ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 11-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2024 |
11-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
118-00 |
115-25 |
-2-07 |
-1.9% |
120-11 |
| High |
118-10 |
116-01 |
-2-09 |
-1.9% |
120-15 |
| Low |
115-13 |
114-29 |
-0-16 |
-0.4% |
116-24 |
| Close |
115-18 |
115-08 |
-0-10 |
-0.3% |
117-17 |
| Range |
2-29 |
1-04 |
-1-25 |
-61.3% |
3-23 |
| ATR |
1-11 |
1-10 |
0-00 |
-1.1% |
0-00 |
| Volume |
717,703 |
652,036 |
-65,667 |
-9.1% |
2,518,911 |
|
| Daily Pivots for day following 11-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-25 |
118-04 |
115-28 |
|
| R3 |
117-21 |
117-00 |
115-18 |
|
| R2 |
116-17 |
116-17 |
115-15 |
|
| R1 |
115-28 |
115-28 |
115-11 |
115-20 |
| PP |
115-13 |
115-13 |
115-13 |
115-09 |
| S1 |
114-24 |
114-24 |
115-05 |
114-16 |
| S2 |
114-09 |
114-09 |
115-01 |
|
| S3 |
113-05 |
113-20 |
114-30 |
|
| S4 |
112-01 |
112-16 |
114-20 |
|
|
| 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 |
118-15 |
114-29 |
3-18 |
3.1% |
1-17 |
1.3% |
10% |
False |
True |
544,393 |
| 10 |
120-20 |
114-29 |
5-23 |
5.0% |
1-15 |
1.3% |
6% |
False |
True |
518,102 |
| 20 |
120-20 |
114-29 |
5-23 |
5.0% |
1-08 |
1.1% |
6% |
False |
True |
435,061 |
| 40 |
122-13 |
114-29 |
7-16 |
6.5% |
1-07 |
1.0% |
5% |
False |
True |
405,338 |
| 60 |
124-24 |
114-29 |
9-27 |
8.5% |
1-08 |
1.1% |
3% |
False |
True |
270,636 |
| 80 |
126-00 |
114-29 |
11-03 |
9.6% |
1-07 |
1.1% |
3% |
False |
True |
203,010 |
| 100 |
126-00 |
114-29 |
11-03 |
9.6% |
1-05 |
1.0% |
3% |
False |
True |
162,413 |
| 120 |
126-00 |
108-00 |
18-00 |
15.6% |
1-00 |
0.9% |
40% |
False |
False |
135,344 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-26 |
|
2.618 |
118-31 |
|
1.618 |
117-27 |
|
1.000 |
117-05 |
|
0.618 |
116-23 |
|
HIGH |
116-01 |
|
0.618 |
115-19 |
|
0.500 |
115-15 |
|
0.382 |
115-11 |
|
LOW |
114-29 |
|
0.618 |
114-07 |
|
1.000 |
113-25 |
|
1.618 |
113-03 |
|
2.618 |
111-31 |
|
4.250 |
110-04 |
|
|
| Fisher Pivots for day following 11-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
115-15 |
116-20 |
| PP |
115-13 |
116-05 |
| S1 |
115-10 |
115-22 |
|