ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 28-Mar-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2024 |
28-Mar-2024 |
Change |
Change % |
Previous Week |
| Open |
119-20 |
120-10 |
0-22 |
0.6% |
119-31 |
| High |
120-12 |
120-20 |
0-08 |
0.2% |
120-20 |
| Low |
119-16 |
119-24 |
0-08 |
0.2% |
119-02 |
| Close |
120-06 |
120-14 |
0-08 |
0.2% |
120-14 |
| Range |
0-28 |
0-28 |
0-00 |
0.0% |
1-18 |
| ATR |
1-04 |
1-03 |
-0-01 |
-1.6% |
0-00 |
| Volume |
335,560 |
449,274 |
113,714 |
33.9% |
1,332,606 |
|
| Daily Pivots for day following 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-29 |
122-17 |
120-29 |
|
| R3 |
122-01 |
121-21 |
120-22 |
|
| R2 |
121-05 |
121-05 |
120-19 |
|
| R1 |
120-25 |
120-25 |
120-17 |
120-31 |
| PP |
120-09 |
120-09 |
120-09 |
120-12 |
| S1 |
119-29 |
119-29 |
120-11 |
120-03 |
| S2 |
119-13 |
119-13 |
120-09 |
|
| S3 |
118-17 |
119-01 |
120-06 |
|
| S4 |
117-21 |
118-05 |
119-31 |
|
|
| Weekly Pivots for week ending 28-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-23 |
124-05 |
121-10 |
|
| R3 |
123-05 |
122-19 |
120-28 |
|
| R2 |
121-19 |
121-19 |
120-23 |
|
| R1 |
121-01 |
121-01 |
120-19 |
121-10 |
| PP |
120-01 |
120-01 |
120-01 |
120-06 |
| S1 |
119-15 |
119-15 |
120-09 |
119-24 |
| S2 |
118-15 |
118-15 |
120-05 |
|
| S3 |
116-29 |
117-29 |
120-00 |
|
| S4 |
115-11 |
116-11 |
119-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-20 |
119-02 |
1-18 |
1.3% |
0-29 |
0.8% |
88% |
True |
False |
329,124 |
| 10 |
120-20 |
118-03 |
2-17 |
2.1% |
0-30 |
0.8% |
93% |
True |
False |
350,329 |
| 20 |
122-13 |
118-03 |
4-10 |
3.6% |
1-04 |
0.9% |
54% |
False |
False |
388,874 |
| 40 |
124-24 |
117-11 |
7-13 |
6.1% |
1-07 |
1.0% |
42% |
False |
False |
287,530 |
| 60 |
124-24 |
117-11 |
7-13 |
6.1% |
1-07 |
1.0% |
42% |
False |
False |
191,810 |
| 80 |
126-00 |
117-11 |
8-21 |
7.2% |
1-06 |
1.0% |
36% |
False |
False |
143,865 |
| 100 |
126-00 |
112-20 |
13-12 |
11.1% |
1-01 |
0.9% |
58% |
False |
False |
115,095 |
| 120 |
126-00 |
108-00 |
18-00 |
14.9% |
0-29 |
0.7% |
69% |
False |
False |
95,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-11 |
|
2.618 |
122-29 |
|
1.618 |
122-01 |
|
1.000 |
121-16 |
|
0.618 |
121-05 |
|
HIGH |
120-20 |
|
0.618 |
120-09 |
|
0.500 |
120-06 |
|
0.382 |
120-03 |
|
LOW |
119-24 |
|
0.618 |
119-07 |
|
1.000 |
118-28 |
|
1.618 |
118-11 |
|
2.618 |
117-15 |
|
4.250 |
116-01 |
|
|
| Fisher Pivots for day following 28-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-11 |
120-08 |
| PP |
120-09 |
120-01 |
| S1 |
120-06 |
119-27 |
|