ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 21-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2024 |
21-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
118-23 |
118-28 |
0-05 |
0.1% |
121-19 |
| High |
119-21 |
119-20 |
-0-01 |
0.0% |
122-03 |
| Low |
118-04 |
118-19 |
0-15 |
0.4% |
118-15 |
| Close |
118-26 |
119-00 |
0-06 |
0.2% |
118-23 |
| Range |
1-17 |
1-01 |
-0-16 |
-32.7% |
3-20 |
| ATR |
1-06 |
1-06 |
0-00 |
-1.0% |
0-00 |
| Volume |
418,679 |
365,646 |
-53,033 |
-12.7% |
1,951,458 |
|
| Daily Pivots for day following 21-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-05 |
121-20 |
119-18 |
|
| R3 |
121-04 |
120-19 |
119-09 |
|
| R2 |
120-03 |
120-03 |
119-06 |
|
| R1 |
119-18 |
119-18 |
119-03 |
119-26 |
| PP |
119-02 |
119-02 |
119-02 |
119-07 |
| S1 |
118-17 |
118-17 |
118-29 |
118-26 |
| S2 |
118-01 |
118-01 |
118-26 |
|
| S3 |
117-00 |
117-16 |
118-23 |
|
| S4 |
115-31 |
116-15 |
118-14 |
|
|
| 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 |
119-21 |
118-03 |
1-18 |
1.3% |
0-31 |
0.8% |
58% |
False |
False |
371,534 |
| 10 |
122-09 |
118-03 |
4-06 |
3.5% |
1-03 |
0.9% |
22% |
False |
False |
385,681 |
| 20 |
122-13 |
117-25 |
4-20 |
3.9% |
1-06 |
1.0% |
26% |
False |
False |
463,268 |
| 40 |
124-24 |
117-11 |
7-13 |
6.2% |
1-08 |
1.0% |
22% |
False |
False |
246,465 |
| 60 |
126-00 |
117-11 |
8-21 |
7.3% |
1-08 |
1.0% |
19% |
False |
False |
164,386 |
| 80 |
126-00 |
114-29 |
11-03 |
9.3% |
1-06 |
1.0% |
37% |
False |
False |
123,298 |
| 100 |
126-00 |
109-15 |
16-17 |
13.9% |
1-00 |
0.8% |
58% |
False |
False |
98,639 |
| 120 |
126-00 |
108-00 |
18-00 |
15.1% |
0-28 |
0.7% |
61% |
False |
False |
82,199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-00 |
|
2.618 |
122-10 |
|
1.618 |
121-09 |
|
1.000 |
120-21 |
|
0.618 |
120-08 |
|
HIGH |
119-20 |
|
0.618 |
119-07 |
|
0.500 |
119-04 |
|
0.382 |
119-00 |
|
LOW |
118-19 |
|
0.618 |
117-31 |
|
1.000 |
117-18 |
|
1.618 |
116-30 |
|
2.618 |
115-29 |
|
4.250 |
114-07 |
|
|
| Fisher Pivots for day following 21-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-04 |
118-31 |
| PP |
119-02 |
118-30 |
| S1 |
119-01 |
118-28 |
|