ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 19-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2024 |
19-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
114-27 |
114-24 |
-0-03 |
-0.1% |
115-21 |
| High |
115-05 |
116-04 |
0-31 |
0.8% |
116-04 |
| Low |
114-05 |
114-17 |
0-12 |
0.3% |
113-13 |
| Close |
114-06 |
114-22 |
0-16 |
0.4% |
114-22 |
| Range |
1-00 |
1-19 |
0-19 |
59.4% |
2-23 |
| ATR |
1-08 |
1-09 |
0-02 |
4.0% |
0-00 |
| Volume |
54 |
173 |
119 |
220.4% |
1,069 |
|
| Daily Pivots for day following 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-29 |
118-28 |
115-18 |
|
| R3 |
118-10 |
117-09 |
115-04 |
|
| R2 |
116-23 |
116-23 |
114-31 |
|
| R1 |
115-22 |
115-22 |
114-27 |
115-13 |
| PP |
115-04 |
115-04 |
115-04 |
114-31 |
| S1 |
114-03 |
114-03 |
114-17 |
113-26 |
| S2 |
113-17 |
113-17 |
114-13 |
|
| S3 |
111-30 |
112-16 |
114-08 |
|
| S4 |
110-11 |
110-29 |
113-26 |
|
|
| Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-29 |
121-16 |
116-06 |
|
| R3 |
120-06 |
118-25 |
115-14 |
|
| R2 |
117-15 |
117-15 |
115-06 |
|
| R1 |
116-02 |
116-02 |
114-30 |
115-13 |
| PP |
114-24 |
114-24 |
114-24 |
114-13 |
| S1 |
113-11 |
113-11 |
114-14 |
112-22 |
| S2 |
112-01 |
112-01 |
114-06 |
|
| S3 |
109-10 |
110-20 |
113-30 |
|
| S4 |
106-19 |
107-29 |
113-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-04 |
113-13 |
2-23 |
2.4% |
1-12 |
1.2% |
47% |
True |
False |
213 |
| 10 |
118-09 |
113-13 |
4-28 |
4.3% |
1-13 |
1.2% |
26% |
False |
False |
298 |
| 20 |
120-19 |
113-13 |
7-06 |
6.3% |
1-08 |
1.1% |
18% |
False |
False |
189 |
| 40 |
122-07 |
113-13 |
8-26 |
7.7% |
1-03 |
0.9% |
15% |
False |
False |
106 |
| 60 |
124-06 |
113-13 |
10-25 |
9.4% |
0-26 |
0.7% |
12% |
False |
False |
71 |
| 80 |
126-03 |
113-13 |
12-22 |
11.1% |
0-20 |
0.5% |
10% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-29 |
|
2.618 |
120-10 |
|
1.618 |
118-23 |
|
1.000 |
117-23 |
|
0.618 |
117-04 |
|
HIGH |
116-04 |
|
0.618 |
115-17 |
|
0.500 |
115-10 |
|
0.382 |
115-04 |
|
LOW |
114-17 |
|
0.618 |
113-17 |
|
1.000 |
112-30 |
|
1.618 |
111-30 |
|
2.618 |
110-11 |
|
4.250 |
107-24 |
|
|
| Fisher Pivots for day following 19-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
115-10 |
114-30 |
| PP |
115-04 |
114-27 |
| S1 |
114-29 |
114-24 |
|