ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 24-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2024 |
24-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
114-23 |
114-17 |
-0-06 |
-0.2% |
115-21 |
| High |
115-05 |
114-17 |
-0-20 |
-0.5% |
116-04 |
| Low |
114-04 |
113-21 |
-0-15 |
-0.4% |
113-13 |
| Close |
114-24 |
113-29 |
-0-27 |
-0.7% |
114-22 |
| Range |
1-01 |
0-28 |
-0-05 |
-15.2% |
2-23 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.8% |
0-00 |
| Volume |
269 |
532 |
263 |
97.8% |
1,069 |
|
| Daily Pivots for day following 24-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-21 |
116-05 |
114-12 |
|
| R3 |
115-25 |
115-09 |
114-05 |
|
| R2 |
114-29 |
114-29 |
114-02 |
|
| R1 |
114-13 |
114-13 |
114-00 |
114-07 |
| PP |
114-01 |
114-01 |
114-01 |
113-30 |
| S1 |
113-17 |
113-17 |
113-26 |
113-11 |
| S2 |
113-05 |
113-05 |
113-24 |
|
| S3 |
112-09 |
112-21 |
113-21 |
|
| S4 |
111-13 |
111-25 |
113-14 |
|
|
| 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 |
113-21 |
2-15 |
2.2% |
1-01 |
0.9% |
10% |
False |
True |
232 |
| 10 |
116-15 |
113-13 |
3-02 |
2.7% |
1-06 |
1.0% |
16% |
False |
False |
276 |
| 20 |
120-19 |
113-13 |
7-06 |
6.3% |
1-08 |
1.1% |
7% |
False |
False |
229 |
| 40 |
122-07 |
113-13 |
8-26 |
7.7% |
1-03 |
0.9% |
6% |
False |
False |
125 |
| 60 |
124-06 |
113-13 |
10-25 |
9.5% |
0-27 |
0.7% |
5% |
False |
False |
87 |
| 80 |
125-06 |
113-13 |
11-25 |
10.3% |
0-21 |
0.6% |
4% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-08 |
|
2.618 |
116-26 |
|
1.618 |
115-30 |
|
1.000 |
115-13 |
|
0.618 |
115-02 |
|
HIGH |
114-17 |
|
0.618 |
114-06 |
|
0.500 |
114-03 |
|
0.382 |
114-00 |
|
LOW |
113-21 |
|
0.618 |
113-04 |
|
1.000 |
112-25 |
|
1.618 |
112-08 |
|
2.618 |
111-12 |
|
4.250 |
109-30 |
|
|
| Fisher Pivots for day following 24-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-03 |
114-13 |
| PP |
114-01 |
114-08 |
| S1 |
113-31 |
114-02 |
|