ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 03-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2024 |
03-May-2024 |
Change |
Change % |
Previous Week |
| Open |
114-18 |
114-29 |
0-11 |
0.3% |
113-30 |
| High |
115-05 |
116-18 |
1-13 |
1.2% |
116-18 |
| Low |
114-02 |
114-25 |
0-23 |
0.6% |
113-22 |
| Close |
115-04 |
115-30 |
0-26 |
0.7% |
115-30 |
| Range |
1-03 |
1-25 |
0-22 |
62.9% |
2-28 |
| ATR |
1-09 |
1-10 |
0-01 |
2.8% |
0-00 |
| Volume |
448,312 |
531,975 |
83,663 |
18.7% |
2,304,967 |
|
| Daily Pivots for day following 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-03 |
120-10 |
116-29 |
|
| R3 |
119-10 |
118-17 |
116-14 |
|
| R2 |
117-17 |
117-17 |
116-08 |
|
| R1 |
116-24 |
116-24 |
116-03 |
117-04 |
| PP |
115-24 |
115-24 |
115-24 |
115-31 |
| S1 |
114-31 |
114-31 |
115-25 |
115-12 |
| S2 |
113-31 |
113-31 |
115-20 |
|
| S3 |
112-06 |
113-06 |
115-14 |
|
| S4 |
110-13 |
111-13 |
114-31 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-01 |
122-27 |
117-17 |
|
| R3 |
121-05 |
119-31 |
116-23 |
|
| R2 |
118-09 |
118-09 |
116-15 |
|
| R1 |
117-03 |
117-03 |
116-06 |
117-22 |
| PP |
115-13 |
115-13 |
115-13 |
115-22 |
| S1 |
114-07 |
114-07 |
115-22 |
114-26 |
| S2 |
112-17 |
112-17 |
115-13 |
|
| S3 |
109-21 |
111-11 |
115-05 |
|
| S4 |
106-25 |
108-15 |
114-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-18 |
113-22 |
2-28 |
2.5% |
1-08 |
1.1% |
78% |
True |
False |
460,993 |
| 10 |
116-18 |
112-27 |
3-23 |
3.2% |
1-06 |
1.0% |
83% |
True |
False |
427,682 |
| 20 |
118-10 |
112-27 |
5-15 |
4.7% |
1-12 |
1.2% |
57% |
False |
False |
481,562 |
| 40 |
122-09 |
112-27 |
9-14 |
8.1% |
1-08 |
1.1% |
33% |
False |
False |
441,315 |
| 60 |
122-13 |
112-27 |
9-18 |
8.2% |
1-08 |
1.1% |
32% |
False |
False |
394,028 |
| 80 |
124-24 |
112-27 |
11-29 |
10.3% |
1-09 |
1.1% |
26% |
False |
False |
295,726 |
| 100 |
126-00 |
112-27 |
13-05 |
11.3% |
1-08 |
1.1% |
24% |
False |
False |
236,593 |
| 120 |
126-00 |
112-20 |
13-12 |
11.5% |
1-05 |
1.0% |
25% |
False |
False |
197,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-04 |
|
2.618 |
121-07 |
|
1.618 |
119-14 |
|
1.000 |
118-11 |
|
0.618 |
117-21 |
|
HIGH |
116-18 |
|
0.618 |
115-28 |
|
0.500 |
115-22 |
|
0.382 |
115-15 |
|
LOW |
114-25 |
|
0.618 |
113-22 |
|
1.000 |
113-00 |
|
1.618 |
111-29 |
|
2.618 |
110-04 |
|
4.250 |
107-07 |
|
|
| Fisher Pivots for day following 03-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
115-27 |
115-21 |
| PP |
115-24 |
115-13 |
| S1 |
115-22 |
115-04 |
|