ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 22-Apr-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2024 |
22-Apr-2024 |
Change |
Change % |
Previous Week |
| Open |
114-12 |
114-12 |
0-00 |
0.0% |
116-01 |
| High |
116-05 |
114-22 |
-1-15 |
-1.3% |
116-05 |
| Low |
114-09 |
113-31 |
-0-10 |
-0.3% |
113-10 |
| Close |
114-20 |
114-17 |
-0-03 |
-0.1% |
114-20 |
| Range |
1-28 |
0-23 |
-1-05 |
-61.7% |
2-27 |
| ATR |
1-14 |
1-12 |
-0-02 |
-3.5% |
0-00 |
| Volume |
500,960 |
330,284 |
-170,676 |
-34.1% |
2,690,650 |
|
| Daily Pivots for day following 22-Apr-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-18 |
116-08 |
114-30 |
|
| R3 |
115-27 |
115-17 |
114-23 |
|
| R2 |
115-04 |
115-04 |
114-21 |
|
| R1 |
114-26 |
114-26 |
114-19 |
114-31 |
| PP |
114-13 |
114-13 |
114-13 |
114-15 |
| S1 |
114-03 |
114-03 |
114-15 |
114-08 |
| S2 |
113-22 |
113-22 |
114-13 |
|
| S3 |
112-31 |
113-12 |
114-11 |
|
| S4 |
112-08 |
112-21 |
114-04 |
|
|
| 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% |
1-10 |
1.1% |
43% |
False |
False |
477,954 |
| 10 |
118-10 |
113-10 |
5-00 |
4.4% |
1-17 |
1.3% |
24% |
False |
False |
522,996 |
| 20 |
120-20 |
113-10 |
7-10 |
6.4% |
1-12 |
1.2% |
17% |
False |
False |
476,811 |
| 40 |
122-13 |
113-10 |
9-03 |
7.9% |
1-09 |
1.1% |
13% |
False |
False |
465,602 |
| 60 |
124-24 |
113-10 |
11-14 |
10.0% |
1-09 |
1.1% |
11% |
False |
False |
328,462 |
| 80 |
126-00 |
113-10 |
12-22 |
11.1% |
1-09 |
1.1% |
10% |
False |
False |
246,405 |
| 100 |
126-00 |
113-10 |
12-22 |
11.1% |
1-07 |
1.1% |
10% |
False |
False |
197,129 |
| 120 |
126-00 |
109-15 |
16-17 |
14.4% |
1-02 |
0.9% |
31% |
False |
False |
164,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-24 |
|
2.618 |
116-18 |
|
1.618 |
115-27 |
|
1.000 |
115-13 |
|
0.618 |
115-04 |
|
HIGH |
114-22 |
|
0.618 |
114-13 |
|
0.500 |
114-10 |
|
0.382 |
114-08 |
|
LOW |
113-31 |
|
0.618 |
113-17 |
|
1.000 |
113-08 |
|
1.618 |
112-26 |
|
2.618 |
112-03 |
|
4.250 |
110-29 |
|
|
| Fisher Pivots for day following 22-Apr-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-15 |
115-02 |
| PP |
114-13 |
114-28 |
| S1 |
114-10 |
114-23 |
|