ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 05-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2024 |
05-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
119-30 |
119-21 |
-0-09 |
-0.2% |
119-04 |
| High |
120-00 |
121-09 |
1-09 |
1.1% |
120-02 |
| Low |
119-05 |
119-16 |
0-11 |
0.3% |
118-06 |
| Close |
119-19 |
120-27 |
1-08 |
1.0% |
120-01 |
| Range |
0-27 |
1-25 |
0-30 |
111.1% |
1-28 |
| ATR |
1-08 |
1-09 |
0-01 |
3.2% |
0-00 |
| Volume |
278,393 |
440,932 |
162,539 |
58.4% |
3,188,765 |
|
| Daily Pivots for day following 05-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-28 |
125-05 |
121-26 |
|
| R3 |
124-03 |
123-12 |
121-11 |
|
| R2 |
122-10 |
122-10 |
121-05 |
|
| R1 |
121-19 |
121-19 |
121-00 |
121-30 |
| PP |
120-17 |
120-17 |
120-17 |
120-23 |
| S1 |
119-26 |
119-26 |
120-22 |
120-06 |
| S2 |
118-24 |
118-24 |
120-17 |
|
| S3 |
116-31 |
118-01 |
120-11 |
|
| S4 |
115-06 |
116-08 |
119-28 |
|
|
| 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 |
121-09 |
118-06 |
3-03 |
2.6% |
1-08 |
1.0% |
86% |
True |
False |
496,373 |
| 10 |
121-09 |
117-11 |
3-30 |
3.3% |
1-07 |
1.0% |
89% |
True |
False |
491,592 |
| 20 |
121-10 |
117-11 |
3-31 |
3.3% |
1-06 |
1.0% |
88% |
False |
False |
249,000 |
| 40 |
124-24 |
117-11 |
7-13 |
6.1% |
1-08 |
1.0% |
47% |
False |
False |
124,898 |
| 60 |
126-00 |
117-11 |
8-21 |
7.2% |
1-07 |
1.0% |
40% |
False |
False |
83,280 |
| 80 |
126-00 |
112-20 |
13-12 |
11.1% |
1-02 |
0.9% |
61% |
False |
False |
62,465 |
| 100 |
126-00 |
108-00 |
18-00 |
14.9% |
0-29 |
0.7% |
71% |
False |
False |
49,972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-27 |
|
2.618 |
125-30 |
|
1.618 |
124-05 |
|
1.000 |
123-02 |
|
0.618 |
122-12 |
|
HIGH |
121-09 |
|
0.618 |
120-19 |
|
0.500 |
120-12 |
|
0.382 |
120-06 |
|
LOW |
119-16 |
|
0.618 |
118-13 |
|
1.000 |
117-23 |
|
1.618 |
116-20 |
|
2.618 |
114-27 |
|
4.250 |
111-30 |
|
|
| Fisher Pivots for day following 05-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-22 |
120-17 |
| PP |
120-17 |
120-06 |
| S1 |
120-12 |
119-28 |
|