ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 15-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2024 |
15-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
120-12 |
118-28 |
-1-16 |
-1.2% |
121-19 |
| High |
120-14 |
119-07 |
-1-07 |
-1.0% |
122-03 |
| Low |
118-22 |
118-15 |
-0-07 |
-0.2% |
118-15 |
| Close |
118-23 |
118-23 |
0-00 |
0.0% |
118-23 |
| Range |
1-24 |
0-24 |
-1-00 |
-57.1% |
3-20 |
| ATR |
1-09 |
1-07 |
-0-01 |
-2.9% |
0-00 |
| Volume |
466,183 |
351,274 |
-114,909 |
-24.6% |
1,951,458 |
|
| Daily Pivots for day following 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-02 |
120-20 |
119-04 |
|
| R3 |
120-10 |
119-28 |
118-30 |
|
| R2 |
119-18 |
119-18 |
118-27 |
|
| R1 |
119-04 |
119-04 |
118-25 |
118-31 |
| PP |
118-26 |
118-26 |
118-26 |
118-23 |
| S1 |
118-12 |
118-12 |
118-21 |
118-07 |
| S2 |
118-02 |
118-02 |
118-19 |
|
| S3 |
117-10 |
117-20 |
118-16 |
|
| S4 |
116-18 |
116-28 |
118-10 |
|
|
| Weekly Pivots for week ending 15-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-20 |
128-10 |
120-23 |
|
| R3 |
127-00 |
124-22 |
119-23 |
|
| R2 |
123-12 |
123-12 |
119-12 |
|
| R1 |
121-02 |
121-02 |
119-02 |
120-13 |
| PP |
119-24 |
119-24 |
119-24 |
119-14 |
| S1 |
117-14 |
117-14 |
118-12 |
116-25 |
| S2 |
116-04 |
116-04 |
118-02 |
|
| S3 |
112-16 |
113-26 |
117-23 |
|
| S4 |
108-28 |
110-06 |
116-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-03 |
118-15 |
3-20 |
3.1% |
1-05 |
1.0% |
7% |
False |
True |
390,291 |
| 10 |
122-13 |
118-15 |
3-30 |
3.3% |
1-07 |
1.0% |
6% |
False |
True |
407,967 |
| 20 |
122-13 |
117-11 |
5-02 |
4.3% |
1-06 |
1.0% |
27% |
False |
False |
415,950 |
| 40 |
124-24 |
117-11 |
7-13 |
6.2% |
1-08 |
1.1% |
19% |
False |
False |
208,844 |
| 60 |
126-00 |
117-11 |
8-21 |
7.3% |
1-07 |
1.0% |
16% |
False |
False |
139,284 |
| 80 |
126-00 |
114-29 |
11-03 |
9.3% |
1-05 |
1.0% |
34% |
False |
False |
104,469 |
| 100 |
126-00 |
108-00 |
18-00 |
15.2% |
0-31 |
0.8% |
60% |
False |
False |
83,575 |
| 120 |
126-00 |
108-00 |
18-00 |
15.2% |
0-27 |
0.7% |
60% |
False |
False |
69,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-13 |
|
2.618 |
121-06 |
|
1.618 |
120-14 |
|
1.000 |
119-31 |
|
0.618 |
119-22 |
|
HIGH |
119-07 |
|
0.618 |
118-30 |
|
0.500 |
118-27 |
|
0.382 |
118-24 |
|
LOW |
118-15 |
|
0.618 |
118-00 |
|
1.000 |
117-23 |
|
1.618 |
117-08 |
|
2.618 |
116-16 |
|
4.250 |
115-09 |
|
|
| Fisher Pivots for day following 15-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-27 |
119-26 |
| PP |
118-26 |
119-14 |
| S1 |
118-24 |
119-03 |
|