ECBOT 30 Year Treasury Bond Future June 2024


Trading Metrics calculated at close of trading on 12-Mar-2024
Day Change Summary
Previous Current
11-Mar-2024 12-Mar-2024 Change Change % Previous Week
Open 121-19 121-19 0-00 0.0% 119-30
High 122-03 121-27 -0-08 -0.2% 122-13
Low 121-08 120-16 -0-24 -0.6% 119-05
Close 121-13 120-24 -0-21 -0.5% 121-16
Range 0-27 1-11 0-16 59.3% 3-08
ATR 1-08 1-08 0-00 0.6% 0-00
Volume 325,672 433,884 108,212 33.2% 2,128,213
Daily Pivots for day following 12-Mar-2024
Classic Woodie Camarilla DeMark
R4 125-02 124-08 121-16
R3 123-23 122-29 121-04
R2 122-12 122-12 121-00
R1 121-18 121-18 120-28 121-10
PP 121-01 121-01 121-01 120-29
S1 120-07 120-07 120-20 119-30
S2 119-22 119-22 120-16
S3 118-11 118-28 120-12
S4 117-00 117-17 120-00
Weekly Pivots for week ending 08-Mar-2024
Classic Woodie Camarilla DeMark
R4 130-25 129-12 123-09
R3 127-17 126-04 122-13
R2 124-09 124-09 122-03
R1 122-28 122-28 121-26 123-18
PP 121-01 121-01 121-01 121-12
S1 119-20 119-20 121-06 120-10
S2 117-25 117-25 120-29
S3 114-17 116-12 120-19
S4 111-09 113-04 119-23
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 122-13 120-09 2-04 1.8% 1-06 1.0% 22% False False 433,688
10 122-13 118-06 4-07 3.5% 1-07 1.0% 61% False False 465,031
20 122-13 117-11 5-02 4.2% 1-08 1.0% 67% False False 357,051
40 124-24 117-11 7-13 6.1% 1-09 1.1% 46% False False 179,095
60 126-00 117-11 8-21 7.2% 1-07 1.0% 39% False False 119,420
80 126-00 114-16 11-16 9.5% 1-04 0.9% 54% False False 89,570
100 126-00 108-00 18-00 14.9% 0-30 0.8% 71% False False 71,656
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-11
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 127-18
2.618 125-12
1.618 124-01
1.000 123-06
0.618 122-22
HIGH 121-27
0.618 121-11
0.500 121-06
0.382 121-00
LOW 120-16
0.618 119-21
1.000 119-05
1.618 118-10
2.618 116-31
4.250 114-25
Fisher Pivots for day following 12-Mar-2024
Pivot 1 day 3 day
R1 121-06 121-12
PP 121-01 121-06
S1 120-28 120-31

These figures are updated between 7pm and 10pm EST after a trading day.

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