ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 26-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2024 |
26-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
114-01 |
113-15 |
-0-18 |
-0.5% |
114-18 |
| High |
114-05 |
114-07 |
0-02 |
0.1% |
115-05 |
| Low |
112-29 |
113-08 |
0-11 |
0.3% |
112-29 |
| Close |
113-10 |
113-28 |
0-18 |
0.5% |
113-28 |
| Range |
1-08 |
0-31 |
-0-09 |
-22.5% |
2-08 |
| ATR |
1-07 |
1-06 |
-0-01 |
-1.5% |
0-00 |
| Volume |
419 |
256 |
-163 |
-38.9% |
1,608 |
|
| Daily Pivots for day following 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-22 |
116-08 |
114-13 |
|
| R3 |
115-23 |
115-09 |
114-05 |
|
| R2 |
114-24 |
114-24 |
114-02 |
|
| R1 |
114-10 |
114-10 |
113-31 |
114-17 |
| PP |
113-25 |
113-25 |
113-25 |
113-28 |
| S1 |
113-11 |
113-11 |
113-25 |
113-18 |
| S2 |
112-26 |
112-26 |
113-22 |
|
| S3 |
111-27 |
112-12 |
113-19 |
|
| S4 |
110-28 |
111-13 |
113-11 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-23 |
119-18 |
115-04 |
|
| R3 |
118-15 |
117-10 |
114-16 |
|
| R2 |
116-07 |
116-07 |
114-09 |
|
| R1 |
115-02 |
115-02 |
114-03 |
114-16 |
| PP |
113-31 |
113-31 |
113-31 |
113-23 |
| S1 |
112-26 |
112-26 |
113-21 |
112-08 |
| S2 |
111-23 |
111-23 |
113-15 |
|
| S3 |
109-15 |
110-18 |
113-08 |
|
| S4 |
107-07 |
108-10 |
112-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-05 |
112-29 |
2-08 |
2.0% |
0-31 |
0.8% |
43% |
False |
False |
321 |
| 10 |
116-04 |
112-29 |
3-07 |
2.8% |
1-05 |
1.0% |
30% |
False |
False |
267 |
| 20 |
120-14 |
112-29 |
7-17 |
6.6% |
1-09 |
1.1% |
13% |
False |
False |
258 |
| 40 |
122-07 |
112-29 |
9-10 |
8.2% |
1-03 |
1.0% |
10% |
False |
False |
141 |
| 60 |
124-06 |
112-29 |
11-09 |
9.9% |
0-28 |
0.8% |
9% |
False |
False |
98 |
| 80 |
124-10 |
112-29 |
11-13 |
10.0% |
0-22 |
0.6% |
8% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-11 |
|
2.618 |
116-24 |
|
1.618 |
115-25 |
|
1.000 |
115-06 |
|
0.618 |
114-26 |
|
HIGH |
114-07 |
|
0.618 |
113-27 |
|
0.500 |
113-24 |
|
0.382 |
113-20 |
|
LOW |
113-08 |
|
0.618 |
112-21 |
|
1.000 |
112-09 |
|
1.618 |
111-22 |
|
2.618 |
110-23 |
|
4.250 |
109-04 |
|
|
| Fisher Pivots for day following 26-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
113-26 |
113-26 |
| PP |
113-25 |
113-25 |
| S1 |
113-24 |
113-23 |
|