ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 13-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2024 |
13-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
121-18 |
121-01 |
-0-17 |
-0.4% |
120-00 |
| High |
121-26 |
121-03 |
-0-23 |
-0.6% |
122-12 |
| Low |
120-17 |
120-06 |
-0-11 |
-0.3% |
119-04 |
| Close |
120-24 |
120-08 |
-0-16 |
-0.4% |
121-16 |
| Range |
1-09 |
0-29 |
-0-12 |
-29.3% |
3-08 |
| ATR |
1-08 |
1-07 |
-0-01 |
-1.9% |
0-00 |
| Volume |
920 |
747 |
-173 |
-18.8% |
38,542 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-07 |
122-21 |
120-24 |
|
| R3 |
122-10 |
121-24 |
120-16 |
|
| R2 |
121-13 |
121-13 |
120-13 |
|
| R1 |
120-27 |
120-27 |
120-11 |
120-22 |
| PP |
120-16 |
120-16 |
120-16 |
120-14 |
| S1 |
119-30 |
119-30 |
120-05 |
119-24 |
| S2 |
119-19 |
119-19 |
120-03 |
|
| S3 |
118-22 |
119-01 |
120-00 |
|
| S4 |
117-25 |
118-04 |
119-24 |
|
|
| 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 |
120-06 |
2-06 |
1.8% |
1-01 |
0.8% |
3% |
False |
True |
2,139 |
| 10 |
122-12 |
118-07 |
4-05 |
3.5% |
1-06 |
1.0% |
49% |
False |
False |
8,322 |
| 20 |
122-12 |
117-11 |
5-01 |
4.2% |
1-04 |
0.9% |
58% |
False |
False |
284,757 |
| 40 |
124-24 |
117-11 |
7-13 |
6.2% |
1-09 |
1.1% |
39% |
False |
False |
368,441 |
| 60 |
125-30 |
117-11 |
8-19 |
7.1% |
1-09 |
1.1% |
34% |
False |
False |
386,627 |
| 80 |
125-30 |
114-10 |
11-20 |
9.7% |
1-11 |
1.1% |
51% |
False |
False |
395,885 |
| 100 |
125-30 |
107-03 |
18-27 |
15.7% |
1-14 |
1.2% |
70% |
False |
False |
316,999 |
| 120 |
125-30 |
107-03 |
18-27 |
15.7% |
1-16 |
1.2% |
70% |
False |
False |
264,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-30 |
|
2.618 |
123-15 |
|
1.618 |
122-18 |
|
1.000 |
122-00 |
|
0.618 |
121-21 |
|
HIGH |
121-03 |
|
0.618 |
120-24 |
|
0.500 |
120-20 |
|
0.382 |
120-17 |
|
LOW |
120-06 |
|
0.618 |
119-20 |
|
1.000 |
119-09 |
|
1.618 |
118-23 |
|
2.618 |
117-26 |
|
4.250 |
116-11 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-20 |
121-04 |
| PP |
120-16 |
120-27 |
| S1 |
120-12 |
120-17 |
|