ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 26-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2024 |
26-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
119-31 |
119-13 |
-0-18 |
-0.5% |
118-19 |
| High |
120-06 |
119-25 |
-0-13 |
-0.3% |
120-05 |
| Low |
119-06 |
119-02 |
-0-04 |
-0.1% |
118-03 |
| Close |
119-10 |
119-20 |
0-10 |
0.3% |
119-25 |
| Range |
1-00 |
0-23 |
-0-09 |
-28.1% |
2-02 |
| ATR |
1-05 |
1-04 |
-0-01 |
-2.8% |
0-00 |
| Volume |
252,136 |
295,636 |
43,500 |
17.3% |
1,819,415 |
|
| Daily Pivots for day following 26-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-21 |
121-11 |
120-01 |
|
| R3 |
120-30 |
120-20 |
119-26 |
|
| R2 |
120-07 |
120-07 |
119-24 |
|
| R1 |
119-29 |
119-29 |
119-22 |
120-02 |
| PP |
119-16 |
119-16 |
119-16 |
119-18 |
| S1 |
119-06 |
119-06 |
119-18 |
119-11 |
| S2 |
118-25 |
118-25 |
119-16 |
|
| S3 |
118-02 |
118-15 |
119-14 |
|
| S4 |
117-11 |
117-24 |
119-07 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-17 |
124-23 |
120-29 |
|
| R3 |
123-15 |
122-21 |
120-11 |
|
| R2 |
121-13 |
121-13 |
120-05 |
|
| R1 |
120-19 |
120-19 |
119-31 |
121-00 |
| PP |
119-11 |
119-11 |
119-11 |
119-18 |
| S1 |
118-17 |
118-17 |
119-19 |
118-30 |
| S2 |
117-09 |
117-09 |
119-13 |
|
| S3 |
115-07 |
116-15 |
119-07 |
|
| S4 |
113-05 |
114-13 |
118-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-06 |
118-04 |
2-02 |
1.7% |
1-02 |
0.9% |
73% |
False |
False |
329,023 |
| 10 |
121-05 |
118-03 |
3-02 |
2.6% |
1-02 |
0.9% |
50% |
False |
False |
355,908 |
| 20 |
122-13 |
118-03 |
4-10 |
3.6% |
1-04 |
0.9% |
36% |
False |
False |
410,470 |
| 40 |
124-24 |
117-11 |
7-13 |
6.2% |
1-08 |
1.0% |
31% |
False |
False |
267,955 |
| 60 |
125-13 |
117-11 |
8-02 |
6.7% |
1-07 |
1.0% |
28% |
False |
False |
178,731 |
| 80 |
126-00 |
116-13 |
9-19 |
8.0% |
1-06 |
1.0% |
34% |
False |
False |
134,055 |
| 100 |
126-00 |
110-19 |
15-13 |
12.9% |
1-01 |
0.9% |
59% |
False |
False |
107,247 |
| 120 |
126-00 |
108-00 |
18-00 |
15.0% |
0-28 |
0.7% |
65% |
False |
False |
89,372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-27 |
|
2.618 |
121-21 |
|
1.618 |
120-30 |
|
1.000 |
120-16 |
|
0.618 |
120-07 |
|
HIGH |
119-25 |
|
0.618 |
119-16 |
|
0.500 |
119-14 |
|
0.382 |
119-11 |
|
LOW |
119-02 |
|
0.618 |
118-20 |
|
1.000 |
118-11 |
|
1.618 |
117-29 |
|
2.618 |
117-06 |
|
4.250 |
116-00 |
|
|
| Fisher Pivots for day following 26-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-18 |
119-20 |
| PP |
119-16 |
119-20 |
| S1 |
119-14 |
119-20 |
|