ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 02-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2024 |
02-May-2024 |
Change |
Change % |
Previous Week |
| Open |
113-30 |
114-18 |
0-20 |
0.5% |
114-12 |
| High |
115-06 |
115-05 |
-0-01 |
0.0% |
115-05 |
| Low |
113-22 |
114-02 |
0-12 |
0.3% |
112-27 |
| Close |
115-01 |
115-04 |
0-03 |
0.1% |
113-27 |
| Range |
1-16 |
1-03 |
-0-13 |
-27.1% |
2-10 |
| ATR |
1-10 |
1-09 |
0-00 |
-1.1% |
0-00 |
| Volume |
402,943 |
448,312 |
45,369 |
11.3% |
1,971,862 |
|
| Daily Pivots for day following 02-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-02 |
117-22 |
115-23 |
|
| R3 |
116-31 |
116-19 |
115-14 |
|
| R2 |
115-28 |
115-28 |
115-10 |
|
| R1 |
115-16 |
115-16 |
115-07 |
115-22 |
| PP |
114-25 |
114-25 |
114-25 |
114-28 |
| S1 |
114-13 |
114-13 |
115-01 |
114-19 |
| S2 |
113-22 |
113-22 |
114-30 |
|
| S3 |
112-19 |
113-10 |
114-26 |
|
| S4 |
111-16 |
112-07 |
114-17 |
|
|
| 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 |
115-06 |
113-06 |
2-00 |
1.7% |
1-04 |
1.0% |
97% |
False |
False |
426,347 |
| 10 |
116-05 |
112-27 |
3-10 |
2.9% |
1-06 |
1.0% |
69% |
False |
False |
424,581 |
| 20 |
118-15 |
112-27 |
5-20 |
4.9% |
1-11 |
1.2% |
41% |
False |
False |
480,420 |
| 40 |
122-13 |
112-27 |
9-18 |
8.3% |
1-08 |
1.1% |
24% |
False |
False |
440,186 |
| 60 |
122-13 |
112-27 |
9-18 |
8.3% |
1-08 |
1.1% |
24% |
False |
False |
385,169 |
| 80 |
124-24 |
112-27 |
11-29 |
10.3% |
1-08 |
1.1% |
19% |
False |
False |
289,078 |
| 100 |
126-00 |
112-27 |
13-05 |
11.4% |
1-08 |
1.1% |
17% |
False |
False |
231,273 |
| 120 |
126-00 |
112-20 |
13-12 |
11.6% |
1-05 |
1.0% |
19% |
False |
False |
192,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-26 |
|
2.618 |
118-01 |
|
1.618 |
116-30 |
|
1.000 |
116-08 |
|
0.618 |
115-27 |
|
HIGH |
115-05 |
|
0.618 |
114-24 |
|
0.500 |
114-20 |
|
0.382 |
114-15 |
|
LOW |
114-02 |
|
0.618 |
113-12 |
|
1.000 |
112-31 |
|
1.618 |
112-09 |
|
2.618 |
111-06 |
|
4.250 |
109-13 |
|
|
| Fisher Pivots for day following 02-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-30 |
114-29 |
| PP |
114-25 |
114-21 |
| S1 |
114-20 |
114-14 |
|