ECBOT 30 Year Treasury Bond Future June 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 |
121-19 |
120-25 |
-0-26 |
-0.7% |
119-30 |
| High |
121-27 |
121-05 |
-0-22 |
-0.6% |
122-13 |
| Low |
120-16 |
120-04 |
-0-12 |
-0.3% |
119-05 |
| Close |
120-24 |
120-08 |
-0-16 |
-0.4% |
121-16 |
| Range |
1-11 |
1-01 |
-0-10 |
-23.3% |
3-08 |
| ATR |
1-08 |
1-07 |
0-00 |
-1.2% |
0-00 |
| Volume |
433,884 |
374,445 |
-59,439 |
-13.7% |
2,128,213 |
|
| Daily Pivots for day following 13-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-19 |
122-31 |
120-26 |
|
| R3 |
122-18 |
121-30 |
120-17 |
|
| R2 |
121-17 |
121-17 |
120-14 |
|
| R1 |
120-29 |
120-29 |
120-11 |
120-22 |
| PP |
120-16 |
120-16 |
120-16 |
120-13 |
| S1 |
119-28 |
119-28 |
120-05 |
119-22 |
| S2 |
119-15 |
119-15 |
120-02 |
|
| S3 |
118-14 |
118-27 |
119-31 |
|
| S4 |
117-13 |
117-26 |
119-22 |
|
|
| 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 |
120-04 |
2-09 |
1.9% |
1-04 |
0.9% |
5% |
False |
True |
403,957 |
| 10 |
122-13 |
118-06 |
4-07 |
3.5% |
1-08 |
1.0% |
49% |
False |
False |
458,225 |
| 20 |
122-13 |
117-11 |
5-02 |
4.2% |
1-05 |
1.0% |
57% |
False |
False |
375,616 |
| 40 |
124-24 |
117-11 |
7-13 |
6.2% |
1-08 |
1.0% |
39% |
False |
False |
188,423 |
| 60 |
126-00 |
117-11 |
8-21 |
7.2% |
1-07 |
1.0% |
34% |
False |
False |
125,660 |
| 80 |
126-00 |
114-29 |
11-03 |
9.2% |
1-04 |
0.9% |
48% |
False |
False |
94,251 |
| 100 |
126-00 |
108-00 |
18-00 |
15.0% |
0-31 |
0.8% |
68% |
False |
False |
75,401 |
| 120 |
126-00 |
108-00 |
18-00 |
15.0% |
0-26 |
0.7% |
68% |
False |
False |
62,834 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-17 |
|
2.618 |
123-27 |
|
1.618 |
122-26 |
|
1.000 |
122-06 |
|
0.618 |
121-25 |
|
HIGH |
121-05 |
|
0.618 |
120-24 |
|
0.500 |
120-20 |
|
0.382 |
120-17 |
|
LOW |
120-04 |
|
0.618 |
119-16 |
|
1.000 |
119-03 |
|
1.618 |
118-15 |
|
2.618 |
117-14 |
|
4.250 |
115-24 |
|
|
| Fisher Pivots for day following 13-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-20 |
121-04 |
| PP |
120-16 |
120-26 |
| S1 |
120-12 |
120-17 |
|