ECBOT 30 Year Treasury Bond Future September 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 |
117-05 |
115-24 |
-1-13 |
-1.2% |
117-13 |
| High |
117-10 |
115-28 |
-1-14 |
-1.2% |
117-25 |
| Low |
115-23 |
114-13 |
-1-10 |
-1.1% |
116-17 |
| Close |
115-28 |
114-20 |
-1-08 |
-1.1% |
116-31 |
| Range |
1-19 |
1-15 |
-0-04 |
-7.8% |
1-08 |
| ATR |
1-02 |
1-02 |
0-01 |
2.9% |
0-00 |
| Volume |
1,067,996 |
730,131 |
-337,865 |
-31.6% |
1,245,684 |
|
| Daily Pivots for day following 29-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-12 |
118-15 |
115-14 |
|
| R3 |
117-29 |
117-00 |
115-01 |
|
| R2 |
116-14 |
116-14 |
114-29 |
|
| R1 |
115-17 |
115-17 |
114-24 |
115-08 |
| PP |
114-31 |
114-31 |
114-31 |
114-26 |
| S1 |
114-02 |
114-02 |
114-16 |
113-25 |
| S2 |
113-16 |
113-16 |
114-11 |
|
| S3 |
112-01 |
112-19 |
114-07 |
|
| S4 |
110-18 |
111-04 |
113-26 |
|
|
| 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 |
114-13 |
3-12 |
2.9% |
1-05 |
1.0% |
6% |
False |
True |
577,699 |
| 10 |
118-27 |
114-13 |
4-14 |
3.9% |
1-02 |
0.9% |
5% |
False |
True |
309,111 |
| 20 |
118-27 |
113-25 |
5-02 |
4.4% |
1-01 |
0.9% |
17% |
False |
False |
156,269 |
| 40 |
118-27 |
112-29 |
5-30 |
5.2% |
1-04 |
1.0% |
29% |
False |
False |
78,288 |
| 60 |
122-07 |
112-29 |
9-10 |
8.1% |
1-02 |
0.9% |
18% |
False |
False |
52,203 |
| 80 |
122-07 |
112-29 |
9-10 |
8.1% |
0-30 |
0.8% |
18% |
False |
False |
39,156 |
| 100 |
124-06 |
112-29 |
11-09 |
9.8% |
0-25 |
0.7% |
15% |
False |
False |
31,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-04 |
|
2.618 |
119-23 |
|
1.618 |
118-08 |
|
1.000 |
117-11 |
|
0.618 |
116-25 |
|
HIGH |
115-28 |
|
0.618 |
115-10 |
|
0.500 |
115-04 |
|
0.382 |
114-31 |
|
LOW |
114-13 |
|
0.618 |
113-16 |
|
1.000 |
112-30 |
|
1.618 |
112-01 |
|
2.618 |
110-18 |
|
4.250 |
108-05 |
|
|
| Fisher Pivots for day following 29-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
115-04 |
115-28 |
| PP |
114-31 |
115-14 |
| S1 |
114-26 |
115-01 |
|