ECBOT 30 Year Treasury Bond Future June 2025
| Trading Metrics calculated at close of trading on 27-Mar-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2025 |
27-Mar-2025 |
Change |
Change % |
Previous Week |
| Open |
116-16 |
116-00 |
-0-16 |
-0.4% |
116-22 |
| High |
116-16 |
116-08 |
-0-08 |
-0.2% |
118-23 |
| Low |
115-26 |
115-08 |
-0-18 |
-0.5% |
116-10 |
| Close |
116-05 |
115-21 |
-0-16 |
-0.4% |
117-12 |
| Range |
0-22 |
1-00 |
0-10 |
45.5% |
2-13 |
| ATR |
1-05 |
1-04 |
0-00 |
-0.9% |
0-00 |
| Volume |
396,956 |
409,291 |
12,335 |
3.1% |
2,064,519 |
|
| Daily Pivots for day following 27-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-23 |
118-06 |
116-07 |
|
| R3 |
117-23 |
117-06 |
115-30 |
|
| R2 |
116-23 |
116-23 |
115-27 |
|
| R1 |
116-06 |
116-06 |
115-24 |
115-30 |
| PP |
115-23 |
115-23 |
115-23 |
115-19 |
| S1 |
115-06 |
115-06 |
115-18 |
114-30 |
| S2 |
114-23 |
114-23 |
115-15 |
|
| S3 |
113-23 |
114-06 |
115-12 |
|
| S4 |
112-23 |
113-06 |
115-03 |
|
|
| Weekly Pivots for week ending 21-Mar-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-22 |
123-14 |
118-22 |
|
| R3 |
122-09 |
121-01 |
118-01 |
|
| R2 |
119-28 |
119-28 |
117-26 |
|
| R1 |
118-20 |
118-20 |
117-19 |
119-08 |
| PP |
117-15 |
117-15 |
117-15 |
117-25 |
| S1 |
116-07 |
116-07 |
117-05 |
116-27 |
| S2 |
115-02 |
115-02 |
116-30 |
|
| S3 |
112-21 |
113-26 |
116-23 |
|
| S4 |
110-08 |
111-13 |
116-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-06 |
115-08 |
2-30 |
2.5% |
0-30 |
0.8% |
14% |
False |
True |
381,149 |
| 10 |
118-23 |
115-08 |
3-15 |
3.0% |
0-31 |
0.8% |
12% |
False |
True |
389,222 |
| 20 |
119-18 |
115-08 |
4-10 |
3.7% |
1-06 |
1.0% |
9% |
False |
True |
510,934 |
| 40 |
119-18 |
112-30 |
6-20 |
5.7% |
1-06 |
1.0% |
41% |
False |
False |
371,633 |
| 60 |
119-18 |
110-13 |
9-05 |
7.9% |
1-04 |
1.0% |
57% |
False |
False |
248,035 |
| 80 |
120-18 |
110-13 |
10-05 |
8.8% |
1-02 |
0.9% |
52% |
False |
False |
186,064 |
| 100 |
120-18 |
110-13 |
10-05 |
8.8% |
1-01 |
0.9% |
52% |
False |
False |
148,853 |
| 120 |
122-08 |
110-13 |
11-27 |
10.2% |
0-28 |
0.7% |
44% |
False |
False |
124,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-16 |
|
2.618 |
118-28 |
|
1.618 |
117-28 |
|
1.000 |
117-08 |
|
0.618 |
116-28 |
|
HIGH |
116-08 |
|
0.618 |
115-28 |
|
0.500 |
115-24 |
|
0.382 |
115-20 |
|
LOW |
115-08 |
|
0.618 |
114-20 |
|
1.000 |
114-08 |
|
1.618 |
113-20 |
|
2.618 |
112-20 |
|
4.250 |
111-00 |
|
|
| Fisher Pivots for day following 27-Mar-2025 |
| Pivot |
1 day |
3 day |
| R1 |
115-24 |
116-00 |
| PP |
115-23 |
115-29 |
| S1 |
115-22 |
115-25 |
|