ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 17-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2024 |
17-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
114-19 |
113-24 |
-0-27 |
-0.7% |
117-00 |
| High |
114-23 |
114-31 |
0-08 |
0.2% |
118-09 |
| Low |
113-13 |
113-23 |
0-10 |
0.3% |
115-00 |
| Close |
114-00 |
114-28 |
0-28 |
0.8% |
116-08 |
| Range |
1-10 |
1-08 |
-0-02 |
-4.8% |
3-09 |
| ATR |
1-08 |
1-08 |
0-00 |
0.0% |
0-00 |
| Volume |
372 |
61 |
-311 |
-83.6% |
1,913 |
|
| Daily Pivots for day following 17-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-09 |
117-26 |
115-18 |
|
| R3 |
117-01 |
116-18 |
115-07 |
|
| R2 |
115-25 |
115-25 |
115-03 |
|
| R1 |
115-10 |
115-10 |
115-00 |
115-18 |
| PP |
114-17 |
114-17 |
114-17 |
114-20 |
| S1 |
114-02 |
114-02 |
114-24 |
114-10 |
| S2 |
113-09 |
113-09 |
114-21 |
|
| S3 |
112-01 |
112-26 |
114-17 |
|
| S4 |
110-25 |
111-18 |
114-06 |
|
|
| 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 |
116-15 |
113-13 |
3-02 |
2.7% |
1-11 |
1.2% |
48% |
False |
False |
320 |
| 10 |
118-17 |
113-13 |
5-04 |
4.5% |
1-12 |
1.2% |
29% |
False |
False |
295 |
| 20 |
120-19 |
113-13 |
7-06 |
6.3% |
1-07 |
1.1% |
20% |
False |
False |
179 |
| 40 |
122-07 |
113-13 |
8-26 |
7.7% |
1-02 |
0.9% |
17% |
False |
False |
101 |
| 60 |
124-06 |
113-13 |
10-25 |
9.4% |
0-25 |
0.7% |
14% |
False |
False |
67 |
| 80 |
126-03 |
113-13 |
12-22 |
11.0% |
0-19 |
0.5% |
12% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-09 |
|
2.618 |
118-08 |
|
1.618 |
117-00 |
|
1.000 |
116-07 |
|
0.618 |
115-24 |
|
HIGH |
114-31 |
|
0.618 |
114-16 |
|
0.500 |
114-11 |
|
0.382 |
114-06 |
|
LOW |
113-23 |
|
0.618 |
112-30 |
|
1.000 |
112-15 |
|
1.618 |
111-22 |
|
2.618 |
110-14 |
|
4.250 |
108-13 |
|
|
| Fisher Pivots for day following 17-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-22 |
114-25 |
| PP |
114-17 |
114-21 |
| S1 |
114-11 |
114-18 |
|