ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 21-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
124-03 |
124-31 |
0-28 |
0.7% |
122-30 |
| High |
125-01 |
125-18 |
0-17 |
0.4% |
124-25 |
| Low |
123-27 |
124-17 |
0-22 |
0.6% |
122-17 |
| Close |
124-28 |
125-12 |
0-16 |
0.4% |
123-22 |
| Range |
1-06 |
1-01 |
-0-05 |
-13.2% |
2-08 |
| ATR |
1-11 |
1-10 |
-0-01 |
-1.7% |
0-00 |
| Volume |
388,401 |
540,232 |
151,831 |
39.1% |
1,862,613 |
|
| Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-08 |
127-27 |
125-30 |
|
| R3 |
127-07 |
126-26 |
125-21 |
|
| R2 |
126-06 |
126-06 |
125-18 |
|
| R1 |
125-25 |
125-25 |
125-15 |
126-00 |
| PP |
125-05 |
125-05 |
125-05 |
125-08 |
| S1 |
124-24 |
124-24 |
125-09 |
124-30 |
| S2 |
124-04 |
124-04 |
125-06 |
|
| S3 |
123-03 |
123-23 |
125-03 |
|
| S4 |
122-02 |
122-22 |
124-26 |
|
|
| 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 |
125-18 |
122-21 |
2-29 |
2.3% |
1-06 |
0.9% |
94% |
True |
False |
405,008 |
| 10 |
125-18 |
121-17 |
4-01 |
3.2% |
1-06 |
0.9% |
95% |
True |
False |
393,920 |
| 20 |
126-27 |
118-00 |
8-27 |
7.1% |
1-13 |
1.1% |
83% |
False |
False |
487,608 |
| 40 |
126-27 |
115-30 |
10-29 |
8.7% |
1-09 |
1.0% |
87% |
False |
False |
472,192 |
| 60 |
126-27 |
114-13 |
12-14 |
9.9% |
1-09 |
1.0% |
88% |
False |
False |
483,695 |
| 80 |
126-27 |
113-25 |
13-02 |
10.4% |
1-07 |
1.0% |
89% |
False |
False |
379,378 |
| 100 |
126-27 |
112-29 |
13-30 |
11.1% |
1-07 |
1.0% |
89% |
False |
False |
303,554 |
| 120 |
126-27 |
112-29 |
13-30 |
11.1% |
1-05 |
0.9% |
89% |
False |
False |
252,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-30 |
|
2.618 |
128-08 |
|
1.618 |
127-07 |
|
1.000 |
126-19 |
|
0.618 |
126-06 |
|
HIGH |
125-18 |
|
0.618 |
125-05 |
|
0.500 |
125-02 |
|
0.382 |
124-30 |
|
LOW |
124-17 |
|
0.618 |
123-29 |
|
1.000 |
123-16 |
|
1.618 |
122-28 |
|
2.618 |
121-27 |
|
4.250 |
120-05 |
|
|
| Fisher Pivots for day following 21-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
125-08 |
125-03 |
| PP |
125-05 |
124-26 |
| S1 |
125-02 |
124-16 |
|