ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 18-Mar-2024
Day Change Summary
Previous Current
15-Mar-2024 18-Mar-2024 Change Change % Previous Week
Open 118-28 118-19 -0-09 -0.2% 121-19
High 119-07 118-28 -0-11 -0.3% 122-03
Low 118-15 118-03 -0-12 -0.3% 118-15
Close 118-23 118-06 -0-17 -0.4% 118-23
Range 0-24 0-25 0-01 4.2% 3-20
ATR 1-07 1-06 -0-01 -2.6% 0-00
Volume 351,274 301,272 -50,002 -14.2% 1,951,458
Daily Pivots for day following 18-Mar-2024
Classic Woodie Camarilla DeMark
R4 120-23 120-08 118-20
R3 119-30 119-15 118-13
R2 119-05 119-05 118-11
R1 118-22 118-22 118-08 118-17
PP 118-12 118-12 118-12 118-10
S1 117-29 117-29 118-04 117-24
S2 117-19 117-19 118-01
S3 116-26 117-04 117-31
S4 116-01 116-11 117-24
Weekly Pivots for week ending 15-Mar-2024
Classic Woodie Camarilla DeMark
R4 130-20 128-10 120-23
R3 127-00 124-22 119-23
R2 123-12 123-12 119-12
R1 121-02 121-02 119-02 120-13
PP 119-24 119-24 119-24 119-14
S1 117-14 117-14 118-12 116-25
S2 116-04 116-04 118-02
S3 112-16 113-26 117-23
S4 108-28 110-06 116-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 121-27 118-03 3-24 3.2% 1-04 1.0% 3% False True 385,411
10 122-13 118-03 4-10 3.6% 1-07 1.0% 2% False True 410,255
20 122-13 117-11 5-02 4.3% 1-06 1.0% 17% False False 430,692
40 124-24 117-11 7-13 6.3% 1-08 1.1% 11% False False 216,374
60 126-00 117-11 8-21 7.3% 1-07 1.0% 10% False False 144,305
80 126-00 114-29 11-03 9.4% 1-06 1.0% 30% False False 108,235
100 126-00 108-19 17-13 14.7% 0-31 0.8% 55% False False 86,588
120 126-00 108-00 18-00 15.2% 0-27 0.7% 57% False False 72,157
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-10
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-06
2.618 120-29
1.618 120-04
1.000 119-21
0.618 119-11
HIGH 118-28
0.618 118-18
0.500 118-16
0.382 118-13
LOW 118-03
0.618 117-20
1.000 117-10
1.618 116-27
2.618 116-02
4.250 114-25
Fisher Pivots for day following 18-Mar-2024
Pivot 1 day 3 day
R1 118-16 119-08
PP 118-12 118-29
S1 118-09 118-18

These figures are updated between 7pm and 10pm EST after a trading day.

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