ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 29-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2024 |
29-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
113-11 |
113-30 |
0-19 |
0.5% |
114-12 |
| High |
114-10 |
114-24 |
0-14 |
0.4% |
115-05 |
| Low |
113-06 |
113-30 |
0-24 |
0.7% |
112-27 |
| Close |
113-27 |
114-19 |
0-24 |
0.7% |
113-27 |
| Range |
1-04 |
0-26 |
-0-10 |
-27.8% |
2-10 |
| ATR |
1-11 |
1-10 |
-0-01 |
-2.3% |
0-00 |
| Volume |
358,743 |
382,001 |
23,258 |
6.5% |
1,971,862 |
|
| Daily Pivots for day following 29-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-28 |
116-17 |
115-01 |
|
| R3 |
116-02 |
115-23 |
114-26 |
|
| R2 |
115-08 |
115-08 |
114-24 |
|
| R1 |
114-29 |
114-29 |
114-21 |
115-02 |
| PP |
114-14 |
114-14 |
114-14 |
114-16 |
| S1 |
114-03 |
114-03 |
114-17 |
114-08 |
| S2 |
113-20 |
113-20 |
114-14 |
|
| S3 |
112-26 |
113-09 |
114-12 |
|
| S4 |
112-00 |
112-15 |
114-05 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-28 |
119-22 |
115-04 |
|
| R3 |
118-18 |
117-12 |
114-15 |
|
| R2 |
116-08 |
116-08 |
114-09 |
|
| R1 |
115-02 |
115-02 |
114-02 |
114-16 |
| PP |
113-30 |
113-30 |
113-30 |
113-22 |
| S1 |
112-24 |
112-24 |
113-20 |
112-06 |
| S2 |
111-20 |
111-20 |
113-13 |
|
| S3 |
109-10 |
110-14 |
113-07 |
|
| S4 |
107-00 |
108-04 |
112-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-05 |
112-27 |
2-10 |
2.0% |
1-04 |
1.0% |
76% |
False |
False |
404,715 |
| 10 |
116-05 |
112-27 |
3-10 |
2.9% |
1-07 |
1.1% |
53% |
False |
False |
441,334 |
| 20 |
118-26 |
112-27 |
5-31 |
5.2% |
1-12 |
1.2% |
29% |
False |
False |
492,471 |
| 40 |
122-13 |
112-27 |
9-18 |
8.3% |
1-08 |
1.1% |
18% |
False |
False |
436,472 |
| 60 |
124-00 |
112-27 |
11-05 |
9.7% |
1-08 |
1.1% |
16% |
False |
False |
362,120 |
| 80 |
124-24 |
112-27 |
11-29 |
10.4% |
1-09 |
1.1% |
15% |
False |
False |
271,696 |
| 100 |
126-00 |
112-27 |
13-05 |
11.5% |
1-08 |
1.1% |
13% |
False |
False |
217,364 |
| 120 |
126-00 |
112-20 |
13-12 |
11.7% |
1-04 |
1.0% |
15% |
False |
False |
181,139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-06 |
|
2.618 |
116-28 |
|
1.618 |
116-02 |
|
1.000 |
115-18 |
|
0.618 |
115-08 |
|
HIGH |
114-24 |
|
0.618 |
114-14 |
|
0.500 |
114-11 |
|
0.382 |
114-08 |
|
LOW |
113-30 |
|
0.618 |
113-14 |
|
1.000 |
113-04 |
|
1.618 |
112-20 |
|
2.618 |
111-26 |
|
4.250 |
110-16 |
|
|
| Fisher Pivots for day following 29-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-16 |
114-10 |
| PP |
114-14 |
114-02 |
| S1 |
114-11 |
113-26 |
|