ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 25-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2024 |
25-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
114-17 |
114-01 |
-0-16 |
-0.4% |
115-21 |
| High |
114-17 |
114-05 |
-0-12 |
-0.3% |
116-04 |
| Low |
113-21 |
112-29 |
-0-24 |
-0.7% |
113-13 |
| Close |
113-29 |
113-10 |
-0-19 |
-0.5% |
114-22 |
| Range |
0-28 |
1-08 |
0-12 |
42.9% |
2-23 |
| ATR |
1-07 |
1-07 |
0-00 |
0.2% |
0-00 |
| Volume |
532 |
419 |
-113 |
-21.2% |
1,069 |
|
| Daily Pivots for day following 25-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-07 |
116-16 |
114-00 |
|
| R3 |
115-31 |
115-08 |
113-21 |
|
| R2 |
114-23 |
114-23 |
113-17 |
|
| R1 |
114-00 |
114-00 |
113-14 |
113-24 |
| PP |
113-15 |
113-15 |
113-15 |
113-10 |
| S1 |
112-24 |
112-24 |
113-06 |
112-16 |
| S2 |
112-07 |
112-07 |
113-03 |
|
| S3 |
110-31 |
111-16 |
112-31 |
|
| S4 |
109-23 |
110-08 |
112-20 |
|
|
| 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 |
112-29 |
3-07 |
2.8% |
1-03 |
1.0% |
13% |
False |
True |
305 |
| 10 |
116-15 |
112-29 |
3-18 |
3.1% |
1-07 |
1.1% |
11% |
False |
True |
253 |
| 20 |
120-19 |
112-29 |
7-22 |
6.8% |
1-09 |
1.1% |
5% |
False |
True |
248 |
| 40 |
122-07 |
112-29 |
9-10 |
8.2% |
1-03 |
1.0% |
4% |
False |
True |
136 |
| 60 |
124-06 |
112-29 |
11-09 |
10.0% |
0-28 |
0.8% |
4% |
False |
True |
93 |
| 80 |
124-10 |
112-29 |
11-13 |
10.1% |
0-21 |
0.6% |
4% |
False |
True |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-15 |
|
2.618 |
117-14 |
|
1.618 |
116-06 |
|
1.000 |
115-13 |
|
0.618 |
114-30 |
|
HIGH |
114-05 |
|
0.618 |
113-22 |
|
0.500 |
113-17 |
|
0.382 |
113-12 |
|
LOW |
112-29 |
|
0.618 |
112-04 |
|
1.000 |
111-21 |
|
1.618 |
110-28 |
|
2.618 |
109-20 |
|
4.250 |
107-19 |
|
|
| Fisher Pivots for day following 25-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
113-17 |
114-01 |
| PP |
113-15 |
113-25 |
| S1 |
113-12 |
113-18 |
|