ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 01-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2024 |
01-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
120-10 |
120-11 |
0-01 |
0.0% |
119-31 |
| High |
120-20 |
120-15 |
-0-05 |
-0.1% |
120-20 |
| Low |
119-24 |
118-14 |
-1-10 |
-1.1% |
119-02 |
| Close |
120-14 |
118-16 |
-1-30 |
-1.6% |
120-14 |
| Range |
0-28 |
2-01 |
1-05 |
132.1% |
1-18 |
| ATR |
1-03 |
1-05 |
0-02 |
6.0% |
0-00 |
| Volume |
449,274 |
377,769 |
-71,505 |
-15.9% |
1,332,606 |
|
| Daily Pivots for day following 01-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-07 |
123-29 |
119-20 |
|
| R3 |
123-06 |
121-28 |
119-02 |
|
| R2 |
121-05 |
121-05 |
118-28 |
|
| R1 |
119-27 |
119-27 |
118-22 |
119-16 |
| PP |
119-04 |
119-04 |
119-04 |
118-31 |
| S1 |
117-26 |
117-26 |
118-10 |
117-14 |
| S2 |
117-03 |
117-03 |
118-04 |
|
| S3 |
115-02 |
115-25 |
117-30 |
|
| S4 |
113-01 |
113-24 |
117-12 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-23 |
124-05 |
121-10 |
|
| R3 |
123-05 |
122-19 |
120-28 |
|
| R2 |
121-19 |
121-19 |
120-23 |
|
| R1 |
121-01 |
121-01 |
120-19 |
121-10 |
| PP |
120-01 |
120-01 |
120-01 |
120-06 |
| S1 |
119-15 |
119-15 |
120-09 |
119-24 |
| S2 |
118-15 |
118-15 |
120-05 |
|
| S3 |
116-29 |
117-29 |
120-00 |
|
| S4 |
115-11 |
116-11 |
119-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-20 |
118-14 |
2-06 |
1.8% |
1-03 |
0.9% |
3% |
False |
True |
342,075 |
| 10 |
120-20 |
118-03 |
2-17 |
2.1% |
1-02 |
0.9% |
16% |
False |
False |
352,979 |
| 20 |
122-13 |
118-03 |
4-10 |
3.6% |
1-05 |
1.0% |
9% |
False |
False |
380,473 |
| 40 |
124-00 |
117-11 |
6-21 |
5.6% |
1-07 |
1.0% |
17% |
False |
False |
296,944 |
| 60 |
124-24 |
117-11 |
7-13 |
6.3% |
1-08 |
1.0% |
16% |
False |
False |
198,105 |
| 80 |
126-00 |
117-11 |
8-21 |
7.3% |
1-06 |
1.0% |
13% |
False |
False |
148,587 |
| 100 |
126-00 |
112-20 |
13-12 |
11.3% |
1-02 |
0.9% |
44% |
False |
False |
118,873 |
| 120 |
126-00 |
108-00 |
18-00 |
15.2% |
0-29 |
0.8% |
58% |
False |
False |
99,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-03 |
|
2.618 |
125-25 |
|
1.618 |
123-24 |
|
1.000 |
122-16 |
|
0.618 |
121-23 |
|
HIGH |
120-15 |
|
0.618 |
119-22 |
|
0.500 |
119-14 |
|
0.382 |
119-07 |
|
LOW |
118-14 |
|
0.618 |
117-06 |
|
1.000 |
116-13 |
|
1.618 |
115-05 |
|
2.618 |
113-04 |
|
4.250 |
109-26 |
|
|
| Fisher Pivots for day following 01-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-14 |
119-17 |
| PP |
119-04 |
119-06 |
| S1 |
118-26 |
118-27 |
|