ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 17-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2024 |
17-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
114-17 |
113-27 |
-0-22 |
-0.6% |
117-03 |
| High |
114-24 |
114-31 |
0-07 |
0.2% |
118-10 |
| Low |
113-10 |
113-20 |
0-10 |
0.3% |
114-29 |
| Close |
113-31 |
114-27 |
0-28 |
0.8% |
116-07 |
| Range |
1-14 |
1-11 |
-0-03 |
-6.5% |
3-13 |
| ATR |
1-13 |
1-13 |
0-00 |
-0.3% |
0-00 |
| Volume |
651,475 |
505,306 |
-146,169 |
-22.4% |
2,663,780 |
|
| Daily Pivots for day following 17-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-16 |
118-01 |
115-19 |
|
| R3 |
117-05 |
116-22 |
115-07 |
|
| R2 |
115-26 |
115-26 |
115-03 |
|
| R1 |
115-11 |
115-11 |
114-31 |
115-18 |
| PP |
114-15 |
114-15 |
114-15 |
114-19 |
| S1 |
114-00 |
114-00 |
114-23 |
114-08 |
| S2 |
113-04 |
113-04 |
114-19 |
|
| S3 |
111-25 |
112-21 |
114-15 |
|
| S4 |
110-14 |
111-10 |
114-03 |
|
|
| 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 |
116-14 |
113-10 |
3-04 |
2.7% |
1-16 |
1.3% |
49% |
False |
False |
578,184 |
| 10 |
118-17 |
113-10 |
5-07 |
4.5% |
1-16 |
1.3% |
29% |
False |
False |
543,602 |
| 20 |
120-20 |
113-10 |
7-10 |
6.4% |
1-12 |
1.2% |
21% |
False |
False |
470,029 |
| 40 |
122-13 |
113-10 |
9-03 |
7.9% |
1-08 |
1.1% |
17% |
False |
False |
459,973 |
| 60 |
124-24 |
113-10 |
11-14 |
10.0% |
1-09 |
1.1% |
13% |
False |
False |
307,928 |
| 80 |
126-00 |
113-10 |
12-22 |
11.0% |
1-08 |
1.1% |
12% |
False |
False |
230,993 |
| 100 |
126-00 |
113-10 |
12-22 |
11.0% |
1-07 |
1.1% |
12% |
False |
False |
184,802 |
| 120 |
126-00 |
108-19 |
17-13 |
15.2% |
1-01 |
0.9% |
36% |
False |
False |
154,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-22 |
|
2.618 |
118-16 |
|
1.618 |
117-05 |
|
1.000 |
116-10 |
|
0.618 |
115-26 |
|
HIGH |
114-31 |
|
0.618 |
114-15 |
|
0.500 |
114-10 |
|
0.382 |
114-04 |
|
LOW |
113-20 |
|
0.618 |
112-25 |
|
1.000 |
112-09 |
|
1.618 |
111-14 |
|
2.618 |
110-03 |
|
4.250 |
107-29 |
|
|
| Fisher Pivots for day following 17-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-21 |
114-25 |
| PP |
114-15 |
114-23 |
| S1 |
114-10 |
114-22 |
|