ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 04-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2024 |
04-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
117-27 |
117-30 |
0-03 |
0.1% |
119-31 |
| High |
118-01 |
118-17 |
0-16 |
0.4% |
120-20 |
| Low |
116-24 |
117-12 |
0-20 |
0.5% |
119-02 |
| Close |
117-25 |
118-13 |
0-20 |
0.5% |
120-14 |
| Range |
1-09 |
1-05 |
-0-04 |
-9.8% |
1-18 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.3% |
0-00 |
| Volume |
539,863 |
475,174 |
-64,689 |
-12.0% |
1,332,606 |
|
| Daily Pivots for day following 04-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-18 |
121-05 |
119-01 |
|
| R3 |
120-13 |
120-00 |
118-23 |
|
| R2 |
119-08 |
119-08 |
118-20 |
|
| R1 |
118-27 |
118-27 |
118-16 |
119-02 |
| PP |
118-03 |
118-03 |
118-03 |
118-07 |
| S1 |
117-22 |
117-22 |
118-10 |
117-28 |
| S2 |
116-30 |
116-30 |
118-06 |
|
| S3 |
115-25 |
116-17 |
118-03 |
|
| S4 |
114-20 |
115-12 |
117-25 |
|
|
| 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% |
1-13 |
1.2% |
43% |
False |
False |
491,811 |
| 10 |
120-20 |
116-24 |
3-28 |
3.3% |
1-06 |
1.0% |
43% |
False |
False |
402,105 |
| 20 |
122-13 |
116-24 |
5-21 |
4.8% |
1-05 |
1.0% |
29% |
False |
False |
399,952 |
| 40 |
122-13 |
116-24 |
5-21 |
4.8% |
1-06 |
1.0% |
29% |
False |
False |
337,543 |
| 60 |
124-24 |
116-24 |
8-00 |
6.8% |
1-07 |
1.0% |
21% |
False |
False |
225,298 |
| 80 |
126-00 |
116-24 |
9-08 |
7.8% |
1-07 |
1.0% |
18% |
False |
False |
168,987 |
| 100 |
126-00 |
112-20 |
13-12 |
11.3% |
1-03 |
0.9% |
43% |
False |
False |
135,193 |
| 120 |
126-00 |
108-00 |
18-00 |
15.2% |
0-30 |
0.8% |
58% |
False |
False |
112,661 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-14 |
|
2.618 |
121-18 |
|
1.618 |
120-13 |
|
1.000 |
119-22 |
|
0.618 |
119-08 |
|
HIGH |
118-17 |
|
0.618 |
118-03 |
|
0.500 |
117-30 |
|
0.382 |
117-26 |
|
LOW |
117-12 |
|
0.618 |
116-21 |
|
1.000 |
116-07 |
|
1.618 |
115-16 |
|
2.618 |
114-11 |
|
4.250 |
112-15 |
|
|
| Fisher Pivots for day following 04-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-08 |
118-06 |
| PP |
118-03 |
118-00 |
| S1 |
117-30 |
117-25 |
|