ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 24-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2024 |
24-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
114-20 |
114-22 |
0-02 |
0.1% |
116-01 |
| High |
115-05 |
114-24 |
-0-13 |
-0.4% |
116-05 |
| Low |
114-02 |
113-20 |
-0-14 |
-0.4% |
113-10 |
| Close |
114-23 |
113-29 |
-0-26 |
-0.7% |
114-20 |
| Range |
1-03 |
1-04 |
0-01 |
2.9% |
2-27 |
| ATR |
1-11 |
1-11 |
-0-01 |
-1.2% |
0-00 |
| Volume |
405,843 |
432,535 |
26,692 |
6.6% |
2,690,650 |
|
| Daily Pivots for day following 24-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-15 |
116-26 |
114-17 |
|
| R3 |
116-11 |
115-22 |
114-07 |
|
| R2 |
115-07 |
115-07 |
114-04 |
|
| R1 |
114-18 |
114-18 |
114-00 |
114-10 |
| PP |
114-03 |
114-03 |
114-03 |
113-31 |
| S1 |
113-14 |
113-14 |
113-26 |
113-06 |
| S2 |
112-31 |
112-31 |
113-22 |
|
| S3 |
111-27 |
112-10 |
113-19 |
|
| S4 |
110-23 |
111-06 |
113-09 |
|
|
| Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-07 |
121-25 |
116-06 |
|
| R3 |
120-12 |
118-30 |
115-13 |
|
| R2 |
117-17 |
117-17 |
115-05 |
|
| R1 |
116-03 |
116-03 |
114-28 |
115-12 |
| PP |
114-22 |
114-22 |
114-22 |
114-11 |
| S1 |
113-08 |
113-08 |
114-12 |
112-18 |
| S2 |
111-27 |
111-27 |
114-03 |
|
| S3 |
109-00 |
110-13 |
113-27 |
|
| S4 |
106-05 |
107-18 |
113-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-05 |
113-20 |
2-17 |
2.2% |
1-06 |
1.0% |
11% |
False |
True |
414,273 |
| 10 |
116-14 |
113-10 |
3-04 |
2.7% |
1-11 |
1.2% |
19% |
False |
False |
496,229 |
| 20 |
120-20 |
113-10 |
7-10 |
6.4% |
1-12 |
1.2% |
8% |
False |
False |
491,341 |
| 40 |
122-13 |
113-10 |
9-03 |
8.0% |
1-08 |
1.1% |
7% |
False |
False |
450,905 |
| 60 |
124-24 |
113-10 |
11-14 |
10.0% |
1-09 |
1.1% |
5% |
False |
False |
342,417 |
| 80 |
125-13 |
113-10 |
12-03 |
10.6% |
1-09 |
1.1% |
5% |
False |
False |
256,884 |
| 100 |
126-00 |
113-10 |
12-22 |
11.1% |
1-08 |
1.1% |
5% |
False |
False |
205,512 |
| 120 |
126-00 |
110-19 |
15-13 |
13.5% |
1-03 |
1.0% |
22% |
False |
False |
171,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-17 |
|
2.618 |
117-22 |
|
1.618 |
116-18 |
|
1.000 |
115-28 |
|
0.618 |
115-14 |
|
HIGH |
114-24 |
|
0.618 |
114-10 |
|
0.500 |
114-06 |
|
0.382 |
114-02 |
|
LOW |
113-20 |
|
0.618 |
112-30 |
|
1.000 |
112-16 |
|
1.618 |
111-26 |
|
2.618 |
110-22 |
|
4.250 |
108-27 |
|
|
| Fisher Pivots for day following 24-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-06 |
114-12 |
| PP |
114-03 |
114-07 |
| S1 |
114-00 |
114-02 |
|