ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 10-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2024 |
10-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
117-04 |
118-00 |
0-28 |
0.7% |
120-11 |
| High |
118-05 |
118-10 |
0-05 |
0.1% |
120-15 |
| Low |
117-00 |
115-13 |
-1-19 |
-1.4% |
116-24 |
| Close |
117-31 |
115-18 |
-2-13 |
-2.0% |
117-17 |
| Range |
1-05 |
2-29 |
1-24 |
151.4% |
3-23 |
| ATR |
1-07 |
1-11 |
0-04 |
9.9% |
0-00 |
| Volume |
388,353 |
717,703 |
329,350 |
84.8% |
2,518,911 |
|
| Daily Pivots for day following 10-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-05 |
123-08 |
117-05 |
|
| R3 |
122-08 |
120-11 |
116-12 |
|
| R2 |
119-11 |
119-11 |
116-03 |
|
| R1 |
117-14 |
117-14 |
115-27 |
116-30 |
| PP |
116-14 |
116-14 |
116-14 |
116-06 |
| S1 |
114-17 |
114-17 |
115-09 |
114-01 |
| S2 |
113-17 |
113-17 |
115-01 |
|
| S3 |
110-20 |
111-20 |
114-24 |
|
| S4 |
107-23 |
108-23 |
113-31 |
|
|
| 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 |
115-13 |
3-04 |
2.7% |
1-17 |
1.3% |
5% |
False |
True |
509,020 |
| 10 |
120-20 |
115-13 |
5-07 |
4.5% |
1-14 |
1.2% |
3% |
False |
True |
486,454 |
| 20 |
121-05 |
115-13 |
5-24 |
5.0% |
1-08 |
1.1% |
3% |
False |
True |
421,181 |
| 40 |
122-13 |
115-13 |
7-00 |
6.1% |
1-08 |
1.1% |
2% |
False |
True |
389,116 |
| 60 |
124-24 |
115-13 |
9-11 |
8.1% |
1-08 |
1.1% |
2% |
False |
True |
259,790 |
| 80 |
126-00 |
115-13 |
10-19 |
9.2% |
1-07 |
1.1% |
1% |
False |
True |
194,860 |
| 100 |
126-00 |
114-16 |
11-16 |
10.0% |
1-05 |
1.0% |
9% |
False |
False |
155,892 |
| 120 |
126-00 |
108-00 |
18-00 |
15.6% |
1-00 |
0.9% |
42% |
False |
False |
129,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-21 |
|
2.618 |
125-29 |
|
1.618 |
123-00 |
|
1.000 |
121-07 |
|
0.618 |
120-03 |
|
HIGH |
118-10 |
|
0.618 |
117-06 |
|
0.500 |
116-28 |
|
0.382 |
116-17 |
|
LOW |
115-13 |
|
0.618 |
113-20 |
|
1.000 |
112-16 |
|
1.618 |
110-23 |
|
2.618 |
107-26 |
|
4.250 |
103-02 |
|
|
| Fisher Pivots for day following 10-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-28 |
116-28 |
| PP |
116-14 |
116-14 |
| S1 |
116-00 |
116-00 |
|