ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 19-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2024 |
19-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
114-26 |
114-12 |
-0-14 |
-0.4% |
116-01 |
| High |
115-06 |
116-05 |
0-31 |
0.8% |
116-05 |
| Low |
114-02 |
114-09 |
0-07 |
0.2% |
113-10 |
| Close |
114-04 |
114-20 |
0-16 |
0.4% |
114-20 |
| Range |
1-04 |
1-28 |
0-24 |
66.7% |
2-27 |
| ATR |
1-12 |
1-14 |
0-01 |
3.4% |
0-00 |
| Volume |
401,745 |
500,960 |
99,215 |
24.7% |
2,690,650 |
|
| Daily Pivots for day following 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-21 |
119-16 |
115-21 |
|
| R3 |
118-25 |
117-20 |
115-04 |
|
| R2 |
116-29 |
116-29 |
114-31 |
|
| R1 |
115-24 |
115-24 |
114-26 |
116-10 |
| PP |
115-01 |
115-01 |
115-01 |
115-10 |
| S1 |
113-28 |
113-28 |
114-14 |
114-14 |
| S2 |
113-05 |
113-05 |
114-09 |
|
| S3 |
111-09 |
112-00 |
114-04 |
|
| S4 |
109-13 |
110-04 |
113-19 |
|
|
| Weekly Pivots for week ending 19-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-07 |
121-25 |
116-06 |
|
| R3 |
120-12 |
118-30 |
115-13 |
|
| R2 |
117-17 |
117-17 |
115-05 |
|
| R1 |
116-03 |
116-03 |
114-28 |
115-12 |
| PP |
114-22 |
114-22 |
114-22 |
114-11 |
| S1 |
113-08 |
113-08 |
114-12 |
112-18 |
| S2 |
111-27 |
111-27 |
114-03 |
|
| S3 |
109-00 |
110-13 |
113-27 |
|
| S4 |
106-05 |
107-18 |
113-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-05 |
113-10 |
2-27 |
2.5% |
1-19 |
1.4% |
46% |
True |
False |
538,130 |
| 10 |
118-10 |
113-10 |
5-00 |
4.4% |
1-18 |
1.4% |
26% |
False |
False |
535,443 |
| 20 |
120-20 |
113-10 |
7-10 |
6.4% |
1-12 |
1.2% |
18% |
False |
False |
475,948 |
| 40 |
122-13 |
113-10 |
9-03 |
7.9% |
1-09 |
1.1% |
14% |
False |
False |
469,608 |
| 60 |
124-24 |
113-10 |
11-14 |
10.0% |
1-09 |
1.1% |
11% |
False |
False |
322,959 |
| 80 |
126-00 |
113-10 |
12-22 |
11.1% |
1-09 |
1.1% |
10% |
False |
False |
242,276 |
| 100 |
126-00 |
113-10 |
12-22 |
11.1% |
1-08 |
1.1% |
10% |
False |
False |
193,828 |
| 120 |
126-00 |
109-15 |
16-17 |
14.4% |
1-02 |
0.9% |
31% |
False |
False |
161,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-04 |
|
2.618 |
121-02 |
|
1.618 |
119-06 |
|
1.000 |
118-01 |
|
0.618 |
117-10 |
|
HIGH |
116-05 |
|
0.618 |
115-14 |
|
0.500 |
115-07 |
|
0.382 |
115-00 |
|
LOW |
114-09 |
|
0.618 |
113-04 |
|
1.000 |
112-13 |
|
1.618 |
111-08 |
|
2.618 |
109-12 |
|
4.250 |
106-10 |
|
|
| Fisher Pivots for day following 19-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
115-07 |
114-28 |
| PP |
115-01 |
114-26 |
| S1 |
114-26 |
114-23 |
|