ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 09-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2024 |
09-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
117-03 |
117-04 |
0-01 |
0.0% |
120-11 |
| High |
117-10 |
118-05 |
0-27 |
0.7% |
120-15 |
| Low |
116-11 |
117-00 |
0-21 |
0.6% |
116-24 |
| Close |
117-04 |
117-31 |
0-27 |
0.7% |
117-17 |
| Range |
0-31 |
1-05 |
0-06 |
19.4% |
3-23 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.4% |
0-00 |
| Volume |
454,746 |
388,353 |
-66,393 |
-14.6% |
2,518,911 |
|
| Daily Pivots for day following 09-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-06 |
120-23 |
118-19 |
|
| R3 |
120-01 |
119-18 |
118-09 |
|
| R2 |
118-28 |
118-28 |
118-06 |
|
| R1 |
118-13 |
118-13 |
118-02 |
118-20 |
| PP |
117-23 |
117-23 |
117-23 |
117-26 |
| S1 |
117-08 |
117-08 |
117-28 |
117-16 |
| S2 |
116-18 |
116-18 |
117-24 |
|
| S3 |
115-13 |
116-03 |
117-21 |
|
| S4 |
114-08 |
114-30 |
117-11 |
|
|
| 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 |
118-17 |
116-11 |
2-06 |
1.9% |
1-06 |
1.0% |
74% |
False |
False |
473,452 |
| 10 |
120-20 |
116-11 |
4-09 |
3.6% |
1-07 |
1.0% |
38% |
False |
False |
444,248 |
| 20 |
121-27 |
116-11 |
5-16 |
4.7% |
1-05 |
1.0% |
30% |
False |
False |
406,990 |
| 40 |
122-13 |
116-11 |
6-02 |
5.1% |
1-06 |
1.0% |
27% |
False |
False |
371,221 |
| 60 |
124-24 |
116-11 |
8-13 |
7.1% |
1-07 |
1.0% |
19% |
False |
False |
247,830 |
| 80 |
126-00 |
116-11 |
9-21 |
8.2% |
1-07 |
1.0% |
17% |
False |
False |
185,889 |
| 100 |
126-00 |
114-16 |
11-16 |
9.7% |
1-04 |
0.9% |
30% |
False |
False |
148,715 |
| 120 |
126-00 |
108-00 |
18-00 |
15.3% |
0-31 |
0.8% |
55% |
False |
False |
123,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-02 |
|
2.618 |
121-06 |
|
1.618 |
120-01 |
|
1.000 |
119-10 |
|
0.618 |
118-28 |
|
HIGH |
118-05 |
|
0.618 |
117-23 |
|
0.500 |
117-18 |
|
0.382 |
117-14 |
|
LOW |
117-00 |
|
0.618 |
116-09 |
|
1.000 |
115-27 |
|
1.618 |
115-04 |
|
2.618 |
113-31 |
|
4.250 |
112-03 |
|
|
| Fisher Pivots for day following 09-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-27 |
117-25 |
| PP |
117-23 |
117-19 |
| S1 |
117-18 |
117-13 |
|