ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 02-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2024 |
02-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
120-11 |
118-23 |
-1-20 |
-1.4% |
119-31 |
| High |
120-15 |
118-26 |
-1-21 |
-1.4% |
120-20 |
| Low |
118-14 |
117-05 |
-1-09 |
-1.1% |
119-02 |
| Close |
118-16 |
117-23 |
-0-25 |
-0.7% |
120-14 |
| Range |
2-01 |
1-21 |
-0-12 |
-18.5% |
1-18 |
| ATR |
1-05 |
1-07 |
0-01 |
3.0% |
0-00 |
| Volume |
377,769 |
616,978 |
239,209 |
63.3% |
1,332,606 |
|
| Daily Pivots for day following 02-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-28 |
121-30 |
118-20 |
|
| R3 |
121-07 |
120-09 |
118-06 |
|
| R2 |
119-18 |
119-18 |
118-01 |
|
| R1 |
118-20 |
118-20 |
117-28 |
118-08 |
| PP |
117-29 |
117-29 |
117-29 |
117-23 |
| S1 |
116-31 |
116-31 |
117-18 |
116-20 |
| S2 |
116-08 |
116-08 |
117-13 |
|
| S3 |
114-19 |
115-10 |
117-08 |
|
| S4 |
112-30 |
113-21 |
116-26 |
|
|
| 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 |
117-05 |
3-15 |
2.9% |
1-07 |
1.0% |
16% |
False |
True |
415,043 |
| 10 |
120-20 |
117-05 |
3-15 |
2.9% |
1-05 |
1.0% |
16% |
False |
True |
384,549 |
| 20 |
122-13 |
117-05 |
5-08 |
4.5% |
1-06 |
1.0% |
11% |
False |
True |
397,402 |
| 40 |
122-13 |
117-05 |
5-08 |
4.5% |
1-06 |
1.0% |
11% |
False |
True |
312,229 |
| 60 |
124-24 |
117-05 |
7-19 |
6.5% |
1-08 |
1.1% |
7% |
False |
True |
208,387 |
| 80 |
126-00 |
117-05 |
8-27 |
7.5% |
1-07 |
1.0% |
6% |
False |
True |
156,299 |
| 100 |
126-00 |
112-20 |
13-12 |
11.4% |
1-02 |
0.9% |
38% |
False |
False |
125,043 |
| 120 |
126-00 |
108-00 |
18-00 |
15.3% |
0-30 |
0.8% |
54% |
False |
False |
104,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-27 |
|
2.618 |
123-05 |
|
1.618 |
121-16 |
|
1.000 |
120-15 |
|
0.618 |
119-27 |
|
HIGH |
118-26 |
|
0.618 |
118-06 |
|
0.500 |
118-00 |
|
0.382 |
117-25 |
|
LOW |
117-05 |
|
0.618 |
116-04 |
|
1.000 |
115-16 |
|
1.618 |
114-15 |
|
2.618 |
112-26 |
|
4.250 |
110-04 |
|
|
| Fisher Pivots for day following 02-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-00 |
118-28 |
| PP |
117-29 |
118-16 |
| S1 |
117-26 |
118-04 |
|