ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 20-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2024 |
20-May-2024 |
Change |
Change % |
Previous Week |
| Open |
118-07 |
117-13 |
-0-26 |
-0.7% |
116-07 |
| High |
118-07 |
117-20 |
-0-19 |
-0.5% |
118-27 |
| Low |
117-11 |
116-29 |
-0-14 |
-0.4% |
115-24 |
| Close |
117-14 |
117-06 |
-0-08 |
-0.2% |
117-14 |
| Range |
0-28 |
0-23 |
-0-05 |
-17.9% |
3-03 |
| ATR |
1-03 |
1-02 |
-0-01 |
-2.4% |
0-00 |
| Volume |
12,185 |
28,691 |
16,506 |
135.5% |
67,166 |
|
| Daily Pivots for day following 20-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-13 |
119-00 |
117-19 |
|
| R3 |
118-22 |
118-09 |
117-12 |
|
| R2 |
117-31 |
117-31 |
117-10 |
|
| R1 |
117-18 |
117-18 |
117-08 |
117-13 |
| PP |
117-08 |
117-08 |
117-08 |
117-05 |
| S1 |
116-27 |
116-27 |
117-04 |
116-22 |
| S2 |
116-17 |
116-17 |
117-02 |
|
| S3 |
115-26 |
116-04 |
117-00 |
|
| S4 |
115-03 |
115-13 |
116-25 |
|
|
| 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% |
1-01 |
0.9% |
46% |
False |
False |
16,757 |
| 10 |
118-27 |
115-24 |
3-03 |
2.6% |
0-30 |
0.8% |
46% |
False |
False |
10,749 |
| 20 |
118-27 |
112-29 |
5-30 |
5.1% |
1-00 |
0.9% |
72% |
False |
False |
5,650 |
| 40 |
120-19 |
112-29 |
7-22 |
6.6% |
1-04 |
1.0% |
56% |
False |
False |
2,922 |
| 60 |
122-07 |
112-29 |
9-10 |
7.9% |
1-02 |
0.9% |
46% |
False |
False |
1,956 |
| 80 |
124-06 |
112-29 |
11-09 |
9.6% |
0-28 |
0.7% |
38% |
False |
False |
1,467 |
| 100 |
126-03 |
112-29 |
13-06 |
11.3% |
0-22 |
0.6% |
32% |
False |
False |
1,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-22 |
|
2.618 |
119-16 |
|
1.618 |
118-25 |
|
1.000 |
118-11 |
|
0.618 |
118-02 |
|
HIGH |
117-20 |
|
0.618 |
117-11 |
|
0.500 |
117-08 |
|
0.382 |
117-06 |
|
LOW |
116-29 |
|
0.618 |
116-15 |
|
1.000 |
116-06 |
|
1.618 |
115-24 |
|
2.618 |
115-01 |
|
4.250 |
113-27 |
|
|
| Fisher Pivots for day following 20-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-08 |
117-28 |
| PP |
117-08 |
117-21 |
| S1 |
117-07 |
117-13 |
|