ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 30-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2024 |
30-May-2024 |
Change |
Change % |
Previous Week |
| Open |
115-24 |
114-26 |
-0-30 |
-0.8% |
117-13 |
| High |
115-28 |
115-23 |
-0-05 |
-0.1% |
117-25 |
| Low |
114-13 |
114-19 |
0-06 |
0.2% |
116-17 |
| Close |
114-20 |
115-17 |
0-29 |
0.8% |
116-31 |
| Range |
1-15 |
1-04 |
-0-11 |
-23.4% |
1-08 |
| ATR |
1-02 |
1-03 |
0-00 |
0.3% |
0-00 |
| Volume |
730,131 |
387,678 |
-342,453 |
-46.9% |
1,245,684 |
|
| Daily Pivots for day following 30-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-21 |
118-07 |
116-05 |
|
| R3 |
117-17 |
117-03 |
115-27 |
|
| R2 |
116-13 |
116-13 |
115-24 |
|
| R1 |
115-31 |
115-31 |
115-20 |
116-06 |
| PP |
115-09 |
115-09 |
115-09 |
115-12 |
| S1 |
114-27 |
114-27 |
115-14 |
115-02 |
| S2 |
114-05 |
114-05 |
115-10 |
|
| S3 |
113-01 |
113-23 |
115-07 |
|
| S4 |
111-29 |
112-19 |
114-29 |
|
|
| 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 |
114-13 |
3-12 |
2.9% |
1-07 |
1.0% |
33% |
False |
False |
623,903 |
| 10 |
118-27 |
114-13 |
4-14 |
3.8% |
1-00 |
0.9% |
25% |
False |
False |
345,101 |
| 20 |
118-27 |
114-04 |
4-23 |
4.1% |
1-01 |
0.9% |
30% |
False |
False |
175,630 |
| 40 |
118-27 |
112-29 |
5-30 |
5.1% |
1-04 |
1.0% |
44% |
False |
False |
87,977 |
| 60 |
122-07 |
112-29 |
9-10 |
8.1% |
1-02 |
0.9% |
28% |
False |
False |
58,664 |
| 80 |
122-07 |
112-29 |
9-10 |
8.1% |
0-31 |
0.8% |
28% |
False |
False |
44,002 |
| 100 |
124-06 |
112-29 |
11-09 |
9.8% |
0-25 |
0.7% |
23% |
False |
False |
35,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-16 |
|
2.618 |
118-21 |
|
1.618 |
117-17 |
|
1.000 |
116-27 |
|
0.618 |
116-13 |
|
HIGH |
115-23 |
|
0.618 |
115-09 |
|
0.500 |
115-05 |
|
0.382 |
115-01 |
|
LOW |
114-19 |
|
0.618 |
113-29 |
|
1.000 |
113-15 |
|
1.618 |
112-25 |
|
2.618 |
111-21 |
|
4.250 |
109-26 |
|
|
| Fisher Pivots for day following 30-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
115-13 |
115-28 |
| PP |
115-09 |
115-24 |
| S1 |
115-05 |
115-20 |
|