ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 24-Apr-2024
Day Change Summary
Previous Current
23-Apr-2024 24-Apr-2024 Change Change % Previous Week
Open 114-20 114-22 0-02 0.1% 116-01
High 115-05 114-24 -0-13 -0.4% 116-05
Low 114-02 113-20 -0-14 -0.4% 113-10
Close 114-23 113-29 -0-26 -0.7% 114-20
Range 1-03 1-04 0-01 2.9% 2-27
ATR 1-11 1-11 -0-01 -1.2% 0-00
Volume 405,843 432,535 26,692 6.6% 2,690,650
Daily Pivots for day following 24-Apr-2024
Classic Woodie Camarilla DeMark
R4 117-15 116-26 114-17
R3 116-11 115-22 114-07
R2 115-07 115-07 114-04
R1 114-18 114-18 114-00 114-10
PP 114-03 114-03 114-03 113-31
S1 113-14 113-14 113-26 113-06
S2 112-31 112-31 113-22
S3 111-27 112-10 113-19
S4 110-23 111-06 113-09
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
5 116-05 113-20 2-17 2.2% 1-06 1.0% 11% False True 414,273
10 116-14 113-10 3-04 2.7% 1-11 1.2% 19% False False 496,229
20 120-20 113-10 7-10 6.4% 1-12 1.2% 8% False False 491,341
40 122-13 113-10 9-03 8.0% 1-08 1.1% 7% False False 450,905
60 124-24 113-10 11-14 10.0% 1-09 1.1% 5% False False 342,417
80 125-13 113-10 12-03 10.6% 1-09 1.1% 5% False False 256,884
100 126-00 113-10 12-22 11.1% 1-08 1.1% 5% False False 205,512
120 126-00 110-19 15-13 13.5% 1-03 1.0% 22% False False 171,263
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 119-17
2.618 117-22
1.618 116-18
1.000 115-28
0.618 115-14
HIGH 114-24
0.618 114-10
0.500 114-06
0.382 114-02
LOW 113-20
0.618 112-30
1.000 112-16
1.618 111-26
2.618 110-22
4.250 108-27
Fisher Pivots for day following 24-Apr-2024
Pivot 1 day 3 day
R1 114-06 114-12
PP 114-03 114-07
S1 114-00 114-02

These figures are updated between 7pm and 10pm EST after a trading day.

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