ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
121-24 |
121-19 |
-0-05 |
-0.1% |
119-30 |
| High |
122-09 |
122-03 |
-0-06 |
-0.2% |
122-13 |
| Low |
121-02 |
121-08 |
0-06 |
0.2% |
119-05 |
| Close |
121-16 |
121-13 |
-0-03 |
-0.1% |
121-16 |
| Range |
1-07 |
0-27 |
-0-12 |
-30.8% |
3-08 |
| ATR |
1-09 |
1-08 |
-0-01 |
-2.4% |
0-00 |
| Volume |
398,964 |
325,672 |
-73,292 |
-18.4% |
2,128,213 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-04 |
123-19 |
121-28 |
|
| R3 |
123-09 |
122-24 |
121-20 |
|
| R2 |
122-14 |
122-14 |
121-18 |
|
| R1 |
121-29 |
121-29 |
121-15 |
121-24 |
| PP |
121-19 |
121-19 |
121-19 |
121-16 |
| S1 |
121-02 |
121-02 |
121-11 |
120-29 |
| S2 |
120-24 |
120-24 |
121-08 |
|
| S3 |
119-29 |
120-07 |
121-06 |
|
| S4 |
119-02 |
119-12 |
120-30 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-25 |
129-12 |
123-09 |
|
| R3 |
127-17 |
126-04 |
122-13 |
|
| R2 |
124-09 |
124-09 |
122-03 |
|
| R1 |
122-28 |
122-28 |
121-26 |
123-18 |
| PP |
121-01 |
121-01 |
121-01 |
121-12 |
| S1 |
119-20 |
119-20 |
121-06 |
120-10 |
| S2 |
117-25 |
117-25 |
120-29 |
|
| S3 |
114-17 |
116-12 |
120-19 |
|
| S4 |
111-09 |
113-04 |
119-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-13 |
119-16 |
2-29 |
2.4% |
1-09 |
1.1% |
66% |
False |
False |
435,098 |
| 10 |
122-13 |
118-06 |
4-07 |
3.5% |
1-06 |
1.0% |
76% |
False |
False |
480,636 |
| 20 |
122-13 |
117-11 |
5-02 |
4.2% |
1-07 |
1.0% |
80% |
False |
False |
335,451 |
| 40 |
124-24 |
117-11 |
7-13 |
6.1% |
1-09 |
1.0% |
55% |
False |
False |
168,250 |
| 60 |
126-00 |
117-11 |
8-21 |
7.1% |
1-08 |
1.0% |
47% |
False |
False |
112,189 |
| 80 |
126-00 |
114-16 |
11-16 |
9.5% |
1-03 |
0.9% |
60% |
False |
False |
84,147 |
| 100 |
126-00 |
108-00 |
18-00 |
14.8% |
0-30 |
0.8% |
74% |
False |
False |
67,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-22 |
|
2.618 |
124-10 |
|
1.618 |
123-15 |
|
1.000 |
122-30 |
|
0.618 |
122-20 |
|
HIGH |
122-03 |
|
0.618 |
121-25 |
|
0.500 |
121-22 |
|
0.382 |
121-18 |
|
LOW |
121-08 |
|
0.618 |
120-23 |
|
1.000 |
120-13 |
|
1.618 |
119-28 |
|
2.618 |
119-01 |
|
4.250 |
117-21 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
121-22 |
121-24 |
| PP |
121-19 |
121-20 |
| S1 |
121-16 |
121-16 |
|