ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 28-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2024 |
28-May-2024 |
Change |
Change % |
Previous Week |
| Open |
116-28 |
117-05 |
0-09 |
0.2% |
117-13 |
| High |
117-06 |
117-10 |
0-04 |
0.1% |
117-25 |
| Low |
116-17 |
115-23 |
-0-26 |
-0.7% |
116-17 |
| Close |
116-31 |
115-28 |
-1-03 |
-0.9% |
116-31 |
| Range |
0-21 |
1-19 |
0-30 |
142.9% |
1-08 |
| ATR |
1-00 |
1-02 |
0-01 |
4.2% |
0-00 |
| Volume |
386,693 |
1,067,996 |
681,303 |
176.2% |
1,245,684 |
|
| Daily Pivots for day following 28-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-03 |
120-02 |
116-24 |
|
| R3 |
119-16 |
118-15 |
116-10 |
|
| R2 |
117-29 |
117-29 |
116-05 |
|
| R1 |
116-28 |
116-28 |
116-01 |
116-19 |
| PP |
116-10 |
116-10 |
116-10 |
116-05 |
| S1 |
115-09 |
115-09 |
115-23 |
115-00 |
| S2 |
114-23 |
114-23 |
115-19 |
|
| S3 |
113-04 |
113-22 |
115-14 |
|
| S4 |
111-17 |
112-03 |
115-00 |
|
|
| Weekly Pivots for week ending 24-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-27 |
120-05 |
117-21 |
|
| R3 |
119-19 |
118-29 |
117-10 |
|
| R2 |
118-11 |
118-11 |
117-06 |
|
| R1 |
117-21 |
117-21 |
117-03 |
117-12 |
| PP |
117-03 |
117-03 |
117-03 |
116-30 |
| S1 |
116-13 |
116-13 |
116-27 |
116-04 |
| S2 |
115-27 |
115-27 |
116-24 |
|
| S3 |
114-19 |
115-05 |
116-20 |
|
| S4 |
113-11 |
113-29 |
116-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-25 |
115-23 |
2-02 |
1.8% |
1-00 |
0.9% |
8% |
False |
True |
456,997 |
| 10 |
118-27 |
115-23 |
3-04 |
2.7% |
1-01 |
0.9% |
5% |
False |
True |
236,877 |
| 20 |
118-27 |
113-25 |
5-02 |
4.4% |
1-00 |
0.9% |
41% |
False |
False |
119,812 |
| 40 |
118-27 |
112-29 |
5-30 |
5.1% |
1-04 |
1.0% |
50% |
False |
False |
60,039 |
| 60 |
122-07 |
112-29 |
9-10 |
8.0% |
1-02 |
0.9% |
32% |
False |
False |
40,036 |
| 80 |
122-07 |
112-29 |
9-10 |
8.0% |
0-30 |
0.8% |
32% |
False |
False |
30,030 |
| 100 |
124-06 |
112-29 |
11-09 |
9.7% |
0-24 |
0.6% |
26% |
False |
False |
24,024 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-03 |
|
2.618 |
121-16 |
|
1.618 |
119-29 |
|
1.000 |
118-29 |
|
0.618 |
118-10 |
|
HIGH |
117-10 |
|
0.618 |
116-23 |
|
0.500 |
116-16 |
|
0.382 |
116-10 |
|
LOW |
115-23 |
|
0.618 |
114-23 |
|
1.000 |
114-04 |
|
1.618 |
113-04 |
|
2.618 |
111-17 |
|
4.250 |
108-30 |
|
|
| Fisher Pivots for day following 28-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-16 |
116-24 |
| PP |
116-10 |
116-15 |
| S1 |
116-03 |
116-05 |
|