ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 16-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2024 |
16-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
115-21 |
114-19 |
-1-02 |
-0.9% |
117-00 |
| High |
115-23 |
114-23 |
-1-00 |
-0.9% |
118-09 |
| Low |
114-00 |
113-13 |
-0-19 |
-0.5% |
115-00 |
| Close |
114-10 |
114-00 |
-0-10 |
-0.3% |
116-08 |
| Range |
1-23 |
1-10 |
-0-13 |
-23.6% |
3-09 |
| ATR |
1-08 |
1-08 |
0-00 |
0.3% |
0-00 |
| Volume |
409 |
372 |
-37 |
-9.0% |
1,913 |
|
| Daily Pivots for day following 16-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-31 |
117-10 |
114-23 |
|
| R3 |
116-21 |
116-00 |
114-12 |
|
| R2 |
115-11 |
115-11 |
114-08 |
|
| R1 |
114-22 |
114-22 |
114-04 |
114-12 |
| PP |
114-01 |
114-01 |
114-01 |
113-28 |
| S1 |
113-12 |
113-12 |
113-28 |
113-02 |
| S2 |
112-23 |
112-23 |
113-24 |
|
| S3 |
111-13 |
112-02 |
113-20 |
|
| S4 |
110-03 |
110-24 |
113-09 |
|
|
| Weekly Pivots for week ending 12-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-11 |
124-19 |
118-02 |
|
| R3 |
123-02 |
121-10 |
117-05 |
|
| R2 |
119-25 |
119-25 |
116-27 |
|
| R1 |
118-01 |
118-01 |
116-18 |
117-08 |
| PP |
116-16 |
116-16 |
116-16 |
116-04 |
| S1 |
114-24 |
114-24 |
115-30 |
114-00 |
| S2 |
113-07 |
113-07 |
115-21 |
|
| S3 |
109-30 |
111-15 |
115-11 |
|
| S4 |
106-21 |
108-06 |
114-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-09 |
113-13 |
4-28 |
4.3% |
1-21 |
1.4% |
12% |
False |
True |
456 |
| 10 |
118-17 |
113-13 |
5-04 |
4.5% |
1-12 |
1.2% |
12% |
False |
True |
300 |
| 20 |
120-19 |
113-13 |
7-06 |
6.3% |
1-06 |
1.0% |
8% |
False |
True |
177 |
| 40 |
122-07 |
113-13 |
8-26 |
7.7% |
1-01 |
0.9% |
7% |
False |
True |
99 |
| 60 |
124-06 |
113-13 |
10-25 |
9.5% |
0-24 |
0.7% |
6% |
False |
True |
66 |
| 80 |
126-03 |
113-13 |
12-22 |
11.1% |
0-18 |
0.5% |
5% |
False |
True |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-10 |
|
2.618 |
118-05 |
|
1.618 |
116-27 |
|
1.000 |
116-01 |
|
0.618 |
115-17 |
|
HIGH |
114-23 |
|
0.618 |
114-07 |
|
0.500 |
114-02 |
|
0.382 |
113-29 |
|
LOW |
113-13 |
|
0.618 |
112-19 |
|
1.000 |
112-03 |
|
1.618 |
111-09 |
|
2.618 |
109-31 |
|
4.250 |
107-26 |
|
|
| Fisher Pivots for day following 16-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-02 |
114-30 |
| PP |
114-01 |
114-20 |
| S1 |
114-01 |
114-10 |
|