01 |
-2.6% |
0-00 |
| Volume |
547,020 |
386,693 |
-160,327 |
-29.3% |
1,245,684 |
|
| Daily Pivots for day following 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-28 |
118-18 |
117-11 |
|
| R3 |
118-07 |
117-29 |
117-05 |
|
| R2 |
117-18 |
117-18 |
117-03 |
|
| R1 |
117-08 |
117-08 |
117-01 |
117-13 |
| PP |
116-29 |
116-29 |
116-29 |
116-31 |
| S1 |
116-19 |
116-19 |
116-29 |
116-24 |
| S2 |
116-08 |
116-08 |
116-27 |
|
| S3 |
115-19 |
115-30 |
116-25 |
|
| S4 |
114-30 |
115-09 |
116-19 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-27 |
120-05 |
117-21 |
|
| R3 |
119-19 |
118-29 |
117-10 |
|
| R2 |
118-11 |
118-11 |
117-06 |
|
| R1 |
117-21 |
117-21 |
117-03 |
117-12 |
| PP |
117-03 |
117-03 |
117-03 |
116-30 |
| S1 |
116-13 |
116-13 |
116-27 |
116-04 |
| S2 |
115-27 |
115-27 |
116-24 |
|
| S3 |
114-19 |
115-05 |
116-20 |
|
| S4 |
113-11 |
113-29 |
116-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-25 |
116-17 |
1-08 |
1.1% |
0-26 |
0.7% |
35% |
False |
True |
249,136 |
| 10 |
118-27 |
115-24 |
3-03 |
2.6% |
0-29 |
0.8% |
39% |
False |
False |
131,285 |
| 20 |
118-27 |
113-25 |
5-02 |
4.3% |
0-31 |
0.8% |
63% |
False |
False |
66,425 |
| 40 |
120-14 |
112-29 |
7-17 |
6.4% |
1-04 |
1.0% |
54% |
False |
False |
33,342 |
| 60 |
122-07 |
112-29 |
9-10 |
8.0% |
1-02 |
0.9% |
44% |
False |
False |
22,236 |
| 80 |
124-06 |
112-29 |
11-09 |
9.6% |
0-29 |
0.8% |
36% |
False |
False |
16,680 |
| 100 |
124-10 |
112-29 |
11-13 |
9.8% |
0-24 |
0.6% |
36% |
False |
False |
13,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-31 |
|
2.618 |
118-29 |
|
1.618 |
118-08 |
|
1.000 |
117-27 |
|
0.618 |
117-19 |
|
HIGH |
117-06 |
|
0.618 |
116-30 |
|
0.500 |
116-28 |
|
0.382 |
116-25 |
|
LOW |
116-17 |
|
0.618 |
116-04 |
|
1.000 |
115-28 |
|
1.618 |
115-15 |
|
2.618 |
114-26 |
|
4.250 |
113-24 |
|
|
| Fisher Pivots for day following 24-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-30 |
117-05 |
| PP |
116-29 |
117-03 |
| S1 |
116-28 |
117-01 |
|