ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 18-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2024 |
18-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
113-27 |
114-26 |
0-31 |
0.9% |
117-03 |
| High |
114-31 |
115-06 |
0-07 |
0.2% |
118-10 |
| Low |
113-20 |
114-02 |
0-14 |
0.4% |
114-29 |
| Close |
114-27 |
114-04 |
-0-23 |
-0.6% |
116-07 |
| Range |
1-11 |
1-04 |
-0-07 |
-16.3% |
3-13 |
| ATR |
1-13 |
1-12 |
-0-01 |
-1.4% |
0-00 |
| Volume |
505,306 |
401,745 |
-103,561 |
-20.5% |
2,663,780 |
|
| Daily Pivots for day following 18-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-27 |
117-03 |
114-24 |
|
| R3 |
116-23 |
115-31 |
114-14 |
|
| R2 |
115-19 |
115-19 |
114-11 |
|
| R1 |
114-27 |
114-27 |
114-07 |
114-21 |
| PP |
114-15 |
114-15 |
114-15 |
114-12 |
| S1 |
113-23 |
113-23 |
114-01 |
113-17 |
| S2 |
113-11 |
113-11 |
113-29 |
|
| S3 |
112-07 |
112-19 |
113-26 |
|
| S4 |
111-03 |
111-15 |
113-16 |
|
|
| 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% |
26% |
False |
False |
528,126 |
| 10 |
118-15 |
113-10 |
5-05 |
4.5% |
1-16 |
1.3% |
16% |
False |
False |
536,259 |
| 20 |
120-20 |
113-10 |
7-10 |
6.4% |
1-11 |
1.2% |
11% |
False |
False |
469,182 |
| 40 |
122-13 |
113-10 |
9-03 |
8.0% |
1-08 |
1.1% |
9% |
False |
False |
467,017 |
| 60 |
124-24 |
113-10 |
11-14 |
10.0% |
1-09 |
1.1% |
7% |
False |
False |
314,621 |
| 80 |
126-00 |
113-10 |
12-22 |
11.1% |
1-08 |
1.1% |
6% |
False |
False |
236,015 |
| 100 |
126-00 |
113-10 |
12-22 |
11.1% |
1-07 |
1.1% |
6% |
False |
False |
188,819 |
| 120 |
126-00 |
109-15 |
16-17 |
14.5% |
1-01 |
0.9% |
28% |
False |
False |
157,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-31 |
|
2.618 |
118-04 |
|
1.618 |
117-00 |
|
1.000 |
116-10 |
|
0.618 |
115-28 |
|
HIGH |
115-06 |
|
0.618 |
114-24 |
|
0.500 |
114-20 |
|
0.382 |
114-16 |
|
LOW |
114-02 |
|
0.618 |
113-12 |
|
1.000 |
112-30 |
|
1.618 |
112-08 |
|
2.618 |
111-04 |
|
4.250 |
109-09 |
|
|
| Fisher Pivots for day following 18-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-20 |
114-08 |
| PP |
114-15 |
114-07 |
| S1 |
114-09 |
114-05 |
|