ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 15-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2024 |
15-May-2024 |
Change |
Change % |
Previous Week |
| Open |
116-11 |
116-31 |
0-20 |
0.5% |
115-28 |
| High |
116-30 |
118-12 |
1-14 |
1.2% |
117-09 |
| Low |
115-24 |
116-28 |
1-04 |
1.0% |
115-25 |
| Close |
116-28 |
118-06 |
1-10 |
1.1% |
116-04 |
| Range |
1-06 |
1-16 |
0-10 |
26.3% |
1-16 |
| ATR |
1-03 |
1-04 |
0-01 |
2.7% |
0-00 |
| Volume |
7,795 |
27,776 |
19,981 |
256.3% |
12,297 |
|
| Daily Pivots for day following 15-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-10 |
121-24 |
119-00 |
|
| R3 |
120-26 |
120-08 |
118-19 |
|
| R2 |
119-10 |
119-10 |
118-15 |
|
| R1 |
118-24 |
118-24 |
118-10 |
119-01 |
| PP |
117-26 |
117-26 |
117-26 |
117-30 |
| S1 |
117-08 |
117-08 |
118-02 |
117-17 |
| S2 |
116-10 |
116-10 |
117-29 |
|
| S3 |
114-26 |
115-24 |
117-25 |
|
| S4 |
113-10 |
114-08 |
117-12 |
|
|
| 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 |
118-12 |
115-24 |
2-20 |
2.2% |
1-01 |
0.9% |
93% |
True |
False |
10,726 |
| 10 |
118-12 |
114-04 |
4-08 |
3.6% |
1-01 |
0.9% |
96% |
True |
False |
6,160 |
| 20 |
118-12 |
112-29 |
5-15 |
4.6% |
1-01 |
0.9% |
97% |
True |
False |
3,257 |
| 40 |
120-19 |
112-29 |
7-22 |
6.5% |
1-04 |
1.0% |
69% |
False |
False |
1,718 |
| 60 |
122-07 |
112-29 |
9-10 |
7.9% |
1-02 |
0.9% |
57% |
False |
False |
1,153 |
| 80 |
124-06 |
112-29 |
11-09 |
9.5% |
0-27 |
0.7% |
47% |
False |
False |
865 |
| 100 |
126-03 |
112-29 |
13-06 |
11.2% |
0-22 |
0.6% |
40% |
False |
False |
692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-24 |
|
2.618 |
122-10 |
|
1.618 |
120-26 |
|
1.000 |
119-28 |
|
0.618 |
119-10 |
|
HIGH |
118-12 |
|
0.618 |
117-26 |
|
0.500 |
117-20 |
|
0.382 |
117-14 |
|
LOW |
116-28 |
|
0.618 |
115-30 |
|
1.000 |
115-12 |
|
1.618 |
114-14 |
|
2.618 |
112-30 |
|
4.250 |
110-16 |
|
|
| Fisher Pivots for day following 15-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-00 |
117-26 |
| PP |
117-26 |
117-14 |
| S1 |
117-20 |
117-02 |
|