ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 27-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2024 |
27-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
119-13 |
119-20 |
0-07 |
0.2% |
118-19 |
| High |
119-25 |
120-12 |
0-19 |
0.5% |
120-05 |
| Low |
119-02 |
119-16 |
0-14 |
0.4% |
118-03 |
| Close |
119-20 |
120-06 |
0-18 |
0.5% |
119-25 |
| Range |
0-23 |
0-28 |
0-05 |
21.7% |
2-02 |
| ATR |
1-04 |
1-04 |
-0-01 |
-1.7% |
0-00 |
| Volume |
295,636 |
335,560 |
39,924 |
13.5% |
1,819,415 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-21 |
122-09 |
120-21 |
|
| R3 |
121-25 |
121-13 |
120-14 |
|
| R2 |
120-29 |
120-29 |
120-11 |
|
| R1 |
120-17 |
120-17 |
120-09 |
120-23 |
| PP |
120-01 |
120-01 |
120-01 |
120-04 |
| S1 |
119-21 |
119-21 |
120-03 |
119-27 |
| S2 |
119-05 |
119-05 |
120-01 |
|
| S3 |
118-09 |
118-25 |
119-30 |
|
| S4 |
117-13 |
117-29 |
119-23 |
|
|
| 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 |
120-12 |
118-19 |
1-25 |
1.5% |
0-30 |
0.8% |
89% |
True |
False |
312,399 |
| 10 |
120-14 |
118-03 |
2-11 |
2.0% |
1-01 |
0.9% |
89% |
False |
False |
352,020 |
| 20 |
122-13 |
118-03 |
4-10 |
3.6% |
1-05 |
1.0% |
49% |
False |
False |
405,122 |
| 40 |
124-24 |
117-11 |
7-13 |
6.2% |
1-07 |
1.0% |
38% |
False |
False |
276,317 |
| 60 |
124-24 |
117-11 |
7-13 |
6.2% |
1-07 |
1.0% |
38% |
False |
False |
184,323 |
| 80 |
126-00 |
116-21 |
9-11 |
7.8% |
1-06 |
1.0% |
38% |
False |
False |
138,249 |
| 100 |
126-00 |
112-20 |
13-12 |
11.1% |
1-01 |
0.9% |
57% |
False |
False |
110,603 |
| 120 |
126-00 |
108-00 |
18-00 |
15.0% |
0-28 |
0.7% |
68% |
False |
False |
92,169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-03 |
|
2.618 |
122-21 |
|
1.618 |
121-25 |
|
1.000 |
121-08 |
|
0.618 |
120-29 |
|
HIGH |
120-12 |
|
0.618 |
120-01 |
|
0.500 |
119-30 |
|
0.382 |
119-27 |
|
LOW |
119-16 |
|
0.618 |
118-31 |
|
1.000 |
118-20 |
|
1.618 |
118-03 |
|
2.618 |
117-07 |
|
4.250 |
115-25 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-03 |
120-01 |
| PP |
120-01 |
119-28 |
| S1 |
119-30 |
119-23 |
|