ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 14-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2024 |
14-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
121-01 |
120-13 |
-0-20 |
-0.5% |
120-00 |
| High |
121-03 |
120-13 |
-0-22 |
-0.6% |
122-12 |
| Low |
120-06 |
118-23 |
-1-15 |
-1.2% |
119-04 |
| Close |
120-08 |
118-23 |
-1-17 |
-1.3% |
121-16 |
| Range |
0-29 |
1-22 |
0-25 |
86.2% |
3-08 |
| ATR |
1-07 |
1-08 |
0-01 |
2.8% |
0-00 |
| Volume |
747 |
262 |
-485 |
-64.9% |
38,542 |
|
| Daily Pivots for day following 14-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-11 |
123-07 |
119-21 |
|
| R3 |
122-21 |
121-17 |
119-06 |
|
| R2 |
120-31 |
120-31 |
119-01 |
|
| R1 |
119-27 |
119-27 |
118-28 |
119-18 |
| PP |
119-09 |
119-09 |
119-09 |
119-04 |
| S1 |
118-05 |
118-05 |
118-18 |
117-28 |
| S2 |
117-19 |
117-19 |
118-13 |
|
| S3 |
115-29 |
116-15 |
118-08 |
|
| S4 |
114-07 |
114-25 |
117-25 |
|
|
| 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 |
122-08 |
118-23 |
3-17 |
3.0% |
1-05 |
1.0% |
0% |
False |
True |
1,679 |
| 10 |
122-12 |
118-17 |
3-27 |
3.2% |
1-07 |
1.0% |
5% |
False |
False |
4,625 |
| 20 |
122-12 |
117-11 |
5-01 |
4.2% |
1-06 |
1.0% |
27% |
False |
False |
262,828 |
| 40 |
124-24 |
117-11 |
7-13 |
6.2% |
1-09 |
1.1% |
19% |
False |
False |
354,433 |
| 60 |
125-30 |
117-11 |
8-19 |
7.2% |
1-10 |
1.1% |
16% |
False |
False |
378,134 |
| 80 |
125-30 |
114-17 |
11-13 |
9.6% |
1-11 |
1.1% |
37% |
False |
False |
395,727 |
| 100 |
125-30 |
107-03 |
18-27 |
15.9% |
1-14 |
1.2% |
62% |
False |
False |
316,999 |
| 120 |
125-30 |
107-03 |
18-27 |
15.9% |
1-16 |
1.3% |
62% |
False |
False |
264,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-18 |
|
2.618 |
124-26 |
|
1.618 |
123-04 |
|
1.000 |
122-03 |
|
0.618 |
121-14 |
|
HIGH |
120-13 |
|
0.618 |
119-24 |
|
0.500 |
119-18 |
|
0.382 |
119-12 |
|
LOW |
118-23 |
|
0.618 |
117-22 |
|
1.000 |
117-01 |
|
1.618 |
116-00 |
|
2.618 |
114-10 |
|
4.250 |
111-18 |
|
|
| Fisher Pivots for day following 14-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-18 |
120-08 |
| PP |
119-09 |
119-24 |
| S1 |
119-00 |
119-08 |
|