ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 14-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
123-10 |
124-01 |
0-23 |
0.6% |
125-06 |
| High |
124-04 |
124-25 |
0-21 |
0.5% |
126-27 |
| Low |
122-31 |
123-27 |
0-28 |
0.7% |
121-17 |
| Close |
124-00 |
124-19 |
0-19 |
0.5% |
122-29 |
| Range |
1-05 |
0-30 |
-0-07 |
-18.9% |
5-10 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.5% |
0-00 |
| Volume |
364,958 |
409,506 |
44,548 |
12.2% |
2,992,818 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-07 |
126-27 |
125-04 |
|
| R3 |
126-09 |
125-29 |
124-27 |
|
| R2 |
125-11 |
125-11 |
124-24 |
|
| R1 |
124-31 |
124-31 |
124-22 |
125-05 |
| PP |
124-13 |
124-13 |
124-13 |
124-16 |
| S1 |
124-01 |
124-01 |
124-16 |
124-07 |
| S2 |
123-15 |
123-15 |
124-14 |
|
| S3 |
122-17 |
123-03 |
124-11 |
|
| S4 |
121-19 |
122-05 |
124-02 |
|
|
| 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 |
124-25 |
121-17 |
3-08 |
2.6% |
1-06 |
1.0% |
94% |
True |
False |
382,832 |
| 10 |
126-27 |
121-10 |
5-17 |
4.4% |
1-20 |
1.3% |
59% |
False |
False |
558,272 |
| 20 |
126-27 |
117-29 |
8-30 |
7.2% |
1-12 |
1.1% |
75% |
False |
False |
488,637 |
| 40 |
126-27 |
115-30 |
10-29 |
8.8% |
1-09 |
1.0% |
79% |
False |
False |
473,486 |
| 60 |
126-27 |
114-13 |
12-14 |
10.0% |
1-08 |
1.0% |
82% |
False |
False |
470,706 |
| 80 |
126-27 |
112-29 |
13-30 |
11.2% |
1-06 |
1.0% |
84% |
False |
False |
354,085 |
| 100 |
126-27 |
112-29 |
13-30 |
11.2% |
1-07 |
1.0% |
84% |
False |
False |
283,306 |
| 120 |
126-27 |
112-29 |
13-30 |
11.2% |
1-05 |
0.9% |
84% |
False |
False |
236,092 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-24 |
|
2.618 |
127-08 |
|
1.618 |
126-10 |
|
1.000 |
125-23 |
|
0.618 |
125-12 |
|
HIGH |
124-25 |
|
0.618 |
124-14 |
|
0.500 |
124-10 |
|
0.382 |
124-06 |
|
LOW |
123-27 |
|
0.618 |
123-08 |
|
1.000 |
122-29 |
|
1.618 |
122-10 |
|
2.618 |
121-12 |
|
4.250 |
119-28 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-16 |
124-09 |
| PP |
124-13 |
123-31 |
| S1 |
124-10 |
123-21 |
|