ECBOT 30 Year Treasury Bond Future September 2024
Trading Metrics calculated at close of trading on 30-Apr-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2024 |
30-Apr-2024 |
Change |
Change % |
Previous Week |
Open |
114-04 |
114-20 |
0-16 |
0.4% |
114-18 |
High |
114-23 |
114-25 |
0-02 |
0.1% |
115-05 |
Low |
114-03 |
113-25 |
-0-10 |
-0.3% |
112-29 |
Close |
114-20 |
113-27 |
-0-25 |
-0.7% |
113-28 |
Range |
0-20 |
1-00 |
0-12 |
60.0% |
2-08 |
ATR |
1-06 |
1-05 |
0-00 |
-1.1% |
0-00 |
Volume |
258 |
997 |
739 |
286.4% |
1,608 |
|
Daily Pivots for day following 30-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-04 |
116-16 |
114-13 |
|
R3 |
116-04 |
115-16 |
114-04 |
|
R2 |
115-04 |
115-04 |
114-01 |
|
R1 |
114-16 |
114-16 |
113-30 |
114-10 |
PP |
114-04 |
114-04 |
114-04 |
114-02 |
S1 |
113-16 |
113-16 |
113-24 |
113-10 |
S2 |
113-04 |
113-04 |
113-21 |
|
S3 |
112-04 |
112-16 |
113-18 |
|
S4 |
111-04 |
111-16 |
113-09 |
|
|
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 |
114-25 |
112-29 |
1-28 |
1.6% |
0-30 |
0.8% |
50% |
True |
False |
492 |
10 |
116-04 |
112-29 |
3-07 |
2.8% |
1-01 |
0.9% |
29% |
False |
False |
315 |
20 |
118-17 |
112-29 |
5-20 |
4.9% |
1-06 |
1.1% |
17% |
False |
False |
307 |
40 |
122-07 |
112-29 |
9-10 |
8.2% |
1-03 |
0.9% |
10% |
False |
False |
170 |
60 |
122-07 |
112-29 |
9-10 |
8.2% |
0-29 |
0.8% |
10% |
False |
False |
119 |
80 |
124-06 |
112-29 |
11-09 |
9.9% |
0-22 |
0.6% |
8% |
False |
False |
89 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
119-01 |
2.618 |
117-13 |
1.618 |
116-13 |
1.000 |
115-25 |
0.618 |
115-13 |
HIGH |
114-25 |
0.618 |
114-13 |
0.500 |
114-09 |
0.382 |
114-05 |
LOW |
113-25 |
0.618 |
113-05 |
1.000 |
112-25 |
1.618 |
112-05 |
2.618 |
111-05 |
4.250 |
109-17 |
|
|
Fisher Pivots for day following 30-Apr-2024 |
Pivot |
1 day |
3 day |
R1 |
114-09 |
114-00 |
PP |
114-04 |
113-31 |
S1 |
114-00 |
113-29 |
|