ECBOT 30 Year Treasury Bond Future June 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 |
120-20 |
121-19 |
0-31 |
0.8% |
119-04 |
| High |
121-23 |
122-13 |
0-22 |
0.6% |
120-02 |
| Low |
120-09 |
121-08 |
0-31 |
0.8% |
118-06 |
| Close |
121-19 |
121-23 |
0-04 |
0.1% |
120-01 |
| Range |
1-14 |
1-05 |
-0-09 |
-19.6% |
1-28 |
| ATR |
1-09 |
1-09 |
0-00 |
-0.7% |
0-00 |
| Volume |
523,101 |
486,823 |
-36,278 |
-6.9% |
3,188,765 |
|
| Daily Pivots for day following 07-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-08 |
124-21 |
122-11 |
|
| R3 |
124-03 |
123-16 |
122-01 |
|
| R2 |
122-30 |
122-30 |
121-30 |
|
| R1 |
122-11 |
122-11 |
121-26 |
122-20 |
| PP |
121-25 |
121-25 |
121-25 |
121-30 |
| S1 |
121-06 |
121-06 |
121-20 |
121-16 |
| S2 |
120-20 |
120-20 |
121-16 |
|
| S3 |
119-15 |
120-01 |
121-13 |
|
| S4 |
118-10 |
118-28 |
121-03 |
|
|
| 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 |
122-13 |
118-15 |
3-30 |
3.2% |
1-12 |
1.1% |
83% |
True |
False |
455,009 |
| 10 |
122-13 |
117-25 |
4-20 |
3.8% |
1-09 |
1.0% |
85% |
True |
False |
540,855 |
| 20 |
122-13 |
117-11 |
5-02 |
4.2% |
1-07 |
1.0% |
86% |
True |
False |
299,454 |
| 40 |
124-24 |
117-11 |
7-13 |
6.1% |
1-09 |
1.0% |
59% |
False |
False |
150,138 |
| 60 |
126-00 |
117-11 |
8-21 |
7.1% |
1-07 |
1.0% |
51% |
False |
False |
100,112 |
| 80 |
126-00 |
112-20 |
13-12 |
11.0% |
1-03 |
0.9% |
68% |
False |
False |
75,089 |
| 100 |
126-00 |
108-00 |
18-00 |
14.8% |
0-29 |
0.8% |
76% |
False |
False |
60,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-10 |
|
2.618 |
125-14 |
|
1.618 |
124-09 |
|
1.000 |
123-18 |
|
0.618 |
123-04 |
|
HIGH |
122-13 |
|
0.618 |
121-31 |
|
0.500 |
121-26 |
|
0.382 |
121-22 |
|
LOW |
121-08 |
|
0.618 |
120-17 |
|
1.000 |
120-03 |
|
1.618 |
119-12 |
|
2.618 |
118-07 |
|
4.250 |
116-11 |
|
|
| Fisher Pivots for day following 07-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
121-26 |
121-15 |
| PP |
121-25 |
121-07 |
| S1 |
121-24 |
120-30 |
|