ECBOT 30 Year Treasury Bond Future September 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 |
119-19 |
119-25 |
0-06 |
0.2% |
118-22 |
| High |
119-24 |
120-12 |
0-20 |
0.5% |
120-03 |
| Low |
119-06 |
119-19 |
0-13 |
0.3% |
118-06 |
| Close |
119-21 |
120-06 |
0-17 |
0.4% |
119-27 |
| Range |
0-18 |
0-25 |
0-07 |
38.9% |
1-29 |
| ATR |
0-29 |
0-28 |
0-00 |
-0.9% |
0-00 |
| Volume |
22 |
23 |
1 |
4.5% |
70 |
|
| Daily Pivots for day following 27-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-13 |
122-02 |
120-20 |
|
| R3 |
121-20 |
121-09 |
120-13 |
|
| R2 |
120-27 |
120-27 |
120-11 |
|
| R1 |
120-16 |
120-16 |
120-08 |
120-22 |
| PP |
120-02 |
120-02 |
120-02 |
120-04 |
| S1 |
119-23 |
119-23 |
120-04 |
119-28 |
| S2 |
119-09 |
119-09 |
120-01 |
|
| S3 |
118-16 |
118-30 |
119-31 |
|
| S4 |
117-23 |
118-05 |
119-24 |
|
|
| Weekly Pivots for week ending 22-Mar-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-03 |
124-12 |
120-29 |
|
| R3 |
123-06 |
122-15 |
120-12 |
|
| R2 |
121-09 |
121-09 |
120-06 |
|
| R1 |
120-18 |
120-18 |
120-01 |
120-30 |
| PP |
119-12 |
119-12 |
119-12 |
119-18 |
| S1 |
118-21 |
118-21 |
119-21 |
119-00 |
| S2 |
117-15 |
117-15 |
119-16 |
|
| S3 |
115-18 |
116-24 |
119-10 |
|
| S4 |
113-21 |
114-27 |
118-25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-22 |
|
2.618 |
122-13 |
|
1.618 |
121-20 |
|
1.000 |
121-05 |
|
0.618 |
120-27 |
|
HIGH |
120-12 |
|
0.618 |
120-02 |
|
0.500 |
120-00 |
|
0.382 |
119-29 |
|
LOW |
119-19 |
|
0.618 |
119-04 |
|
1.000 |
118-26 |
|
1.618 |
118-11 |
|
2.618 |
117-18 |
|
4.250 |
116-09 |
|
|
| Fisher Pivots for day following 27-Mar-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-04 |
120-02 |
| PP |
120-02 |
119-29 |
| S1 |
120-00 |
119-25 |
|