ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 30-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2024 |
30-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
113-30 |
114-19 |
0-21 |
0.6% |
114-12 |
| High |
114-24 |
114-25 |
0-01 |
0.0% |
115-05 |
| Low |
113-30 |
113-24 |
-0-06 |
-0.2% |
112-27 |
| Close |
114-19 |
113-26 |
-0-25 |
-0.7% |
113-27 |
| Range |
0-26 |
1-01 |
0-07 |
26.9% |
2-10 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.5% |
0-00 |
| Volume |
382,001 |
539,736 |
157,735 |
41.3% |
1,971,862 |
|
| Daily Pivots for day following 30-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-07 |
116-17 |
114-12 |
|
| R3 |
116-06 |
115-16 |
114-03 |
|
| R2 |
115-05 |
115-05 |
114-00 |
|
| R1 |
114-15 |
114-15 |
113-29 |
114-10 |
| PP |
114-04 |
114-04 |
114-04 |
114-01 |
| S1 |
113-14 |
113-14 |
113-23 |
113-08 |
| S2 |
113-03 |
113-03 |
113-20 |
|
| S3 |
112-02 |
112-13 |
113-17 |
|
| S4 |
111-01 |
111-12 |
113-08 |
|
|
| 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 |
114-25 |
112-27 |
1-30 |
1.7% |
1-04 |
1.0% |
50% |
True |
False |
431,494 |
| 10 |
116-05 |
112-27 |
3-10 |
2.9% |
1-06 |
1.0% |
29% |
False |
False |
430,161 |
| 20 |
118-17 |
112-27 |
5-22 |
5.0% |
1-11 |
1.2% |
17% |
False |
False |
488,609 |
| 40 |
122-13 |
112-27 |
9-18 |
8.4% |
1-08 |
1.1% |
10% |
False |
False |
443,005 |
| 60 |
122-13 |
112-27 |
9-18 |
8.4% |
1-08 |
1.1% |
10% |
False |
False |
371,022 |
| 80 |
124-24 |
112-27 |
11-29 |
10.5% |
1-08 |
1.1% |
8% |
False |
False |
278,443 |
| 100 |
126-00 |
112-27 |
13-05 |
11.6% |
1-08 |
1.1% |
7% |
False |
False |
222,761 |
| 120 |
126-00 |
112-20 |
13-12 |
11.8% |
1-04 |
1.0% |
9% |
False |
False |
185,637 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-05 |
|
2.618 |
117-15 |
|
1.618 |
116-14 |
|
1.000 |
115-26 |
|
0.618 |
115-13 |
|
HIGH |
114-25 |
|
0.618 |
114-12 |
|
0.500 |
114-08 |
|
0.382 |
114-05 |
|
LOW |
113-24 |
|
0.618 |
113-04 |
|
1.000 |
112-23 |
|
1.618 |
112-03 |
|
2.618 |
111-02 |
|
4.250 |
109-12 |
|
|
| Fisher Pivots for day following 30-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-08 |
114-00 |
| PP |
114-04 |
113-30 |
| S1 |
113-31 |
113-28 |
|