ECBOT 30 Year Treasury Bond Future September 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 |
114-17 |
115-00 |
0-15 |
0.4% |
114-04 |
| High |
115-06 |
116-18 |
1-12 |
1.2% |
116-18 |
| Low |
114-04 |
114-28 |
0-24 |
0.7% |
113-25 |
| Close |
115-05 |
116-00 |
0-27 |
0.7% |
116-00 |
| Range |
1-02 |
1-22 |
0-20 |
58.8% |
2-25 |
| ATR |
1-06 |
1-07 |
0-01 |
3.1% |
0-00 |
| Volume |
954 |
710 |
-244 |
-25.6% |
3,371 |
|
| Daily Pivots for day following 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-28 |
120-04 |
116-30 |
|
| R3 |
119-06 |
118-14 |
116-15 |
|
| R2 |
117-16 |
117-16 |
116-10 |
|
| R1 |
116-24 |
116-24 |
116-05 |
117-04 |
| PP |
115-26 |
115-26 |
115-26 |
116-00 |
| S1 |
115-02 |
115-02 |
115-27 |
115-14 |
| S2 |
114-04 |
114-04 |
115-22 |
|
| S3 |
112-14 |
113-12 |
115-17 |
|
| S4 |
110-24 |
111-22 |
115-02 |
|
|
| Weekly Pivots for week ending 03-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-25 |
122-22 |
117-17 |
|
| R3 |
121-00 |
119-29 |
116-24 |
|
| R2 |
118-07 |
118-07 |
116-16 |
|
| R1 |
117-04 |
117-04 |
116-08 |
117-22 |
| PP |
115-14 |
115-14 |
115-14 |
115-23 |
| S1 |
114-11 |
114-11 |
115-24 |
114-28 |
| S2 |
112-21 |
112-21 |
115-16 |
|
| S3 |
109-28 |
111-18 |
115-08 |
|
| S4 |
107-03 |
108-25 |
114-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-18 |
113-25 |
2-25 |
2.4% |
1-05 |
1.0% |
80% |
True |
False |
674 |
| 10 |
116-18 |
112-29 |
3-21 |
3.2% |
1-02 |
0.9% |
85% |
True |
False |
497 |
| 20 |
118-09 |
112-29 |
5-12 |
4.6% |
1-07 |
1.1% |
58% |
False |
False |
398 |
| 40 |
122-02 |
112-29 |
9-05 |
7.9% |
1-03 |
0.9% |
34% |
False |
False |
222 |
| 60 |
122-07 |
112-29 |
9-10 |
8.0% |
0-31 |
0.8% |
33% |
False |
False |
154 |
| 80 |
124-06 |
112-29 |
11-09 |
9.7% |
0-24 |
0.6% |
27% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-24 |
|
2.618 |
120-31 |
|
1.618 |
119-09 |
|
1.000 |
118-08 |
|
0.618 |
117-19 |
|
HIGH |
116-18 |
|
0.618 |
115-29 |
|
0.500 |
115-23 |
|
0.382 |
115-17 |
|
LOW |
114-28 |
|
0.618 |
113-27 |
|
1.000 |
113-06 |
|
1.618 |
112-05 |
|
2.618 |
110-15 |
|
4.250 |
107-22 |
|
|
| Fisher Pivots for day following 03-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
115-29 |
115-23 |
| PP |
115-26 |
115-14 |
| S1 |
115-23 |
115-06 |
|