ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 03-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2024 |
03-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
118-23 |
117-27 |
-0-28 |
-0.7% |
119-31 |
| High |
118-26 |
118-01 |
-0-25 |
-0.7% |
120-20 |
| Low |
117-05 |
116-24 |
-0-13 |
-0.3% |
119-02 |
| Close |
117-23 |
117-25 |
0-02 |
0.1% |
120-14 |
| Range |
1-21 |
1-09 |
-0-12 |
-22.6% |
1-18 |
| ATR |
1-07 |
1-07 |
0-00 |
0.5% |
0-00 |
| Volume |
616,978 |
539,863 |
-77,115 |
-12.5% |
1,332,606 |
|
| Daily Pivots for day following 03-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-12 |
120-27 |
118-16 |
|
| R3 |
120-03 |
119-18 |
118-04 |
|
| R2 |
118-26 |
118-26 |
118-01 |
|
| R1 |
118-09 |
118-09 |
117-29 |
117-29 |
| PP |
117-17 |
117-17 |
117-17 |
117-10 |
| S1 |
117-00 |
117-00 |
117-21 |
116-20 |
| S2 |
116-08 |
116-08 |
117-17 |
|
| S3 |
114-31 |
115-23 |
117-14 |
|
| S4 |
113-22 |
114-14 |
117-02 |
|
|
| Weekly Pivots for week ending 29-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-23 |
124-05 |
121-10 |
|
| R3 |
123-05 |
122-19 |
120-28 |
|
| R2 |
121-19 |
121-19 |
120-23 |
|
| R1 |
121-01 |
121-01 |
120-19 |
121-10 |
| PP |
120-01 |
120-01 |
120-01 |
120-06 |
| S1 |
119-15 |
119-15 |
120-09 |
119-24 |
| S2 |
118-15 |
118-15 |
120-05 |
|
| S3 |
116-29 |
117-29 |
120-00 |
|
| S4 |
115-11 |
116-11 |
119-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-20 |
116-24 |
3-28 |
3.3% |
1-11 |
1.1% |
27% |
False |
True |
463,888 |
| 10 |
120-20 |
116-24 |
3-28 |
3.3% |
1-07 |
1.0% |
27% |
False |
True |
396,455 |
| 20 |
122-13 |
116-24 |
5-21 |
4.8% |
1-05 |
1.0% |
18% |
False |
True |
402,348 |
| 40 |
122-13 |
116-24 |
5-21 |
4.8% |
1-06 |
1.0% |
18% |
False |
True |
325,674 |
| 60 |
124-24 |
116-24 |
8-00 |
6.8% |
1-07 |
1.0% |
13% |
False |
True |
217,382 |
| 80 |
126-00 |
116-24 |
9-08 |
7.9% |
1-07 |
1.0% |
11% |
False |
True |
163,047 |
| 100 |
126-00 |
112-20 |
13-12 |
11.4% |
1-03 |
0.9% |
39% |
False |
False |
130,441 |
| 120 |
126-00 |
108-00 |
18-00 |
15.3% |
0-30 |
0.8% |
54% |
False |
False |
108,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-15 |
|
2.618 |
121-12 |
|
1.618 |
120-03 |
|
1.000 |
119-10 |
|
0.618 |
118-26 |
|
HIGH |
118-01 |
|
0.618 |
117-17 |
|
0.500 |
117-12 |
|
0.382 |
117-08 |
|
LOW |
116-24 |
|
0.618 |
115-31 |
|
1.000 |
115-15 |
|
1.618 |
114-22 |
|
2.618 |
113-13 |
|
4.250 |
111-10 |
|
|
| Fisher Pivots for day following 03-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-21 |
118-20 |
| PP |
117-17 |
118-11 |
| S1 |
117-12 |
118-02 |
|