ECBOT 30 Year Treasury Bond Future September 2025
| Trading Metrics calculated at close of trading on 27-May-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2025 |
27-May-2025 |
Change |
Change % |
Previous Week |
| Open |
111-03 |
111-08 |
0-05 |
0.1% |
112-02 |
| High |
112-05 |
112-21 |
0-16 |
0.4% |
113-06 |
| Low |
110-29 |
110-19 |
-0-10 |
-0.3% |
109-20 |
| Close |
111-11 |
112-18 |
1-07 |
1.1% |
111-11 |
| Range |
1-08 |
2-02 |
0-26 |
65.0% |
3-18 |
| ATR |
1-15 |
1-16 |
0-01 |
3.0% |
0-00 |
| Volume |
616,119 |
1,100,531 |
484,412 |
78.6% |
1,771,320 |
|
| Daily Pivots for day following 27-May-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-04 |
117-13 |
113-22 |
|
| R3 |
116-02 |
115-11 |
113-04 |
|
| R2 |
114-00 |
114-00 |
112-30 |
|
| R1 |
113-09 |
113-09 |
112-24 |
113-20 |
| PP |
111-30 |
111-30 |
111-30 |
112-04 |
| S1 |
111-07 |
111-07 |
112-12 |
111-18 |
| S2 |
109-28 |
109-28 |
112-06 |
|
| S3 |
107-26 |
109-05 |
112-00 |
|
| S4 |
105-24 |
107-03 |
111-14 |
|
|
| Weekly Pivots for week ending 23-May-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-02 |
120-09 |
113-10 |
|
| R3 |
118-16 |
116-23 |
112-10 |
|
| R2 |
114-30 |
114-30 |
112-00 |
|
| R1 |
113-05 |
113-05 |
111-21 |
112-08 |
| PP |
111-12 |
111-12 |
111-12 |
110-30 |
| S1 |
109-19 |
109-19 |
111-01 |
108-22 |
| S2 |
107-26 |
107-26 |
110-22 |
|
| S3 |
104-08 |
106-01 |
110-12 |
|
| S4 |
100-22 |
102-15 |
109-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-06 |
109-20 |
3-18 |
3.2% |
1-21 |
1.5% |
82% |
False |
False |
564,021 |
| 10 |
113-22 |
109-20 |
4-02 |
3.6% |
1-17 |
1.4% |
72% |
False |
False |
295,200 |
| 20 |
117-10 |
109-20 |
7-22 |
6.8% |
1-12 |
1.2% |
38% |
False |
False |
149,272 |
| 40 |
121-22 |
109-20 |
12-02 |
10.7% |
1-19 |
1.4% |
24% |
False |
False |
75,035 |
| 60 |
121-22 |
109-20 |
12-02 |
10.7% |
1-14 |
1.3% |
24% |
False |
False |
50,081 |
| 80 |
121-22 |
109-20 |
12-02 |
10.7% |
1-08 |
1.1% |
24% |
False |
False |
37,591 |
| 100 |
121-22 |
109-20 |
12-02 |
10.7% |
1-01 |
0.9% |
24% |
False |
False |
30,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-14 |
|
2.618 |
118-02 |
|
1.618 |
116-00 |
|
1.000 |
114-23 |
|
0.618 |
113-30 |
|
HIGH |
112-21 |
|
0.618 |
111-28 |
|
0.500 |
111-20 |
|
0.382 |
111-12 |
|
LOW |
110-19 |
|
0.618 |
109-10 |
|
1.000 |
108-17 |
|
1.618 |
107-08 |
|
2.618 |
105-06 |
|
4.250 |
101-26 |
|
|
| Fisher Pivots for day following 27-May-2025 |
| Pivot |
1 day |
3 day |
| R1 |
112-08 |
112-03 |
| PP |
111-30 |
111-20 |
| S1 |
111-20 |
111-04 |
|