ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 11-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2024 |
11-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
121-31 |
121-27 |
-0-04 |
-0.1% |
120-00 |
| High |
122-08 |
122-02 |
-0-06 |
-0.2% |
122-12 |
| Low |
121-06 |
121-09 |
0-03 |
0.1% |
119-04 |
| Close |
121-16 |
121-13 |
-0-03 |
-0.1% |
121-16 |
| Range |
1-02 |
0-25 |
-0-09 |
-26.5% |
3-08 |
| ATR |
1-09 |
1-08 |
-0-01 |
-2.8% |
0-00 |
| Volume |
5,423 |
1,047 |
-4,376 |
-80.7% |
38,542 |
|
| Daily Pivots for day following 11-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-30 |
123-14 |
121-27 |
|
| R3 |
123-05 |
122-21 |
121-20 |
|
| R2 |
122-12 |
122-12 |
121-18 |
|
| R1 |
121-28 |
121-28 |
121-15 |
121-24 |
| PP |
121-19 |
121-19 |
121-19 |
121-16 |
| S1 |
121-03 |
121-03 |
121-11 |
120-30 |
| S2 |
120-26 |
120-26 |
121-08 |
|
| S3 |
120-01 |
120-10 |
121-06 |
|
| S4 |
119-08 |
119-17 |
120-31 |
|
|
| 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 |
119-17 |
2-27 |
2.3% |
1-06 |
1.0% |
66% |
False |
False |
5,635 |
| 10 |
122-12 |
118-06 |
4-06 |
3.4% |
1-05 |
0.9% |
77% |
False |
False |
86,250 |
| 20 |
122-12 |
117-11 |
5-01 |
4.1% |
1-07 |
1.0% |
81% |
False |
False |
321,385 |
| 40 |
124-24 |
117-11 |
7-13 |
6.1% |
1-10 |
1.1% |
55% |
False |
False |
395,801 |
| 60 |
125-30 |
117-11 |
8-19 |
7.1% |
1-11 |
1.1% |
47% |
False |
False |
408,184 |
| 80 |
125-30 |
112-30 |
13-00 |
10.7% |
1-12 |
1.1% |
65% |
False |
False |
395,967 |
| 100 |
125-30 |
107-03 |
18-27 |
15.5% |
1-14 |
1.2% |
76% |
False |
False |
316,987 |
| 120 |
125-30 |
107-03 |
18-27 |
15.5% |
1-16 |
1.2% |
76% |
False |
False |
264,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-12 |
|
2.618 |
124-03 |
|
1.618 |
123-10 |
|
1.000 |
122-27 |
|
0.618 |
122-17 |
|
HIGH |
122-02 |
|
0.618 |
121-24 |
|
0.500 |
121-22 |
|
0.382 |
121-19 |
|
LOW |
121-09 |
|
0.618 |
120-26 |
|
1.000 |
120-16 |
|
1.618 |
120-01 |
|
2.618 |
119-08 |
|
4.250 |
117-31 |
|
|
| Fisher Pivots for day following 11-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
121-22 |
121-25 |
| PP |
121-19 |
121-21 |
| S1 |
121-16 |
121-17 |
|