ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 20-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2024 |
20-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
123-23 |
124-03 |
0-12 |
0.3% |
122-30 |
| High |
124-13 |
125-01 |
0-20 |
0.5% |
124-25 |
| Low |
123-15 |
123-27 |
0-12 |
0.3% |
122-17 |
| Close |
124-06 |
124-28 |
0-22 |
0.6% |
123-22 |
| Range |
0-30 |
1-06 |
0-08 |
26.7% |
2-08 |
| ATR |
1-11 |
1-11 |
0-00 |
-0.9% |
0-00 |
| Volume |
313,746 |
388,401 |
74,655 |
23.8% |
1,862,613 |
|
| Daily Pivots for day following 20-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-05 |
127-22 |
125-17 |
|
| R3 |
126-31 |
126-16 |
125-06 |
|
| R2 |
125-25 |
125-25 |
125-03 |
|
| R1 |
125-10 |
125-10 |
124-31 |
125-18 |
| PP |
124-19 |
124-19 |
124-19 |
124-22 |
| S1 |
124-04 |
124-04 |
124-25 |
124-12 |
| S2 |
123-13 |
123-13 |
124-21 |
|
| S3 |
122-07 |
122-30 |
124-18 |
|
| S4 |
121-01 |
121-24 |
124-07 |
|
|
| 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 |
125-01 |
122-21 |
2-12 |
1.9% |
1-05 |
0.9% |
93% |
True |
False |
378,863 |
| 10 |
125-01 |
121-17 |
3-16 |
2.8% |
1-08 |
1.0% |
96% |
True |
False |
399,855 |
| 20 |
126-27 |
117-29 |
8-30 |
7.2% |
1-14 |
1.1% |
78% |
False |
False |
488,056 |
| 40 |
126-27 |
115-30 |
10-29 |
8.7% |
1-09 |
1.0% |
82% |
False |
False |
468,080 |
| 60 |
126-27 |
114-13 |
12-14 |
10.0% |
1-09 |
1.0% |
84% |
False |
False |
481,136 |
| 80 |
126-27 |
113-08 |
13-19 |
10.9% |
1-07 |
1.0% |
86% |
False |
False |
372,628 |
| 100 |
126-27 |
112-29 |
13-30 |
11.2% |
1-07 |
1.0% |
86% |
False |
False |
298,152 |
| 120 |
126-27 |
112-29 |
13-30 |
11.2% |
1-05 |
0.9% |
86% |
False |
False |
248,464 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-02 |
|
2.618 |
128-04 |
|
1.618 |
126-30 |
|
1.000 |
126-07 |
|
0.618 |
125-24 |
|
HIGH |
125-01 |
|
0.618 |
124-18 |
|
0.500 |
124-14 |
|
0.382 |
124-10 |
|
LOW |
123-27 |
|
0.618 |
123-04 |
|
1.000 |
122-21 |
|
1.618 |
121-30 |
|
2.618 |
120-24 |
|
4.250 |
118-26 |
|
|
| Fisher Pivots for day following 20-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-23 |
124-20 |
| PP |
124-19 |
124-13 |
| S1 |
124-14 |
124-05 |
|