ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 08-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2024 |
08-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
121-10 |
121-31 |
0-21 |
0.5% |
120-00 |
| High |
122-12 |
122-08 |
-0-04 |
-0.1% |
122-12 |
| Low |
121-10 |
121-06 |
-0-04 |
-0.1% |
119-04 |
| Close |
121-23 |
121-16 |
-0-07 |
-0.2% |
121-16 |
| Range |
1-02 |
1-02 |
0-00 |
0.0% |
3-08 |
| ATR |
1-09 |
1-09 |
-0-01 |
-1.3% |
0-00 |
| Volume |
2,560 |
5,423 |
2,863 |
111.8% |
38,542 |
|
| Daily Pivots for day following 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-27 |
124-07 |
122-03 |
|
| R3 |
123-25 |
123-05 |
121-25 |
|
| R2 |
122-23 |
122-23 |
121-22 |
|
| R1 |
122-03 |
122-03 |
121-19 |
121-28 |
| PP |
121-21 |
121-21 |
121-21 |
121-17 |
| S1 |
121-01 |
121-01 |
121-13 |
120-26 |
| S2 |
120-19 |
120-19 |
121-10 |
|
| S3 |
119-17 |
119-31 |
121-07 |
|
| S4 |
118-15 |
118-29 |
120-29 |
|
|
| Weekly Pivots for week ending 08-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-24 |
129-12 |
123-09 |
|
| R3 |
127-16 |
126-04 |
122-13 |
|
| R2 |
124-08 |
124-08 |
122-03 |
|
| R1 |
122-28 |
122-28 |
121-26 |
123-18 |
| PP |
121-00 |
121-00 |
121-00 |
121-11 |
| S1 |
119-20 |
119-20 |
121-06 |
120-10 |
| S2 |
117-24 |
117-24 |
120-29 |
|
| S3 |
114-16 |
116-12 |
120-19 |
|
| S4 |
111-08 |
113-04 |
119-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-12 |
119-04 |
3-08 |
2.7% |
1-07 |
1.0% |
73% |
False |
False |
7,708 |
| 10 |
122-12 |
118-06 |
4-06 |
3.4% |
1-06 |
1.0% |
79% |
False |
False |
190,972 |
| 20 |
122-12 |
117-11 |
5-01 |
4.1% |
1-07 |
1.0% |
83% |
False |
False |
336,967 |
| 40 |
124-24 |
117-11 |
7-13 |
6.1% |
1-11 |
1.1% |
56% |
False |
False |
409,720 |
| 60 |
125-30 |
117-11 |
8-19 |
7.1% |
1-11 |
1.1% |
48% |
False |
False |
415,975 |
| 80 |
125-30 |
112-12 |
13-18 |
11.2% |
1-12 |
1.1% |
67% |
False |
False |
395,970 |
| 100 |
125-30 |
107-03 |
18-27 |
15.5% |
1-15 |
1.2% |
76% |
False |
False |
316,984 |
| 120 |
125-30 |
107-03 |
18-27 |
15.5% |
1-16 |
1.2% |
76% |
False |
False |
264,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-24 |
|
2.618 |
125-01 |
|
1.618 |
123-31 |
|
1.000 |
123-10 |
|
0.618 |
122-29 |
|
HIGH |
122-08 |
|
0.618 |
121-27 |
|
0.500 |
121-23 |
|
0.382 |
121-19 |
|
LOW |
121-06 |
|
0.618 |
120-17 |
|
1.000 |
120-04 |
|
1.618 |
119-15 |
|
2.618 |
118-13 |
|
4.250 |
116-22 |
|
|
| Fisher Pivots for day following 08-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
121-23 |
121-14 |
| PP |
121-21 |
121-13 |
| S1 |
121-18 |
121-12 |
|