ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
122-30 |
123-10 |
0-12 |
0.3% |
125-06 |
| High |
123-15 |
124-04 |
0-21 |
0.5% |
126-27 |
| Low |
122-17 |
122-31 |
0-14 |
0.4% |
121-17 |
| Close |
123-10 |
124-00 |
0-22 |
0.6% |
122-29 |
| Range |
0-30 |
1-05 |
0-07 |
23.3% |
5-10 |
| ATR |
1-14 |
1-14 |
-0-01 |
-1.4% |
0-00 |
| Volume |
305,486 |
364,958 |
59,472 |
19.5% |
2,992,818 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-05 |
126-24 |
124-20 |
|
| R3 |
126-00 |
125-19 |
124-10 |
|
| R2 |
124-27 |
124-27 |
124-07 |
|
| R1 |
124-14 |
124-14 |
124-03 |
124-20 |
| PP |
123-22 |
123-22 |
123-22 |
123-26 |
| S1 |
123-09 |
123-09 |
123-29 |
123-16 |
| S2 |
122-17 |
122-17 |
123-25 |
|
| S3 |
121-12 |
122-04 |
123-22 |
|
| S4 |
120-07 |
120-31 |
123-12 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-22 |
136-20 |
125-26 |
|
| R3 |
134-12 |
131-10 |
124-12 |
|
| R2 |
129-02 |
129-02 |
123-28 |
|
| R1 |
126-00 |
126-00 |
123-13 |
124-28 |
| PP |
123-24 |
123-24 |
123-24 |
123-06 |
| S1 |
120-22 |
120-22 |
122-13 |
119-18 |
| S2 |
118-14 |
118-14 |
121-30 |
|
| S3 |
113-04 |
115-12 |
121-14 |
|
| S4 |
107-26 |
110-02 |
120-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-04 |
121-17 |
2-19 |
2.1% |
1-11 |
1.1% |
95% |
True |
False |
420,847 |
| 10 |
126-27 |
119-31 |
6-28 |
5.5% |
1-23 |
1.4% |
59% |
False |
False |
579,865 |
| 20 |
126-27 |
117-29 |
8-30 |
7.2% |
1-11 |
1.1% |
68% |
False |
False |
490,059 |
| 40 |
126-27 |
115-30 |
10-29 |
8.8% |
1-09 |
1.0% |
74% |
False |
False |
475,017 |
| 60 |
126-27 |
114-13 |
12-14 |
10.0% |
1-08 |
1.0% |
77% |
False |
False |
464,084 |
| 80 |
126-27 |
112-29 |
13-30 |
11.2% |
1-06 |
1.0% |
80% |
False |
False |
348,968 |
| 100 |
126-27 |
112-29 |
13-30 |
11.2% |
1-06 |
1.0% |
80% |
False |
False |
279,211 |
| 120 |
126-27 |
112-29 |
13-30 |
11.2% |
1-05 |
0.9% |
80% |
False |
False |
232,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-01 |
|
2.618 |
127-05 |
|
1.618 |
126-00 |
|
1.000 |
125-09 |
|
0.618 |
124-27 |
|
HIGH |
124-04 |
|
0.618 |
123-22 |
|
0.500 |
123-18 |
|
0.382 |
123-13 |
|
LOW |
122-31 |
|
0.618 |
122-08 |
|
1.000 |
121-26 |
|
1.618 |
121-03 |
|
2.618 |
119-30 |
|
4.250 |
118-02 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
123-27 |
123-22 |
| PP |
123-22 |
123-13 |
| S1 |
123-18 |
123-03 |
|