ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 01-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Feb-2024 |
01-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
118-27 |
119-03 |
0-08 |
0.2% |
119-04 |
| High |
119-17 |
120-02 |
0-17 |
0.4% |
120-02 |
| Low |
118-06 |
118-15 |
0-09 |
0.2% |
118-06 |
| Close |
119-08 |
120-01 |
0-25 |
0.7% |
120-01 |
| Range |
1-11 |
1-19 |
0-08 |
18.6% |
1-28 |
| ATR |
1-08 |
1-08 |
0-01 |
2.1% |
0-00 |
| Volume |
774,241 |
545,796 |
-228,445 |
-29.5% |
3,188,765 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-10 |
123-24 |
120-29 |
|
| R3 |
122-23 |
122-05 |
120-15 |
|
| R2 |
121-04 |
121-04 |
120-10 |
|
| R1 |
120-18 |
120-18 |
120-06 |
120-27 |
| PP |
119-17 |
119-17 |
119-17 |
119-21 |
| S1 |
118-31 |
118-31 |
119-28 |
119-08 |
| S2 |
117-30 |
117-30 |
119-24 |
|
| S3 |
116-11 |
117-12 |
119-19 |
|
| S4 |
114-24 |
115-25 |
119-05 |
|
|
| 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 |
120-02 |
118-06 |
1-28 |
1.6% |
1-07 |
1.0% |
98% |
True |
False |
637,753 |
| 10 |
120-02 |
117-11 |
2-23 |
2.3% |
1-06 |
1.0% |
99% |
True |
False |
423,933 |
| 20 |
124-00 |
117-11 |
6-21 |
5.5% |
1-09 |
1.1% |
40% |
False |
False |
213,415 |
| 40 |
124-24 |
117-11 |
7-13 |
6.2% |
1-09 |
1.1% |
36% |
False |
False |
106,921 |
| 60 |
126-00 |
117-11 |
8-21 |
7.2% |
1-07 |
1.0% |
31% |
False |
False |
71,292 |
| 80 |
126-00 |
112-20 |
13-12 |
11.1% |
1-01 |
0.9% |
55% |
False |
False |
53,473 |
| 100 |
126-00 |
108-00 |
18-00 |
15.0% |
0-28 |
0.7% |
67% |
False |
False |
42,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-27 |
|
2.618 |
124-08 |
|
1.618 |
122-21 |
|
1.000 |
121-21 |
|
0.618 |
121-02 |
|
HIGH |
120-02 |
|
0.618 |
119-15 |
|
0.500 |
119-08 |
|
0.382 |
119-02 |
|
LOW |
118-15 |
|
0.618 |
117-15 |
|
1.000 |
116-28 |
|
1.618 |
115-28 |
|
2.618 |
114-09 |
|
4.250 |
111-22 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-25 |
119-23 |
| PP |
119-17 |
119-14 |
| S1 |
119-08 |
119-04 |
|