ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 27-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2024 |
27-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
119-03 |
118-29 |
-0-06 |
-0.2% |
118-11 |
| High |
119-22 |
119-09 |
-0-13 |
-0.3% |
119-08 |
| Low |
118-11 |
118-06 |
-0-05 |
-0.1% |
117-11 |
| Close |
118-19 |
118-10 |
-0-09 |
-0.2% |
119-02 |
| Range |
1-11 |
1-03 |
-0-08 |
-18.6% |
1-29 |
| ATR |
1-11 |
1-11 |
-0-01 |
-1.3% |
0-00 |
| Volume |
1,048,276 |
648,680 |
-399,596 |
-38.1% |
2,598,496 |
|
| Daily Pivots for day following 27-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-28 |
121-06 |
118-29 |
|
| R3 |
120-25 |
120-03 |
118-20 |
|
| R2 |
119-22 |
119-22 |
118-16 |
|
| R1 |
119-00 |
119-00 |
118-13 |
118-26 |
| PP |
118-19 |
118-19 |
118-19 |
118-16 |
| S1 |
117-29 |
117-29 |
118-07 |
117-22 |
| S2 |
117-16 |
117-16 |
118-04 |
|
| S3 |
116-13 |
116-26 |
118-00 |
|
| S4 |
115-10 |
115-23 |
117-23 |
|
|
| Weekly Pivots for week ending 23-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-09 |
123-18 |
120-04 |
|
| R3 |
122-12 |
121-21 |
119-19 |
|
| R2 |
120-15 |
120-15 |
119-13 |
|
| R1 |
119-24 |
119-24 |
119-08 |
120-04 |
| PP |
118-18 |
118-18 |
118-18 |
118-23 |
| S1 |
117-27 |
117-27 |
118-28 |
118-06 |
| S2 |
116-21 |
116-21 |
118-23 |
|
| S3 |
114-24 |
115-30 |
118-17 |
|
| S4 |
112-27 |
114-01 |
118-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-22 |
117-11 |
2-11 |
2.0% |
1-06 |
1.0% |
41% |
False |
False |
783,016 |
| 10 |
120-28 |
117-11 |
3-17 |
3.0% |
1-10 |
1.1% |
27% |
False |
False |
597,374 |
| 20 |
124-24 |
117-11 |
7-13 |
6.3% |
1-12 |
1.2% |
13% |
False |
False |
543,663 |
| 40 |
125-09 |
117-11 |
7-30 |
6.7% |
1-12 |
1.2% |
12% |
False |
False |
496,082 |
| 60 |
125-30 |
116-05 |
9-25 |
8.3% |
1-12 |
1.2% |
22% |
False |
False |
478,412 |
| 80 |
125-30 |
108-18 |
17-12 |
14.7% |
1-14 |
1.2% |
56% |
False |
False |
393,489 |
| 100 |
125-30 |
107-03 |
18-27 |
15.9% |
1-17 |
1.3% |
60% |
False |
False |
314,872 |
| 120 |
125-30 |
107-03 |
18-27 |
15.9% |
1-14 |
1.2% |
60% |
False |
False |
262,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-30 |
|
2.618 |
122-05 |
|
1.618 |
121-02 |
|
1.000 |
120-12 |
|
0.618 |
119-31 |
|
HIGH |
119-09 |
|
0.618 |
118-28 |
|
0.500 |
118-24 |
|
0.382 |
118-19 |
|
LOW |
118-06 |
|
0.618 |
117-16 |
|
1.000 |
117-03 |
|
1.618 |
116-13 |
|
2.618 |
115-10 |
|
4.250 |
113-17 |
|
|
| Fisher Pivots for day following 27-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-24 |
118-24 |
| PP |
118-19 |
118-19 |
| S1 |
118-14 |
118-14 |
|