ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 08-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2024 |
08-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
118-11 |
117-03 |
-1-08 |
-1.1% |
120-11 |
| High |
118-15 |
117-10 |
-1-05 |
-1.0% |
120-15 |
| Low |
117-01 |
116-11 |
-0-22 |
-0.6% |
116-24 |
| Close |
117-17 |
117-04 |
-0-13 |
-0.3% |
117-17 |
| Range |
1-14 |
0-31 |
-0-15 |
-32.6% |
3-23 |
| ATR |
1-07 |
1-07 |
0-00 |
-0.2% |
0-00 |
| Volume |
509,127 |
454,746 |
-54,381 |
-10.7% |
2,518,911 |
|
| Daily Pivots for day following 08-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-27 |
119-14 |
117-21 |
|
| R3 |
118-28 |
118-15 |
117-13 |
|
| R2 |
117-29 |
117-29 |
117-10 |
|
| R1 |
117-16 |
117-16 |
117-07 |
117-22 |
| PP |
116-30 |
116-30 |
116-30 |
117-01 |
| S1 |
116-17 |
116-17 |
117-01 |
116-24 |
| S2 |
115-31 |
115-31 |
116-30 |
|
| S3 |
115-00 |
115-18 |
116-27 |
|
| S4 |
114-01 |
114-19 |
116-19 |
|
|
| Weekly Pivots for week ending 05-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-13 |
127-06 |
119-18 |
|
| R3 |
125-22 |
123-15 |
118-18 |
|
| R2 |
121-31 |
121-31 |
118-07 |
|
| R1 |
119-24 |
119-24 |
117-28 |
119-00 |
| PP |
118-08 |
118-08 |
118-08 |
117-28 |
| S1 |
116-01 |
116-01 |
117-06 |
115-09 |
| S2 |
114-17 |
114-17 |
116-27 |
|
| S3 |
110-26 |
112-10 |
116-16 |
|
| S4 |
107-03 |
108-19 |
115-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-26 |
116-11 |
2-15 |
2.1% |
1-10 |
1.1% |
32% |
False |
True |
519,177 |
| 10 |
120-20 |
116-11 |
4-09 |
3.7% |
1-06 |
1.0% |
18% |
False |
True |
430,626 |
| 20 |
122-03 |
116-11 |
5-24 |
4.9% |
1-05 |
1.0% |
14% |
False |
True |
403,856 |
| 40 |
122-13 |
116-11 |
6-02 |
5.2% |
1-06 |
1.0% |
13% |
False |
True |
361,558 |
| 60 |
124-24 |
116-11 |
8-13 |
7.2% |
1-08 |
1.1% |
9% |
False |
True |
241,359 |
| 80 |
126-00 |
116-11 |
9-21 |
8.2% |
1-07 |
1.0% |
8% |
False |
True |
181,035 |
| 100 |
126-00 |
112-20 |
13-12 |
11.4% |
1-04 |
1.0% |
34% |
False |
False |
144,832 |
| 120 |
126-00 |
108-00 |
18-00 |
15.4% |
0-31 |
0.8% |
51% |
False |
False |
120,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-14 |
|
2.618 |
119-27 |
|
1.618 |
118-28 |
|
1.000 |
118-09 |
|
0.618 |
117-29 |
|
HIGH |
117-10 |
|
0.618 |
116-30 |
|
0.500 |
116-26 |
|
0.382 |
116-23 |
|
LOW |
116-11 |
|
0.618 |
115-24 |
|
1.000 |
115-12 |
|
1.618 |
114-25 |
|
2.618 |
113-26 |
|
4.250 |
112-07 |
|
|
| Fisher Pivots for day following 08-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-01 |
117-14 |
| PP |
116-30 |
117-11 |
| S1 |
116-26 |
117-07 |
|