ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 14-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2024 |
14-May-2024 |
Change |
Change % |
Previous Week |
| Open |
116-07 |
116-11 |
0-04 |
0.1% |
115-28 |
| High |
116-24 |
116-30 |
0-06 |
0.2% |
117-09 |
| Low |
116-07 |
115-24 |
-0-15 |
-0.4% |
115-25 |
| Close |
116-15 |
116-28 |
0-13 |
0.3% |
116-04 |
| Range |
0-17 |
1-06 |
0-21 |
123.5% |
1-16 |
| ATR |
1-02 |
1-03 |
0-00 |
0.7% |
0-00 |
| Volume |
12,071 |
7,795 |
-4,276 |
-35.4% |
12,297 |
|
| Daily Pivots for day following 14-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-03 |
119-21 |
117-17 |
|
| R3 |
118-29 |
118-15 |
117-06 |
|
| R2 |
117-23 |
117-23 |
117-03 |
|
| R1 |
117-09 |
117-09 |
116-31 |
117-16 |
| PP |
116-17 |
116-17 |
116-17 |
116-20 |
| S1 |
116-03 |
116-03 |
116-25 |
116-10 |
| S2 |
115-11 |
115-11 |
116-21 |
|
| S3 |
114-05 |
114-29 |
116-18 |
|
| S4 |
112-31 |
113-23 |
116-07 |
|
|
| Weekly Pivots for week ending 10-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-29 |
120-00 |
116-30 |
|
| R3 |
119-13 |
118-16 |
116-17 |
|
| R2 |
117-29 |
117-29 |
116-13 |
|
| R1 |
117-00 |
117-00 |
116-08 |
117-14 |
| PP |
116-13 |
116-13 |
116-13 |
116-20 |
| S1 |
115-16 |
115-16 |
116-00 |
115-30 |
| S2 |
114-29 |
114-29 |
115-27 |
|
| S3 |
113-13 |
114-00 |
115-23 |
|
| S4 |
111-29 |
112-16 |
115-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-31 |
115-24 |
1-07 |
1.0% |
0-28 |
0.7% |
92% |
False |
True |
5,736 |
| 10 |
117-09 |
113-25 |
3-16 |
3.0% |
1-01 |
0.9% |
88% |
False |
False |
3,427 |
| 20 |
117-09 |
112-29 |
4-12 |
3.7% |
1-01 |
0.9% |
91% |
False |
False |
1,871 |
| 40 |
120-19 |
112-29 |
7-22 |
6.6% |
1-03 |
0.9% |
52% |
False |
False |
1,024 |
| 60 |
122-07 |
112-29 |
9-10 |
8.0% |
1-01 |
0.9% |
43% |
False |
False |
690 |
| 80 |
124-06 |
112-29 |
11-09 |
9.7% |
0-26 |
0.7% |
35% |
False |
False |
517 |
| 100 |
126-03 |
112-29 |
13-06 |
11.3% |
0-21 |
0.6% |
30% |
False |
False |
414 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-00 |
|
2.618 |
120-01 |
|
1.618 |
118-27 |
|
1.000 |
118-04 |
|
0.618 |
117-21 |
|
HIGH |
116-30 |
|
0.618 |
116-15 |
|
0.500 |
116-11 |
|
0.382 |
116-07 |
|
LOW |
115-24 |
|
0.618 |
115-01 |
|
1.000 |
114-18 |
|
1.618 |
113-27 |
|
2.618 |
112-21 |
|
4.250 |
110-22 |
|
|
| Fisher Pivots for day following 14-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-22 |
116-22 |
| PP |
116-17 |
116-17 |
| S1 |
116-11 |
116-12 |
|