ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 23-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2024 |
23-May-2024 |
Change |
Change % |
Previous Week |
| Open |
117-16 |
117-20 |
0-04 |
0.1% |
116-07 |
| High |
117-21 |
117-25 |
0-04 |
0.1% |
118-27 |
| Low |
116-28 |
116-18 |
-0-10 |
-0.3% |
115-24 |
| Close |
117-13 |
116-31 |
-0-14 |
-0.4% |
117-14 |
| Range |
0-25 |
1-07 |
0-14 |
56.0% |
3-03 |
| ATR |
1-01 |
1-01 |
0-00 |
1.4% |
0-00 |
| Volume |
156,656 |
547,020 |
390,364 |
249.2% |
67,166 |
|
| Daily Pivots for day following 23-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-24 |
120-03 |
117-20 |
|
| R3 |
119-17 |
118-28 |
117-10 |
|
| R2 |
118-10 |
118-10 |
117-06 |
|
| R1 |
117-21 |
117-21 |
117-03 |
117-12 |
| PP |
117-03 |
117-03 |
117-03 |
116-31 |
| S1 |
116-14 |
116-14 |
116-27 |
116-05 |
| S2 |
115-28 |
115-28 |
116-24 |
|
| S3 |
114-21 |
115-07 |
116-20 |
|
| S4 |
113-14 |
114-00 |
116-10 |
|
|
| 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 |
118-07 |
116-18 |
1-21 |
1.4% |
0-28 |
0.7% |
25% |
False |
True |
174,235 |
| 10 |
118-27 |
115-24 |
3-03 |
2.6% |
0-30 |
0.8% |
39% |
False |
False |
93,022 |
| 20 |
118-27 |
113-08 |
5-19 |
4.8% |
0-31 |
0.8% |
66% |
False |
False |
47,104 |
| 40 |
120-19 |
112-29 |
7-22 |
6.6% |
1-04 |
1.0% |
53% |
False |
False |
23,676 |
| 60 |
122-07 |
112-29 |
9-10 |
8.0% |
1-02 |
0.9% |
44% |
False |
False |
15,792 |
| 80 |
124-06 |
112-29 |
11-09 |
9.6% |
0-29 |
0.8% |
36% |
False |
False |
11,846 |
| 100 |
124-10 |
112-29 |
11-13 |
9.8% |
0-23 |
0.6% |
36% |
False |
False |
9,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-31 |
|
2.618 |
120-31 |
|
1.618 |
119-24 |
|
1.000 |
119-00 |
|
0.618 |
118-17 |
|
HIGH |
117-25 |
|
0.618 |
117-10 |
|
0.500 |
117-06 |
|
0.382 |
117-01 |
|
LOW |
116-18 |
|
0.618 |
115-26 |
|
1.000 |
115-11 |
|
1.618 |
114-19 |
|
2.618 |
113-12 |
|
4.250 |
111-12 |
|
|
| Fisher Pivots for day following 23-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-06 |
117-06 |
| PP |
117-03 |
117-03 |
| S1 |
117-01 |
117-01 |
|