ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 18-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2024 |
18-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
113-24 |
114-27 |
1-03 |
1.0% |
117-00 |
| High |
114-31 |
115-05 |
0-06 |
0.2% |
118-09 |
| Low |
113-23 |
114-05 |
0-14 |
0.4% |
115-00 |
| Close |
114-28 |
114-06 |
-0-22 |
-0.6% |
116-08 |
| Range |
1-08 |
1-00 |
-0-08 |
-20.0% |
3-09 |
| ATR |
1-08 |
1-08 |
-0-01 |
-1.5% |
0-00 |
| Volume |
61 |
54 |
-7 |
-11.5% |
1,913 |
|
| Daily Pivots for day following 18-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-16 |
116-27 |
114-24 |
|
| R3 |
116-16 |
115-27 |
114-15 |
|
| R2 |
115-16 |
115-16 |
114-12 |
|
| R1 |
114-27 |
114-27 |
114-09 |
114-22 |
| PP |
114-16 |
114-16 |
114-16 |
114-13 |
| S1 |
113-27 |
113-27 |
114-03 |
113-22 |
| S2 |
113-16 |
113-16 |
114-00 |
|
| S3 |
112-16 |
112-27 |
113-29 |
|
| S4 |
111-16 |
111-27 |
113-20 |
|
|
| 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% |
26% |
False |
False |
202 |
| 10 |
118-15 |
113-13 |
5-02 |
4.4% |
1-12 |
1.2% |
15% |
False |
False |
298 |
| 20 |
120-19 |
113-13 |
7-06 |
6.3% |
1-06 |
1.1% |
11% |
False |
False |
182 |
| 40 |
122-07 |
113-13 |
8-26 |
7.7% |
1-02 |
0.9% |
9% |
False |
False |
101 |
| 60 |
124-06 |
113-13 |
10-25 |
9.4% |
0-26 |
0.7% |
7% |
False |
False |
68 |
| 80 |
126-03 |
113-13 |
12-22 |
11.1% |
0-19 |
0.5% |
6% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-13 |
|
2.618 |
117-25 |
|
1.618 |
116-25 |
|
1.000 |
116-05 |
|
0.618 |
115-25 |
|
HIGH |
115-05 |
|
0.618 |
114-25 |
|
0.500 |
114-21 |
|
0.382 |
114-17 |
|
LOW |
114-05 |
|
0.618 |
113-17 |
|
1.000 |
113-05 |
|
1.618 |
112-17 |
|
2.618 |
111-17 |
|
4.250 |
109-29 |
|
|
| Fisher Pivots for day following 18-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-21 |
114-09 |
| PP |
114-16 |
114-08 |
| S1 |
114-11 |
114-07 |
|