ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 15-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2024 |
15-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
115-00 |
116-01 |
1-01 |
0.9% |
117-03 |
| High |
116-14 |
116-01 |
-0-13 |
-0.3% |
118-10 |
| Low |
114-31 |
113-29 |
-1-02 |
-0.9% |
114-29 |
| Close |
116-07 |
114-09 |
-1-30 |
-1.7% |
116-07 |
| Range |
1-15 |
2-04 |
0-21 |
44.7% |
3-13 |
| ATR |
1-11 |
1-13 |
0-02 |
5.3% |
0-00 |
| Volume |
450,942 |
631,164 |
180,222 |
40.0% |
2,663,780 |
|
| Daily Pivots for day following 15-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-04 |
119-26 |
115-14 |
|
| R3 |
119-00 |
117-22 |
114-28 |
|
| R2 |
116-28 |
116-28 |
114-21 |
|
| R1 |
115-18 |
115-18 |
114-15 |
115-05 |
| PP |
114-24 |
114-24 |
114-24 |
114-17 |
| S1 |
113-14 |
113-14 |
114-03 |
113-01 |
| S2 |
112-20 |
112-20 |
113-29 |
|
| S3 |
110-16 |
111-10 |
113-22 |
|
| S4 |
108-12 |
109-06 |
113-04 |
|
|
| 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 |
113-29 |
4-13 |
3.9% |
1-24 |
1.5% |
9% |
False |
True |
568,039 |
| 10 |
118-26 |
113-29 |
4-29 |
4.3% |
1-17 |
1.3% |
8% |
False |
True |
543,608 |
| 20 |
120-20 |
113-29 |
6-23 |
5.9% |
1-10 |
1.1% |
6% |
False |
True |
448,293 |
| 40 |
122-13 |
113-29 |
8-16 |
7.4% |
1-08 |
1.1% |
4% |
False |
True |
432,122 |
| 60 |
124-24 |
113-29 |
10-27 |
9.5% |
1-09 |
1.1% |
3% |
False |
True |
288,661 |
| 80 |
126-00 |
113-29 |
12-03 |
10.6% |
1-08 |
1.1% |
3% |
False |
True |
216,536 |
| 100 |
126-00 |
113-29 |
12-03 |
10.6% |
1-06 |
1.0% |
3% |
False |
True |
173,234 |
| 120 |
126-00 |
108-00 |
18-00 |
15.8% |
1-01 |
0.9% |
35% |
False |
False |
144,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-02 |
|
2.618 |
121-19 |
|
1.618 |
119-15 |
|
1.000 |
118-05 |
|
0.618 |
117-11 |
|
HIGH |
116-01 |
|
0.618 |
115-07 |
|
0.500 |
114-31 |
|
0.382 |
114-23 |
|
LOW |
113-29 |
|
0.618 |
112-19 |
|
1.000 |
111-25 |
|
1.618 |
110-15 |
|
2.618 |
108-11 |
|
4.250 |
104-28 |
|
|
| Fisher Pivots for day following 15-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-31 |
115-06 |
| PP |
114-24 |
114-28 |
| S1 |
114-16 |
114-18 |
|