ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 01-May-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2024 |
01-May-2024 |
Change |
Change % |
Previous Week |
| Open |
114-20 |
113-30 |
-0-22 |
-0.6% |
114-18 |
| High |
114-25 |
115-06 |
0-13 |
0.4% |
115-05 |
| Low |
113-25 |
113-25 |
0-00 |
0.0% |
112-29 |
| Close |
113-27 |
115-02 |
1-07 |
1.1% |
113-28 |
| Range |
1-00 |
1-13 |
0-13 |
40.6% |
2-08 |
| ATR |
1-05 |
1-06 |
0-01 |
1.5% |
0-00 |
| Volume |
997 |
452 |
-545 |
-54.7% |
1,608 |
|
| Daily Pivots for day following 01-May-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-29 |
118-12 |
115-27 |
|
| R3 |
117-16 |
116-31 |
115-14 |
|
| R2 |
116-03 |
116-03 |
115-10 |
|
| R1 |
115-18 |
115-18 |
115-06 |
115-26 |
| PP |
114-22 |
114-22 |
114-22 |
114-26 |
| S1 |
114-05 |
114-05 |
114-30 |
114-14 |
| S2 |
113-09 |
113-09 |
114-26 |
|
| S3 |
111-28 |
112-24 |
114-22 |
|
| S4 |
110-15 |
111-11 |
114-09 |
|
|
| 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 |
115-06 |
112-29 |
2-09 |
2.0% |
1-02 |
0.9% |
95% |
True |
False |
476 |
| 10 |
116-04 |
112-29 |
3-07 |
2.8% |
1-01 |
0.9% |
67% |
False |
False |
354 |
| 20 |
118-17 |
112-29 |
5-20 |
4.9% |
1-07 |
1.1% |
38% |
False |
False |
324 |
| 40 |
122-07 |
112-29 |
9-10 |
8.1% |
1-02 |
0.9% |
23% |
False |
False |
181 |
| 60 |
122-07 |
112-29 |
9-10 |
8.1% |
0-30 |
0.8% |
23% |
False |
False |
126 |
| 80 |
124-06 |
112-29 |
11-09 |
9.8% |
0-23 |
0.6% |
19% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-05 |
|
2.618 |
118-28 |
|
1.618 |
117-15 |
|
1.000 |
116-19 |
|
0.618 |
116-02 |
|
HIGH |
115-06 |
|
0.618 |
114-21 |
|
0.500 |
114-16 |
|
0.382 |
114-10 |
|
LOW |
113-25 |
|
0.618 |
112-29 |
|
1.000 |
112-12 |
|
1.618 |
111-16 |
|
2.618 |
110-03 |
|
4.250 |
107-26 |
|
|
| Fisher Pivots for day following 01-May-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-28 |
114-28 |
| PP |
114-22 |
114-22 |
| S1 |
114-16 |
114-16 |
|