ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 31-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2024 |
31-May-2024 |
Change |
Change % |
Previous Week |
| Open |
114-26 |
115-19 |
0-25 |
0.7% |
117-05 |
| High |
115-23 |
116-16 |
0-25 |
0.7% |
117-10 |
| Low |
114-19 |
115-10 |
0-23 |
0.6% |
114-13 |
| Close |
115-17 |
116-02 |
0-17 |
0.5% |
116-02 |
| Range |
1-04 |
1-06 |
0-02 |
5.6% |
2-29 |
| ATR |
1-03 |
1-03 |
0-00 |
0.7% |
0-00 |
| Volume |
387,678 |
641,163 |
253,485 |
65.4% |
2,826,968 |
|
| Daily Pivots for day following 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-17 |
118-31 |
116-23 |
|
| R3 |
118-11 |
117-25 |
116-12 |
|
| R2 |
117-05 |
117-05 |
116-09 |
|
| R1 |
116-19 |
116-19 |
116-05 |
116-28 |
| PP |
115-31 |
115-31 |
115-31 |
116-03 |
| S1 |
115-13 |
115-13 |
115-31 |
115-22 |
| S2 |
114-25 |
114-25 |
115-27 |
|
| S3 |
113-19 |
114-07 |
115-24 |
|
| S4 |
112-13 |
113-01 |
115-13 |
|
|
| Weekly Pivots for week ending 31-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-21 |
123-08 |
117-21 |
|
| R3 |
121-24 |
120-11 |
116-28 |
|
| R2 |
118-27 |
118-27 |
116-19 |
|
| R1 |
117-14 |
117-14 |
116-11 |
116-22 |
| PP |
115-30 |
115-30 |
115-30 |
115-18 |
| S1 |
114-17 |
114-17 |
115-25 |
113-25 |
| S2 |
113-01 |
113-01 |
115-17 |
|
| S3 |
110-04 |
111-20 |
115-08 |
|
| S4 |
107-07 |
108-23 |
114-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-10 |
114-13 |
2-29 |
2.5% |
1-07 |
1.0% |
57% |
False |
False |
642,732 |
| 10 |
118-07 |
114-13 |
3-26 |
3.3% |
1-01 |
0.9% |
43% |
False |
False |
408,483 |
| 20 |
118-27 |
114-13 |
4-14 |
3.8% |
1-01 |
0.9% |
37% |
False |
False |
207,641 |
| 40 |
118-27 |
112-29 |
5-30 |
5.1% |
1-04 |
1.0% |
53% |
False |
False |
104,006 |
| 60 |
122-07 |
112-29 |
9-10 |
8.0% |
1-02 |
0.9% |
34% |
False |
False |
69,350 |
| 80 |
122-07 |
112-29 |
9-10 |
8.0% |
0-31 |
0.8% |
34% |
False |
False |
52,017 |
| 100 |
124-06 |
112-29 |
11-09 |
9.7% |
0-25 |
0.7% |
28% |
False |
False |
41,613 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-18 |
|
2.618 |
119-19 |
|
1.618 |
118-13 |
|
1.000 |
117-22 |
|
0.618 |
117-07 |
|
HIGH |
116-16 |
|
0.618 |
116-01 |
|
0.500 |
115-29 |
|
0.382 |
115-25 |
|
LOW |
115-10 |
|
0.618 |
114-19 |
|
1.000 |
114-04 |
|
1.618 |
113-13 |
|
2.618 |
112-07 |
|
4.250 |
110-08 |
|
|
| Fisher Pivots for day following 31-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-00 |
115-28 |
| PP |
115-31 |
115-21 |
| S1 |
115-29 |
115-14 |
|