ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 17-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2024 |
17-May-2024 |
Change |
Change % |
Previous Week |
| Open |
118-12 |
118-07 |
-0-05 |
-0.1% |
116-07 |
| High |
118-27 |
118-07 |
-0-20 |
-0.5% |
118-27 |
| Low |
117-30 |
117-11 |
-0-19 |
-0.5% |
115-24 |
| Close |
118-01 |
117-14 |
-0-19 |
-0.5% |
117-14 |
| Range |
0-29 |
0-28 |
-0-01 |
-3.4% |
3-03 |
| ATR |
1-03 |
1-03 |
-0-01 |
-1.5% |
0-00 |
| Volume |
7,339 |
12,185 |
4,846 |
66.0% |
67,166 |
|
| Daily Pivots for day following 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-09 |
119-24 |
117-29 |
|
| R3 |
119-13 |
118-28 |
117-22 |
|
| R2 |
118-17 |
118-17 |
117-19 |
|
| R1 |
118-00 |
118-00 |
117-17 |
117-26 |
| PP |
117-21 |
117-21 |
117-21 |
117-19 |
| S1 |
117-04 |
117-04 |
117-11 |
116-30 |
| S2 |
116-25 |
116-25 |
117-09 |
|
| S3 |
115-29 |
116-08 |
117-06 |
|
| S4 |
115-01 |
115-12 |
116-31 |
|
|
| Weekly Pivots for week ending 17-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-20 |
125-04 |
119-04 |
|
| R3 |
123-17 |
122-01 |
118-09 |
|
| R2 |
120-14 |
120-14 |
118-00 |
|
| R1 |
118-30 |
118-30 |
117-23 |
119-22 |
| PP |
117-11 |
117-11 |
117-11 |
117-23 |
| S1 |
115-27 |
115-27 |
117-05 |
116-19 |
| S2 |
114-08 |
114-08 |
116-28 |
|
| S3 |
111-05 |
112-24 |
116-19 |
|
| S4 |
108-02 |
109-21 |
115-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-27 |
115-24 |
3-03 |
2.6% |
1-00 |
0.9% |
55% |
False |
False |
13,433 |
| 10 |
118-27 |
115-24 |
3-03 |
2.6% |
0-30 |
0.8% |
55% |
False |
False |
7,946 |
| 20 |
118-27 |
112-29 |
5-30 |
5.1% |
1-00 |
0.9% |
76% |
False |
False |
4,222 |
| 40 |
120-19 |
112-29 |
7-22 |
6.5% |
1-04 |
1.0% |
59% |
False |
False |
2,205 |
| 60 |
122-07 |
112-29 |
9-10 |
7.9% |
1-02 |
0.9% |
49% |
False |
False |
1,478 |
| 80 |
124-06 |
112-29 |
11-09 |
9.6% |
0-28 |
0.7% |
40% |
False |
False |
1,109 |
| 100 |
126-03 |
112-29 |
13-06 |
11.2% |
0-22 |
0.6% |
34% |
False |
False |
887 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-30 |
|
2.618 |
120-16 |
|
1.618 |
119-20 |
|
1.000 |
119-03 |
|
0.618 |
118-24 |
|
HIGH |
118-07 |
|
0.618 |
117-28 |
|
0.500 |
117-25 |
|
0.382 |
117-22 |
|
LOW |
117-11 |
|
0.618 |
116-26 |
|
1.000 |
116-15 |
|
1.618 |
115-30 |
|
2.618 |
115-02 |
|
4.250 |
113-20 |
|
|
| Fisher Pivots for day following 17-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-25 |
117-28 |
| PP |
117-21 |
117-23 |
| S1 |
117-18 |
117-18 |
|