ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 05-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2024 |
05-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
117-30 |
118-11 |
0-13 |
0.3% |
120-11 |
| High |
118-17 |
118-15 |
-0-02 |
-0.1% |
120-15 |
| Low |
117-12 |
117-01 |
-0-11 |
-0.3% |
116-24 |
| Close |
118-13 |
117-17 |
-0-28 |
-0.7% |
117-17 |
| Range |
1-05 |
1-14 |
0-09 |
24.3% |
3-23 |
| ATR |
1-07 |
1-07 |
0-01 |
1.4% |
0-00 |
| Volume |
475,174 |
509,127 |
33,953 |
7.1% |
2,518,911 |
|
| Daily Pivots for day following 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-00 |
121-06 |
118-10 |
|
| R3 |
120-18 |
119-24 |
117-30 |
|
| R2 |
119-04 |
119-04 |
117-25 |
|
| R1 |
118-10 |
118-10 |
117-21 |
118-00 |
| PP |
117-22 |
117-22 |
117-22 |
117-16 |
| S1 |
116-28 |
116-28 |
117-13 |
116-18 |
| S2 |
116-08 |
116-08 |
117-09 |
|
| S3 |
114-26 |
115-14 |
117-04 |
|
| S4 |
113-12 |
114-00 |
116-24 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-13 |
127-06 |
119-18 |
|
| R3 |
125-22 |
123-15 |
118-18 |
|
| R2 |
121-31 |
121-31 |
118-07 |
|
| R1 |
119-24 |
119-24 |
117-28 |
119-00 |
| PP |
118-08 |
118-08 |
118-08 |
117-28 |
| S1 |
116-01 |
116-01 |
117-06 |
115-09 |
| S2 |
114-17 |
114-17 |
116-27 |
|
| S3 |
110-26 |
112-10 |
116-16 |
|
| S4 |
107-03 |
108-19 |
115-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-15 |
116-24 |
3-23 |
3.2% |
1-16 |
1.3% |
21% |
False |
False |
503,782 |
| 10 |
120-20 |
116-24 |
3-28 |
3.3% |
1-07 |
1.0% |
20% |
False |
False |
416,453 |
| 20 |
122-09 |
116-24 |
5-17 |
4.7% |
1-05 |
1.0% |
14% |
False |
False |
401,067 |
| 40 |
122-13 |
116-24 |
5-21 |
4.8% |
1-06 |
1.0% |
14% |
False |
False |
350,261 |
| 60 |
124-24 |
116-24 |
8-00 |
6.8% |
1-08 |
1.1% |
10% |
False |
False |
233,781 |
| 80 |
126-00 |
116-24 |
9-08 |
7.9% |
1-07 |
1.0% |
8% |
False |
False |
175,351 |
| 100 |
126-00 |
112-20 |
13-12 |
11.4% |
1-04 |
0.9% |
37% |
False |
False |
140,284 |
| 120 |
126-00 |
108-00 |
18-00 |
15.3% |
0-31 |
0.8% |
53% |
False |
False |
116,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-18 |
|
2.618 |
122-07 |
|
1.618 |
120-25 |
|
1.000 |
119-29 |
|
0.618 |
119-11 |
|
HIGH |
118-15 |
|
0.618 |
117-29 |
|
0.500 |
117-24 |
|
0.382 |
117-19 |
|
LOW |
117-01 |
|
0.618 |
116-05 |
|
1.000 |
115-19 |
|
1.618 |
114-23 |
|
2.618 |
113-09 |
|
4.250 |
110-30 |
|
|
| Fisher Pivots for day following 05-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-24 |
117-20 |
| PP |
117-22 |
117-19 |
| S1 |
117-19 |
117-18 |
|