ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 18-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2024 |
18-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
119-01 |
118-19 |
-0-14 |
-0.4% |
121-27 |
| High |
119-07 |
118-28 |
-0-11 |
-0.3% |
122-02 |
| Low |
118-17 |
118-04 |
-0-13 |
-0.3% |
118-17 |
| Close |
118-24 |
118-07 |
-0-17 |
-0.4% |
118-24 |
| Range |
0-22 |
0-24 |
0-02 |
9.1% |
3-17 |
| ATR |
1-07 |
1-06 |
-0-01 |
-2.7% |
0-00 |
| Volume |
3,106 |
5,593 |
2,487 |
80.1% |
6,082 |
|
| Daily Pivots for day following 18-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-21 |
120-06 |
118-20 |
|
| R3 |
119-29 |
119-14 |
118-14 |
|
| R2 |
119-05 |
119-05 |
118-11 |
|
| R1 |
118-22 |
118-22 |
118-09 |
118-18 |
| PP |
118-13 |
118-13 |
118-13 |
118-11 |
| S1 |
117-30 |
117-30 |
118-05 |
117-26 |
| S2 |
117-21 |
117-21 |
118-03 |
|
| S3 |
116-29 |
117-06 |
118-00 |
|
| S4 |
116-05 |
116-14 |
117-26 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-12 |
128-03 |
120-22 |
|
| R3 |
126-27 |
124-18 |
119-23 |
|
| R2 |
123-10 |
123-10 |
119-13 |
|
| R1 |
121-01 |
121-01 |
119-02 |
120-13 |
| PP |
119-25 |
119-25 |
119-25 |
119-15 |
| S1 |
117-16 |
117-16 |
118-14 |
116-28 |
| S2 |
116-08 |
116-08 |
118-03 |
|
| S3 |
112-23 |
113-31 |
117-25 |
|
| S4 |
109-06 |
110-14 |
116-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-26 |
118-04 |
3-22 |
3.1% |
1-02 |
0.9% |
3% |
False |
True |
2,125 |
| 10 |
122-12 |
118-04 |
4-08 |
3.6% |
1-04 |
1.0% |
2% |
False |
True |
3,880 |
| 20 |
122-12 |
117-11 |
5-01 |
4.3% |
1-04 |
1.0% |
17% |
False |
False |
225,995 |
| 40 |
124-24 |
117-11 |
7-13 |
6.3% |
1-08 |
1.1% |
12% |
False |
False |
333,943 |
| 60 |
125-30 |
117-11 |
8-19 |
7.3% |
1-09 |
1.1% |
10% |
False |
False |
366,483 |
| 80 |
125-30 |
114-17 |
11-13 |
9.6% |
1-10 |
1.1% |
32% |
False |
False |
394,374 |
| 100 |
125-30 |
107-27 |
18-03 |
15.3% |
1-13 |
1.2% |
57% |
False |
False |
317,078 |
| 120 |
125-30 |
107-03 |
18-27 |
15.9% |
1-15 |
1.2% |
59% |
False |
False |
264,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-02 |
|
2.618 |
120-27 |
|
1.618 |
120-03 |
|
1.000 |
119-20 |
|
0.618 |
119-11 |
|
HIGH |
118-28 |
|
0.618 |
118-19 |
|
0.500 |
118-16 |
|
0.382 |
118-13 |
|
LOW |
118-04 |
|
0.618 |
117-21 |
|
1.000 |
117-12 |
|
1.618 |
116-29 |
|
2.618 |
116-05 |
|
4.250 |
114-30 |
|
|
| Fisher Pivots for day following 18-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-16 |
119-08 |
| PP |
118-13 |
118-29 |
| S1 |
118-10 |
118-18 |
|