ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 12-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2024 |
12-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
121-19 |
121-19 |
0-00 |
0.0% |
119-30 |
| High |
122-03 |
121-27 |
-0-08 |
-0.2% |
122-13 |
| Low |
121-08 |
120-16 |
-0-24 |
-0.6% |
119-05 |
| Close |
121-13 |
120-24 |
-0-21 |
-0.5% |
121-16 |
| Range |
0-27 |
1-11 |
0-16 |
59.3% |
3-08 |
| ATR |
1-08 |
1-08 |
0-00 |
0.6% |
0-00 |
| Volume |
325,672 |
433,884 |
108,212 |
33.2% |
2,128,213 |
|
| Daily Pivots for day following 12-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-02 |
124-08 |
121-16 |
|
| R3 |
123-23 |
122-29 |
121-04 |
|
| R2 |
122-12 |
122-12 |
121-00 |
|
| R1 |
121-18 |
121-18 |
120-28 |
121-10 |
| PP |
121-01 |
121-01 |
121-01 |
120-29 |
| S1 |
120-07 |
120-07 |
120-20 |
119-30 |
| S2 |
119-22 |
119-22 |
120-16 |
|
| S3 |
118-11 |
118-28 |
120-12 |
|
| S4 |
117-00 |
117-17 |
120-00 |
|
|
| 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 |
120-09 |
2-04 |
1.8% |
1-06 |
1.0% |
22% |
False |
False |
433,688 |
| 10 |
122-13 |
118-06 |
4-07 |
3.5% |
1-07 |
1.0% |
61% |
False |
False |
465,031 |
| 20 |
122-13 |
117-11 |
5-02 |
4.2% |
1-08 |
1.0% |
67% |
False |
False |
357,051 |
| 40 |
124-24 |
117-11 |
7-13 |
6.1% |
1-09 |
1.1% |
46% |
False |
False |
179,095 |
| 60 |
126-00 |
117-11 |
8-21 |
7.2% |
1-07 |
1.0% |
39% |
False |
False |
119,420 |
| 80 |
126-00 |
114-16 |
11-16 |
9.5% |
1-04 |
0.9% |
54% |
False |
False |
89,570 |
| 100 |
126-00 |
108-00 |
18-00 |
14.9% |
0-30 |
0.8% |
71% |
False |
False |
71,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-18 |
|
2.618 |
125-12 |
|
1.618 |
124-01 |
|
1.000 |
123-06 |
|
0.618 |
122-22 |
|
HIGH |
121-27 |
|
0.618 |
121-11 |
|
0.500 |
121-06 |
|
0.382 |
121-00 |
|
LOW |
120-16 |
|
0.618 |
119-21 |
|
1.000 |
119-05 |
|
1.618 |
118-10 |
|
2.618 |
116-31 |
|
4.250 |
114-25 |
|
|
| Fisher Pivots for day following 12-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
121-06 |
121-12 |
| PP |
121-01 |
121-06 |
| S1 |
120-28 |
120-31 |
|