ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 26-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2024 |
26-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
114-02 |
113-11 |
-0-23 |
-0.6% |
114-12 |
| High |
114-11 |
114-10 |
-0-01 |
0.0% |
115-05 |
| Low |
112-27 |
113-06 |
0-11 |
0.3% |
112-27 |
| Close |
113-10 |
113-27 |
0-17 |
0.5% |
113-27 |
| Range |
1-16 |
1-04 |
-0-12 |
-25.0% |
2-10 |
| ATR |
1-11 |
1-11 |
-0-01 |
-1.2% |
0-00 |
| Volume |
444,457 |
344,148 |
-100,309 |
-22.6% |
1,957,267 |
|
| Daily Pivots for day following 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-05 |
116-20 |
114-15 |
|
| R3 |
116-01 |
115-16 |
114-05 |
|
| R2 |
114-29 |
114-29 |
114-02 |
|
| R1 |
114-12 |
114-12 |
113-30 |
114-20 |
| PP |
113-25 |
113-25 |
113-25 |
113-29 |
| S1 |
113-08 |
113-08 |
113-24 |
113-16 |
| S2 |
112-21 |
112-21 |
113-20 |
|
| S3 |
111-17 |
112-04 |
113-17 |
|
| S4 |
110-13 |
111-00 |
113-07 |
|
|
| Weekly Pivots for week ending 26-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-28 |
119-22 |
115-04 |
|
| R3 |
118-18 |
117-12 |
114-15 |
|
| R2 |
116-08 |
116-08 |
114-09 |
|
| R1 |
115-02 |
115-02 |
114-02 |
114-16 |
| PP |
113-30 |
113-30 |
113-30 |
113-22 |
| S1 |
112-24 |
112-24 |
113-20 |
112-06 |
| S2 |
111-20 |
111-20 |
113-13 |
|
| S3 |
109-10 |
110-14 |
113-07 |
|
| S4 |
107-00 |
108-04 |
112-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-05 |
112-27 |
2-10 |
2.0% |
1-04 |
1.0% |
43% |
False |
False |
391,453 |
| 10 |
116-05 |
112-27 |
3-10 |
2.9% |
1-11 |
1.2% |
30% |
False |
False |
464,791 |
| 20 |
120-15 |
112-27 |
7-20 |
6.7% |
1-14 |
1.3% |
13% |
False |
False |
491,530 |
| 40 |
122-13 |
112-27 |
9-18 |
8.4% |
1-09 |
1.1% |
10% |
False |
False |
440,202 |
| 60 |
124-24 |
112-27 |
11-29 |
10.5% |
1-09 |
1.1% |
8% |
False |
False |
355,530 |
| 80 |
124-24 |
112-27 |
11-29 |
10.5% |
1-09 |
1.1% |
8% |
False |
False |
266,740 |
| 100 |
126-00 |
112-27 |
13-05 |
11.6% |
1-07 |
1.1% |
8% |
False |
False |
213,398 |
| 120 |
126-00 |
112-20 |
13-12 |
11.7% |
1-03 |
1.0% |
9% |
False |
False |
177,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-03 |
|
2.618 |
117-08 |
|
1.618 |
116-04 |
|
1.000 |
115-14 |
|
0.618 |
115-00 |
|
HIGH |
114-10 |
|
0.618 |
113-28 |
|
0.500 |
113-24 |
|
0.382 |
113-20 |
|
LOW |
113-06 |
|
0.618 |
112-16 |
|
1.000 |
112-02 |
|
1.618 |
111-12 |
|
2.618 |
110-08 |
|
4.250 |
108-13 |
|
|
| Fisher Pivots for day following 26-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
113-26 |
113-26 |
| PP |
113-25 |
113-26 |
| S1 |
113-24 |
113-26 |
|