ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 19-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2024 |
19-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
123-15 |
123-23 |
0-08 |
0.2% |
122-30 |
| High |
124-04 |
124-13 |
0-09 |
0.2% |
124-25 |
| Low |
123-09 |
123-15 |
0-06 |
0.2% |
122-17 |
| Close |
123-22 |
124-06 |
0-16 |
0.4% |
123-22 |
| Range |
0-27 |
0-30 |
0-03 |
11.1% |
2-08 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.3% |
0-00 |
| Volume |
338,727 |
313,746 |
-24,981 |
-7.4% |
1,862,613 |
|
| Daily Pivots for day following 19-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-27 |
126-14 |
124-22 |
|
| R3 |
125-29 |
125-16 |
124-14 |
|
| R2 |
124-31 |
124-31 |
124-12 |
|
| R1 |
124-18 |
124-18 |
124-09 |
124-24 |
| PP |
124-01 |
124-01 |
124-01 |
124-04 |
| S1 |
123-20 |
123-20 |
124-03 |
123-26 |
| S2 |
123-03 |
123-03 |
124-00 |
|
| S3 |
122-05 |
122-22 |
123-30 |
|
| S4 |
121-07 |
121-24 |
123-22 |
|
|
| 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 |
122-21 |
2-04 |
1.7% |
1-05 |
0.9% |
72% |
False |
False |
374,174 |
| 10 |
125-14 |
121-17 |
3-29 |
3.1% |
1-11 |
1.1% |
68% |
False |
False |
422,420 |
| 20 |
126-27 |
117-29 |
8-30 |
7.2% |
1-13 |
1.1% |
70% |
False |
False |
486,727 |
| 40 |
126-27 |
115-30 |
10-29 |
8.8% |
1-09 |
1.0% |
76% |
False |
False |
466,653 |
| 60 |
126-27 |
114-13 |
12-14 |
10.0% |
1-09 |
1.0% |
79% |
False |
False |
483,780 |
| 80 |
126-27 |
112-29 |
13-30 |
11.2% |
1-07 |
1.0% |
81% |
False |
False |
367,778 |
| 100 |
126-27 |
112-29 |
13-30 |
11.2% |
1-07 |
1.0% |
81% |
False |
False |
294,269 |
| 120 |
126-27 |
112-29 |
13-30 |
11.2% |
1-05 |
0.9% |
81% |
False |
False |
245,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-12 |
|
2.618 |
126-28 |
|
1.618 |
125-30 |
|
1.000 |
125-11 |
|
0.618 |
125-00 |
|
HIGH |
124-13 |
|
0.618 |
124-02 |
|
0.500 |
123-30 |
|
0.382 |
123-26 |
|
LOW |
123-15 |
|
0.618 |
122-28 |
|
1.000 |
122-17 |
|
1.618 |
121-30 |
|
2.618 |
121-00 |
|
4.250 |
119-16 |
|
|
| Fisher Pivots for day following 19-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-03 |
124-00 |
| PP |
124-01 |
123-25 |
| S1 |
123-30 |
123-19 |
|