ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
124-01 |
124-14 |
0-13 |
0.3% |
125-06 |
| High |
124-25 |
124-17 |
-0-08 |
-0.2% |
126-27 |
| Low |
123-27 |
122-21 |
-1-06 |
-1.0% |
121-17 |
| Close |
124-19 |
123-09 |
-1-10 |
-1.1% |
122-29 |
| Range |
0-30 |
1-28 |
0-30 |
100.0% |
5-10 |
| ATR |
1-13 |
1-14 |
0-01 |
2.8% |
0-00 |
| Volume |
409,506 |
443,936 |
34,430 |
8.4% |
2,992,818 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-04 |
128-02 |
124-10 |
|
| R3 |
127-08 |
126-06 |
123-26 |
|
| R2 |
125-12 |
125-12 |
123-20 |
|
| R1 |
124-10 |
124-10 |
123-14 |
123-29 |
| PP |
123-16 |
123-16 |
123-16 |
123-09 |
| S1 |
122-14 |
122-14 |
123-04 |
122-01 |
| S2 |
121-20 |
121-20 |
122-30 |
|
| S3 |
119-24 |
120-18 |
122-24 |
|
| S4 |
117-28 |
118-22 |
122-08 |
|
|
| 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 |
122-02 |
2-23 |
2.2% |
1-07 |
1.0% |
45% |
False |
False |
363,379 |
| 10 |
126-27 |
121-17 |
5-10 |
4.3% |
1-22 |
1.4% |
33% |
False |
False |
534,272 |
| 20 |
126-27 |
117-29 |
8-30 |
7.2% |
1-14 |
1.2% |
60% |
False |
False |
490,507 |
| 40 |
126-27 |
115-30 |
10-29 |
8.8% |
1-09 |
1.0% |
67% |
False |
False |
470,928 |
| 60 |
126-27 |
114-13 |
12-14 |
10.1% |
1-09 |
1.0% |
71% |
False |
False |
477,627 |
| 80 |
126-27 |
112-29 |
13-30 |
11.3% |
1-07 |
1.0% |
74% |
False |
False |
359,633 |
| 100 |
126-27 |
112-29 |
13-30 |
11.3% |
1-07 |
1.0% |
74% |
False |
False |
287,745 |
| 120 |
126-27 |
112-29 |
13-30 |
11.3% |
1-05 |
0.9% |
74% |
False |
False |
239,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-16 |
|
2.618 |
129-14 |
|
1.618 |
127-18 |
|
1.000 |
126-13 |
|
0.618 |
125-22 |
|
HIGH |
124-17 |
|
0.618 |
123-26 |
|
0.500 |
123-19 |
|
0.382 |
123-12 |
|
LOW |
122-21 |
|
0.618 |
121-16 |
|
1.000 |
120-25 |
|
1.618 |
119-20 |
|
2.618 |
117-24 |
|
4.250 |
114-22 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
123-19 |
123-23 |
| PP |
123-16 |
123-18 |
| S1 |
123-12 |
123-14 |
|