ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 29-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2024 |
29-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
118-15 |
118-27 |
0-12 |
0.3% |
118-11 |
| High |
118-31 |
119-16 |
0-17 |
0.4% |
119-08 |
| Low |
118-09 |
118-07 |
-0-02 |
-0.1% |
117-11 |
| Close |
118-24 |
119-08 |
0-16 |
0.4% |
119-02 |
| Range |
0-22 |
1-09 |
0-19 |
86.4% |
1-29 |
| ATR |
1-09 |
1-09 |
0-00 |
0.0% |
0-00 |
| Volume |
132,265 |
37,227 |
-95,038 |
-71.9% |
2,598,496 |
|
| Daily Pivots for day following 29-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-27 |
122-10 |
119-31 |
|
| R3 |
121-18 |
121-01 |
119-19 |
|
| R2 |
120-09 |
120-09 |
119-16 |
|
| R1 |
119-24 |
119-24 |
119-12 |
120-00 |
| PP |
119-00 |
119-00 |
119-00 |
119-04 |
| S1 |
118-15 |
118-15 |
119-04 |
118-24 |
| S2 |
117-23 |
117-23 |
119-00 |
|
| S3 |
116-14 |
117-06 |
118-29 |
|
| S4 |
115-05 |
115-29 |
118-17 |
|
|
| 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 |
117-25 |
1-29 |
1.6% |
1-06 |
1.0% |
77% |
False |
False |
544,152 |
| 10 |
119-22 |
117-11 |
2-11 |
2.0% |
1-04 |
0.9% |
81% |
False |
False |
521,031 |
| 20 |
124-24 |
117-11 |
7-13 |
6.2% |
1-11 |
1.1% |
26% |
False |
False |
490,375 |
| 40 |
124-24 |
117-11 |
7-13 |
6.2% |
1-11 |
1.1% |
26% |
False |
False |
477,176 |
| 60 |
125-30 |
117-09 |
8-21 |
7.3% |
1-11 |
1.1% |
23% |
False |
False |
460,497 |
| 80 |
125-30 |
112-12 |
13-18 |
11.4% |
1-13 |
1.2% |
51% |
False |
False |
395,537 |
| 100 |
125-30 |
107-03 |
18-27 |
15.8% |
1-16 |
1.3% |
65% |
False |
False |
316,561 |
| 120 |
125-30 |
107-03 |
18-27 |
15.8% |
1-14 |
1.2% |
65% |
False |
False |
263,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-30 |
|
2.618 |
122-27 |
|
1.618 |
121-18 |
|
1.000 |
120-25 |
|
0.618 |
120-09 |
|
HIGH |
119-16 |
|
0.618 |
119-00 |
|
0.500 |
118-28 |
|
0.382 |
118-23 |
|
LOW |
118-07 |
|
0.618 |
117-14 |
|
1.000 |
116-30 |
|
1.618 |
116-05 |
|
2.618 |
114-28 |
|
4.250 |
112-25 |
|
|
| Fisher Pivots for day following 29-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-04 |
119-04 |
| PP |
119-00 |
118-31 |
| S1 |
118-28 |
118-27 |
|