ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 06-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2024 |
06-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
119-19 |
120-17 |
0-30 |
0.8% |
119-03 |
| High |
121-08 |
121-22 |
0-14 |
0.4% |
120-02 |
| Low |
119-17 |
120-11 |
0-26 |
0.7% |
118-06 |
| Close |
120-27 |
121-19 |
0-24 |
0.6% |
120-01 |
| Range |
1-23 |
1-11 |
-0-12 |
-21.8% |
1-28 |
| ATR |
1-10 |
1-10 |
0-00 |
0.2% |
0-00 |
| Volume |
11,212 |
7,933 |
-3,279 |
-29.2% |
1,871,187 |
|
| Daily Pivots for day following 06-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-08 |
124-24 |
122-11 |
|
| R3 |
123-29 |
123-13 |
121-31 |
|
| R2 |
122-18 |
122-18 |
121-27 |
|
| R1 |
122-02 |
122-02 |
121-23 |
122-10 |
| PP |
121-07 |
121-07 |
121-07 |
121-10 |
| S1 |
120-23 |
120-23 |
121-15 |
120-31 |
| S2 |
119-28 |
119-28 |
121-11 |
|
| S3 |
118-17 |
119-12 |
121-07 |
|
| S4 |
117-06 |
118-01 |
120-27 |
|
|
| 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 |
121-22 |
118-07 |
3-15 |
2.9% |
1-11 |
1.1% |
97% |
True |
False |
14,505 |
| 10 |
121-22 |
117-11 |
4-11 |
3.6% |
1-07 |
1.0% |
98% |
True |
False |
360,557 |
| 20 |
121-22 |
117-11 |
4-11 |
3.6% |
1-07 |
1.0% |
98% |
True |
False |
376,756 |
| 40 |
124-24 |
117-11 |
7-13 |
6.1% |
1-11 |
1.1% |
57% |
False |
False |
427,802 |
| 60 |
125-30 |
117-11 |
8-19 |
7.1% |
1-11 |
1.1% |
49% |
False |
False |
429,685 |
| 80 |
125-30 |
112-12 |
13-18 |
11.2% |
1-13 |
1.1% |
68% |
False |
False |
395,928 |
| 100 |
125-30 |
107-03 |
18-27 |
15.5% |
1-15 |
1.2% |
77% |
False |
False |
316,906 |
| 120 |
125-30 |
107-03 |
18-27 |
15.5% |
1-15 |
1.2% |
77% |
False |
False |
264,115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-13 |
|
2.618 |
125-07 |
|
1.618 |
123-28 |
|
1.000 |
123-01 |
|
0.618 |
122-17 |
|
HIGH |
121-22 |
|
0.618 |
121-06 |
|
0.500 |
121-00 |
|
0.382 |
120-27 |
|
LOW |
120-11 |
|
0.618 |
119-16 |
|
1.000 |
119-00 |
|
1.618 |
118-05 |
|
2.618 |
116-26 |
|
4.250 |
114-20 |
|
|
| Fisher Pivots for day following 06-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
121-13 |
121-06 |
| PP |
121-07 |
120-26 |
| S1 |
121-00 |
120-13 |
|