ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
124-14 |
123-15 |
-0-31 |
-0.8% |
122-30 |
| High |
124-17 |
124-04 |
-0-13 |
-0.3% |
124-25 |
| Low |
122-21 |
123-09 |
0-20 |
0.5% |
122-17 |
| Close |
123-09 |
123-22 |
0-13 |
0.3% |
123-22 |
| Range |
1-28 |
0-27 |
-1-01 |
-55.0% |
2-08 |
| ATR |
1-14 |
1-12 |
-0-01 |
-2.9% |
0-00 |
| Volume |
443,936 |
338,727 |
-105,209 |
-23.7% |
1,862,613 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-07 |
125-26 |
124-05 |
|
| R3 |
125-12 |
124-31 |
123-29 |
|
| R2 |
124-17 |
124-17 |
123-27 |
|
| R1 |
124-04 |
124-04 |
123-24 |
124-10 |
| PP |
123-22 |
123-22 |
123-22 |
123-26 |
| S1 |
123-09 |
123-09 |
123-20 |
123-16 |
| S2 |
122-27 |
122-27 |
123-17 |
|
| S3 |
122-00 |
122-14 |
123-15 |
|
| S4 |
121-05 |
121-19 |
123-07 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-13 |
129-10 |
124-30 |
|
| R3 |
128-05 |
127-02 |
124-10 |
|
| R2 |
125-29 |
125-29 |
124-03 |
|
| R1 |
124-26 |
124-26 |
123-29 |
125-12 |
| PP |
123-21 |
123-21 |
123-21 |
123-30 |
| S1 |
122-18 |
122-18 |
123-15 |
123-04 |
| S2 |
121-13 |
121-13 |
123-09 |
|
| S3 |
119-05 |
120-10 |
123-02 |
|
| S4 |
116-29 |
118-02 |
122-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-25 |
122-17 |
2-08 |
1.8% |
1-05 |
0.9% |
51% |
False |
False |
372,522 |
| 10 |
126-27 |
121-17 |
5-10 |
4.3% |
1-15 |
1.2% |
41% |
False |
False |
485,543 |
| 20 |
126-27 |
117-29 |
8-30 |
7.2% |
1-14 |
1.1% |
65% |
False |
False |
491,143 |
| 40 |
126-27 |
115-30 |
10-29 |
8.8% |
1-09 |
1.0% |
71% |
False |
False |
467,427 |
| 60 |
126-27 |
114-13 |
12-14 |
10.1% |
1-09 |
1.0% |
75% |
False |
False |
481,162 |
| 80 |
126-27 |
112-29 |
13-30 |
11.3% |
1-07 |
1.0% |
77% |
False |
False |
363,863 |
| 100 |
126-27 |
112-29 |
13-30 |
11.3% |
1-07 |
1.0% |
77% |
False |
False |
291,131 |
| 120 |
126-27 |
112-29 |
13-30 |
11.3% |
1-05 |
0.9% |
77% |
False |
False |
242,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-23 |
|
2.618 |
126-11 |
|
1.618 |
125-16 |
|
1.000 |
124-31 |
|
0.618 |
124-21 |
|
HIGH |
124-04 |
|
0.618 |
123-26 |
|
0.500 |
123-22 |
|
0.382 |
123-19 |
|
LOW |
123-09 |
|
0.618 |
122-24 |
|
1.000 |
122-14 |
|
1.618 |
121-29 |
|
2.618 |
121-02 |
|
4.250 |
119-22 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
123-22 |
123-23 |
| PP |
123-22 |
123-23 |
| S1 |
123-22 |
123-22 |
|