ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 12-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2024 |
12-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
115-25 |
115-00 |
-0-25 |
-0.7% |
117-03 |
| High |
116-01 |
116-14 |
0-13 |
0.4% |
118-10 |
| Low |
114-29 |
114-31 |
0-02 |
0.1% |
114-29 |
| Close |
115-08 |
116-07 |
0-31 |
0.8% |
116-07 |
| Range |
1-04 |
1-15 |
0-11 |
30.6% |
3-13 |
| ATR |
1-10 |
1-11 |
0-00 |
0.8% |
0-00 |
| Volume |
652,036 |
450,942 |
-201,094 |
-30.8% |
2,663,780 |
|
| Daily Pivots for day following 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-09 |
119-23 |
117-01 |
|
| R3 |
118-26 |
118-08 |
116-20 |
|
| R2 |
117-11 |
117-11 |
116-16 |
|
| R1 |
116-25 |
116-25 |
116-11 |
117-02 |
| PP |
115-28 |
115-28 |
115-28 |
116-00 |
| S1 |
115-10 |
115-10 |
116-03 |
115-19 |
| S2 |
114-13 |
114-13 |
115-30 |
|
| S3 |
112-30 |
113-27 |
115-26 |
|
| S4 |
111-15 |
112-12 |
115-13 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-22 |
124-28 |
118-03 |
|
| R3 |
123-09 |
121-15 |
117-05 |
|
| R2 |
119-28 |
119-28 |
116-27 |
|
| R1 |
118-02 |
118-02 |
116-17 |
117-08 |
| PP |
116-15 |
116-15 |
116-15 |
116-03 |
| S1 |
114-21 |
114-21 |
115-29 |
113-28 |
| S2 |
113-02 |
113-02 |
115-19 |
|
| S3 |
109-21 |
111-08 |
115-09 |
|
| S4 |
106-08 |
107-27 |
114-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-10 |
114-29 |
3-13 |
2.9% |
1-17 |
1.3% |
39% |
False |
False |
532,756 |
| 10 |
120-15 |
114-29 |
5-18 |
4.8% |
1-17 |
1.3% |
24% |
False |
False |
518,269 |
| 20 |
120-20 |
114-29 |
5-23 |
4.9% |
1-07 |
1.1% |
23% |
False |
False |
434,299 |
| 40 |
122-13 |
114-29 |
7-16 |
6.5% |
1-07 |
1.0% |
18% |
False |
False |
416,551 |
| 60 |
124-24 |
114-29 |
9-27 |
8.5% |
1-08 |
1.1% |
13% |
False |
False |
278,146 |
| 80 |
126-00 |
114-29 |
11-03 |
9.5% |
1-07 |
1.1% |
12% |
False |
False |
208,647 |
| 100 |
126-00 |
114-29 |
11-03 |
9.5% |
1-05 |
1.0% |
12% |
False |
False |
166,922 |
| 120 |
126-00 |
108-00 |
18-00 |
15.5% |
1-01 |
0.9% |
46% |
False |
False |
139,102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-22 |
|
2.618 |
120-09 |
|
1.618 |
118-26 |
|
1.000 |
117-29 |
|
0.618 |
117-11 |
|
HIGH |
116-14 |
|
0.618 |
115-28 |
|
0.500 |
115-22 |
|
0.382 |
115-17 |
|
LOW |
114-31 |
|
0.618 |
114-02 |
|
1.000 |
113-16 |
|
1.618 |
112-19 |
|
2.618 |
111-04 |
|
4.250 |
108-23 |
|
|
| Fisher Pivots for day following 12-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-02 |
116-20 |
| PP |
115-28 |
116-15 |
| S1 |
115-22 |
116-11 |
|