ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 04-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2024 |
04-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
119-03 |
119-30 |
0-27 |
0.7% |
119-04 |
| High |
120-02 |
120-00 |
-0-02 |
-0.1% |
120-02 |
| Low |
118-15 |
119-05 |
0-22 |
0.6% |
118-06 |
| Close |
120-01 |
119-19 |
-0-14 |
-0.4% |
120-01 |
| Range |
1-19 |
0-27 |
-0-24 |
-47.1% |
1-28 |
| ATR |
1-08 |
1-08 |
-0-01 |
-2.2% |
0-00 |
| Volume |
545,796 |
278,393 |
-267,403 |
-49.0% |
3,188,765 |
|
| Daily Pivots for day following 04-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-04 |
121-22 |
120-02 |
|
| R3 |
121-09 |
120-27 |
119-26 |
|
| R2 |
120-14 |
120-14 |
119-24 |
|
| R1 |
120-00 |
120-00 |
119-21 |
119-26 |
| PP |
119-19 |
119-19 |
119-19 |
119-15 |
| S1 |
119-05 |
119-05 |
119-17 |
118-30 |
| S2 |
118-24 |
118-24 |
119-14 |
|
| S3 |
117-29 |
118-10 |
119-12 |
|
| S4 |
117-02 |
117-15 |
119-04 |
|
|
| Weekly Pivots for week ending 01-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-02 |
124-13 |
121-02 |
|
| R3 |
123-06 |
122-17 |
120-18 |
|
| R2 |
121-10 |
121-10 |
120-12 |
|
| R1 |
120-21 |
120-21 |
120-06 |
121-00 |
| PP |
119-14 |
119-14 |
119-14 |
119-19 |
| S1 |
118-25 |
118-25 |
119-28 |
119-04 |
| S2 |
117-18 |
117-18 |
119-22 |
|
| S3 |
115-22 |
116-29 |
119-16 |
|
| S4 |
113-26 |
115-01 |
119-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-02 |
118-06 |
1-28 |
1.6% |
1-04 |
0.9% |
75% |
False |
False |
526,174 |
| 10 |
120-02 |
117-11 |
2-23 |
2.3% |
1-04 |
0.9% |
83% |
False |
False |
451,129 |
| 20 |
121-23 |
117-11 |
4-12 |
3.7% |
1-06 |
1.0% |
51% |
False |
False |
227,056 |
| 40 |
124-24 |
117-11 |
7-13 |
6.2% |
1-08 |
1.1% |
30% |
False |
False |
113,880 |
| 60 |
126-00 |
117-11 |
8-21 |
7.2% |
1-07 |
1.0% |
26% |
False |
False |
75,931 |
| 80 |
126-00 |
112-20 |
13-12 |
11.2% |
1-02 |
0.9% |
52% |
False |
False |
56,953 |
| 100 |
126-00 |
108-00 |
18-00 |
15.1% |
0-28 |
0.7% |
64% |
False |
False |
45,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-19 |
|
2.618 |
122-07 |
|
1.618 |
121-12 |
|
1.000 |
120-27 |
|
0.618 |
120-17 |
|
HIGH |
120-00 |
|
0.618 |
119-22 |
|
0.500 |
119-18 |
|
0.382 |
119-15 |
|
LOW |
119-05 |
|
0.618 |
118-20 |
|
1.000 |
118-10 |
|
1.618 |
117-25 |
|
2.618 |
116-30 |
|
4.250 |
115-18 |
|
|
| Fisher Pivots for day following 04-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-19 |
119-14 |
| PP |
119-19 |
119-09 |
| S1 |
119-18 |
119-04 |
|