ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
119-05 |
120-00 |
0-27 |
0.7% |
119-03 |
| High |
120-02 |
120-00 |
-0-02 |
-0.1% |
120-02 |
| Low |
118-17 |
119-04 |
0-19 |
0.5% |
118-06 |
| Close |
120-01 |
119-19 |
-0-14 |
-0.4% |
120-01 |
| Range |
1-17 |
0-28 |
-0-21 |
-42.9% |
1-28 |
| ATR |
1-10 |
1-09 |
-0-01 |
-2.2% |
0-00 |
| Volume |
4,739 |
11,414 |
6,675 |
140.9% |
1,871,187 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-06 |
121-25 |
120-02 |
|
| R3 |
121-10 |
120-29 |
119-27 |
|
| R2 |
120-14 |
120-14 |
119-24 |
|
| R1 |
120-01 |
120-01 |
119-22 |
119-26 |
| PP |
119-18 |
119-18 |
119-18 |
119-15 |
| S1 |
119-05 |
119-05 |
119-16 |
118-30 |
| S2 |
118-22 |
118-22 |
119-14 |
|
| S3 |
117-26 |
118-09 |
119-11 |
|
| S4 |
116-30 |
117-13 |
119-04 |
|
|
| 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% |
1-03 |
0.9% |
75% |
False |
False |
166,865 |
| 10 |
120-02 |
117-11 |
2-23 |
2.3% |
1-04 |
0.9% |
83% |
False |
False |
448,109 |
| 20 |
121-31 |
117-11 |
4-20 |
3.9% |
1-07 |
1.0% |
49% |
False |
False |
420,918 |
| 40 |
124-24 |
117-11 |
7-13 |
6.2% |
1-11 |
1.1% |
30% |
False |
False |
452,768 |
| 60 |
125-30 |
117-11 |
8-19 |
7.2% |
1-11 |
1.1% |
26% |
False |
False |
445,434 |
| 80 |
125-30 |
112-12 |
13-18 |
11.3% |
1-13 |
1.2% |
53% |
False |
False |
395,724 |
| 100 |
125-30 |
107-03 |
18-27 |
15.8% |
1-16 |
1.2% |
66% |
False |
False |
316,720 |
| 120 |
125-30 |
107-03 |
18-27 |
15.8% |
1-15 |
1.2% |
66% |
False |
False |
263,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-23 |
|
2.618 |
122-09 |
|
1.618 |
121-13 |
|
1.000 |
120-28 |
|
0.618 |
120-17 |
|
HIGH |
120-00 |
|
0.618 |
119-21 |
|
0.500 |
119-18 |
|
0.382 |
119-15 |
|
LOW |
119-04 |
|
0.618 |
118-19 |
|
1.000 |
118-08 |
|
1.618 |
117-23 |
|
2.618 |
116-27 |
|
4.250 |
115-13 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-19 |
119-14 |
| PP |
119-18 |
119-09 |
| S1 |
119-18 |
119-04 |
|