ECBOT 30 Year Treasury Bond Future March 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 |
119-05 |
0-10 |
0.3% |
119-03 |
| High |
119-16 |
120-02 |
0-18 |
0.5% |
120-02 |
| Low |
118-07 |
118-17 |
0-10 |
0.3% |
118-06 |
| Close |
119-08 |
120-01 |
0-25 |
0.7% |
120-01 |
| Range |
1-09 |
1-17 |
0-08 |
19.5% |
1-28 |
| ATR |
1-09 |
1-10 |
0-01 |
1.4% |
0-00 |
| Volume |
37,227 |
4,739 |
-32,488 |
-87.3% |
1,871,187 |
|
| Daily Pivots for day following 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-04 |
123-20 |
120-28 |
|
| R3 |
122-19 |
122-03 |
120-14 |
|
| R2 |
121-02 |
121-02 |
120-10 |
|
| R1 |
120-18 |
120-18 |
120-05 |
120-26 |
| PP |
119-17 |
119-17 |
119-17 |
119-22 |
| S1 |
119-01 |
119-01 |
119-29 |
119-09 |
| S2 |
118-00 |
118-00 |
119-24 |
|
| S3 |
116-15 |
117-16 |
119-20 |
|
| S4 |
114-30 |
115-31 |
119-06 |
|
|
| 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% |
1-06 |
1.0% |
98% |
True |
False |
374,237 |
| 10 |
120-02 |
117-11 |
2-23 |
2.3% |
1-05 |
1.0% |
99% |
True |
False |
482,415 |
| 20 |
124-00 |
117-11 |
6-21 |
5.5% |
1-10 |
1.1% |
40% |
False |
False |
453,744 |
| 40 |
124-24 |
117-11 |
7-13 |
6.2% |
1-11 |
1.1% |
36% |
False |
False |
463,788 |
| 60 |
125-30 |
117-11 |
8-19 |
7.2% |
1-12 |
1.1% |
31% |
False |
False |
453,595 |
| 80 |
125-30 |
112-12 |
13-18 |
11.3% |
1-13 |
1.2% |
56% |
False |
False |
395,589 |
| 100 |
125-30 |
107-03 |
18-27 |
15.7% |
1-16 |
1.2% |
69% |
False |
False |
316,607 |
| 120 |
125-30 |
107-03 |
18-27 |
15.7% |
1-15 |
1.2% |
69% |
False |
False |
263,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-18 |
|
2.618 |
124-02 |
|
1.618 |
122-17 |
|
1.000 |
121-19 |
|
0.618 |
121-00 |
|
HIGH |
120-02 |
|
0.618 |
119-15 |
|
0.500 |
119-10 |
|
0.382 |
119-04 |
|
LOW |
118-17 |
|
0.618 |
117-19 |
|
1.000 |
117-00 |
|
1.618 |
116-02 |
|
2.618 |
114-17 |
|
4.250 |
112-01 |
|
|
| Fisher Pivots for day following 01-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-25 |
119-24 |
| PP |
119-17 |
119-14 |
| S1 |
119-10 |
119-04 |
|