ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 07-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2024 |
07-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
120-17 |
121-10 |
0-25 |
0.6% |
119-03 |
| High |
121-22 |
122-12 |
0-22 |
0.6% |
120-02 |
| Low |
120-11 |
121-10 |
0-31 |
0.8% |
118-06 |
| Close |
121-19 |
121-23 |
0-04 |
0.1% |
120-01 |
| Range |
1-11 |
1-02 |
-0-09 |
-20.9% |
1-28 |
| ATR |
1-10 |
1-09 |
-0-01 |
-1.3% |
0-00 |
| Volume |
7,933 |
2,560 |
-5,373 |
-67.7% |
1,871,187 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-00 |
124-13 |
122-10 |
|
| R3 |
123-30 |
123-11 |
122-00 |
|
| R2 |
122-28 |
122-28 |
121-29 |
|
| R1 |
122-09 |
122-09 |
121-26 |
122-18 |
| PP |
121-26 |
121-26 |
121-26 |
121-30 |
| S1 |
121-07 |
121-07 |
121-20 |
121-16 |
| S2 |
120-24 |
120-24 |
121-17 |
|
| S3 |
119-22 |
120-05 |
121-14 |
|
| S4 |
118-20 |
119-03 |
121-04 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-02 |
124-13 |
121-02 |
|
| R3 |
123-06 |
122-17 |
120-18 |
|
| R2 |
121-10 |
121-10 |
120-12 |
|
| R1 |
120-21 |
120-21 |
120-06 |
121-00 |
| PP |
119-14 |
119-14 |
119-14 |
119-19 |
| S1 |
118-25 |
118-25 |
119-28 |
119-04 |
| S2 |
117-18 |
117-18 |
119-22 |
|
| S3 |
115-22 |
116-29 |
119-16 |
|
| S4 |
113-26 |
115-01 |
119-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-12 |
118-17 |
3-27 |
3.2% |
1-10 |
1.1% |
83% |
True |
False |
7,571 |
| 10 |
122-12 |
117-25 |
4-19 |
3.8% |
1-08 |
1.0% |
86% |
True |
False |
275,861 |
| 20 |
122-12 |
117-11 |
5-01 |
4.1% |
1-07 |
1.0% |
87% |
True |
False |
356,759 |
| 40 |
124-24 |
117-11 |
7-13 |
6.1% |
1-11 |
1.1% |
59% |
False |
False |
418,891 |
| 60 |
125-30 |
117-11 |
8-19 |
7.1% |
1-11 |
1.1% |
51% |
False |
False |
421,024 |
| 80 |
125-30 |
112-12 |
13-18 |
11.1% |
1-12 |
1.1% |
69% |
False |
False |
395,924 |
| 100 |
125-30 |
107-03 |
18-27 |
15.5% |
1-15 |
1.2% |
78% |
False |
False |
316,931 |
| 120 |
125-30 |
107-03 |
18-27 |
15.5% |
1-15 |
1.2% |
78% |
False |
False |
264,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-28 |
|
2.618 |
125-05 |
|
1.618 |
124-03 |
|
1.000 |
123-14 |
|
0.618 |
123-01 |
|
HIGH |
122-12 |
|
0.618 |
121-31 |
|
0.500 |
121-27 |
|
0.382 |
121-23 |
|
LOW |
121-10 |
|
0.618 |
120-21 |
|
1.000 |
120-08 |
|
1.618 |
119-19 |
|
2.618 |
118-17 |
|
4.250 |
116-26 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
121-27 |
121-15 |
| PP |
121-26 |
121-07 |
| S1 |
121-24 |
120-30 |
|