ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 25-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2024 |
25-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
114-22 |
114-02 |
-0-20 |
-0.5% |
116-01 |
| High |
114-24 |
114-11 |
-0-13 |
-0.4% |
116-05 |
| Low |
113-20 |
112-27 |
-0-25 |
-0.7% |
113-10 |
| Close |
113-29 |
113-10 |
-0-19 |
-0.5% |
114-20 |
| Range |
1-04 |
1-16 |
0-12 |
33.3% |
2-27 |
| ATR |
1-11 |
1-11 |
0-00 |
0.9% |
0-00 |
| Volume |
432,535 |
444,457 |
11,922 |
2.8% |
2,690,650 |
|
| Daily Pivots for day following 25-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-00 |
117-05 |
114-04 |
|
| R3 |
116-16 |
115-21 |
113-23 |
|
| R2 |
115-00 |
115-00 |
113-19 |
|
| R1 |
114-05 |
114-05 |
113-14 |
113-26 |
| PP |
113-16 |
113-16 |
113-16 |
113-11 |
| S1 |
112-21 |
112-21 |
113-06 |
112-10 |
| S2 |
112-00 |
112-00 |
113-01 |
|
| S3 |
110-16 |
111-05 |
112-29 |
|
| S4 |
109-00 |
109-21 |
112-16 |
|
|
| 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 |
112-27 |
3-10 |
2.9% |
1-08 |
1.1% |
14% |
False |
True |
422,815 |
| 10 |
116-14 |
112-27 |
3-19 |
3.2% |
1-12 |
1.2% |
13% |
False |
True |
475,471 |
| 20 |
120-20 |
112-27 |
7-25 |
6.9% |
1-13 |
1.3% |
6% |
False |
True |
496,786 |
| 40 |
122-13 |
112-27 |
9-18 |
8.4% |
1-09 |
1.1% |
5% |
False |
True |
450,954 |
| 60 |
124-24 |
112-27 |
11-29 |
10.5% |
1-09 |
1.1% |
4% |
False |
True |
349,807 |
| 80 |
124-24 |
112-27 |
11-29 |
10.5% |
1-09 |
1.1% |
4% |
False |
True |
262,439 |
| 100 |
126-00 |
112-27 |
13-05 |
11.6% |
1-08 |
1.1% |
4% |
False |
True |
209,956 |
| 120 |
126-00 |
112-20 |
13-12 |
11.8% |
1-03 |
1.0% |
5% |
False |
False |
174,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-23 |
|
2.618 |
118-09 |
|
1.618 |
116-25 |
|
1.000 |
115-27 |
|
0.618 |
115-09 |
|
HIGH |
114-11 |
|
0.618 |
113-25 |
|
0.500 |
113-19 |
|
0.382 |
113-13 |
|
LOW |
112-27 |
|
0.618 |
111-29 |
|
1.000 |
111-11 |
|
1.618 |
110-13 |
|
2.618 |
108-29 |
|
4.250 |
106-15 |
|
|
| Fisher Pivots for day following 25-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
113-19 |
114-00 |
| PP |
113-16 |
113-25 |
| S1 |
113-13 |
113-17 |
|