ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 25-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2024 |
25-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
119-03 |
119-31 |
0-28 |
0.7% |
118-19 |
| High |
120-05 |
120-06 |
0-01 |
0.0% |
120-05 |
| Low |
119-02 |
119-06 |
0-04 |
0.1% |
118-03 |
| Close |
119-25 |
119-10 |
-0-15 |
-0.4% |
119-25 |
| Range |
1-03 |
1-00 |
-0-03 |
-8.6% |
2-02 |
| ATR |
1-06 |
1-05 |
0-00 |
-1.1% |
0-00 |
| Volume |
313,018 |
252,136 |
-60,882 |
-19.4% |
1,819,415 |
|
| Daily Pivots for day following 25-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-18 |
121-30 |
119-28 |
|
| R3 |
121-18 |
120-30 |
119-19 |
|
| R2 |
120-18 |
120-18 |
119-16 |
|
| R1 |
119-30 |
119-30 |
119-13 |
119-24 |
| PP |
119-18 |
119-18 |
119-18 |
119-15 |
| S1 |
118-30 |
118-30 |
119-07 |
118-24 |
| S2 |
118-18 |
118-18 |
119-04 |
|
| S3 |
117-18 |
117-30 |
119-01 |
|
| S4 |
116-18 |
116-30 |
118-24 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-17 |
124-23 |
120-29 |
|
| R3 |
123-15 |
122-21 |
120-11 |
|
| R2 |
121-13 |
121-13 |
120-05 |
|
| R1 |
120-19 |
120-19 |
119-31 |
121-00 |
| PP |
119-11 |
119-11 |
119-11 |
119-18 |
| S1 |
118-17 |
118-17 |
119-19 |
118-30 |
| S2 |
117-09 |
117-09 |
119-13 |
|
| S3 |
115-07 |
116-15 |
119-07 |
|
| S4 |
113-05 |
114-13 |
118-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-06 |
118-04 |
2-02 |
1.7% |
1-03 |
0.9% |
58% |
True |
False |
354,055 |
| 10 |
121-27 |
118-03 |
3-24 |
3.1% |
1-04 |
0.9% |
33% |
False |
False |
369,733 |
| 20 |
122-13 |
118-03 |
4-10 |
3.6% |
1-05 |
1.0% |
28% |
False |
False |
425,185 |
| 40 |
124-24 |
117-11 |
7-13 |
6.2% |
1-08 |
1.0% |
27% |
False |
False |
260,589 |
| 60 |
125-30 |
117-11 |
8-19 |
7.2% |
1-07 |
1.0% |
23% |
False |
False |
173,804 |
| 80 |
126-00 |
116-13 |
9-19 |
8.0% |
1-06 |
1.0% |
30% |
False |
False |
130,360 |
| 100 |
126-00 |
109-20 |
16-12 |
13.7% |
1-00 |
0.8% |
59% |
False |
False |
104,291 |
| 120 |
126-00 |
108-00 |
18-00 |
15.1% |
0-28 |
0.7% |
63% |
False |
False |
86,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-14 |
|
2.618 |
122-26 |
|
1.618 |
121-26 |
|
1.000 |
121-06 |
|
0.618 |
120-26 |
|
HIGH |
120-06 |
|
0.618 |
119-26 |
|
0.500 |
119-22 |
|
0.382 |
119-18 |
|
LOW |
119-06 |
|
0.618 |
118-18 |
|
1.000 |
118-06 |
|
1.618 |
117-18 |
|
2.618 |
116-18 |
|
4.250 |
114-30 |
|
|
| Fisher Pivots for day following 25-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-22 |
119-12 |
| PP |
119-18 |
119-12 |
| S1 |
119-14 |
119-11 |
|