ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 22-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
124-31 |
124-30 |
-0-01 |
0.0% |
122-30 |
| High |
125-18 |
125-04 |
-0-14 |
-0.3% |
124-25 |
| Low |
124-17 |
123-24 |
-0-25 |
-0.6% |
122-17 |
| Close |
125-12 |
124-01 |
-1-11 |
-1.1% |
123-22 |
| Range |
1-01 |
1-12 |
0-11 |
33.3% |
2-08 |
| ATR |
1-10 |
1-11 |
0-01 |
1.6% |
0-00 |
| Volume |
540,232 |
839,048 |
298,816 |
55.3% |
1,862,613 |
|
| Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-14 |
127-19 |
124-25 |
|
| R3 |
127-02 |
126-07 |
124-13 |
|
| R2 |
125-22 |
125-22 |
124-09 |
|
| R1 |
124-27 |
124-27 |
124-05 |
124-18 |
| PP |
124-10 |
124-10 |
124-10 |
124-05 |
| S1 |
123-15 |
123-15 |
123-29 |
123-06 |
| S2 |
122-30 |
122-30 |
123-25 |
|
| S3 |
121-18 |
122-03 |
123-21 |
|
| S4 |
120-06 |
120-23 |
123-09 |
|
|
| 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 |
123-09 |
2-09 |
1.8% |
1-02 |
0.9% |
33% |
False |
False |
484,030 |
| 10 |
125-18 |
122-02 |
3-16 |
2.8% |
1-04 |
0.9% |
56% |
False |
False |
423,704 |
| 20 |
126-27 |
118-12 |
8-15 |
6.8% |
1-13 |
1.1% |
67% |
False |
False |
502,042 |
| 40 |
126-27 |
115-30 |
10-29 |
8.8% |
1-09 |
1.0% |
74% |
False |
False |
482,643 |
| 60 |
126-27 |
114-13 |
12-14 |
10.0% |
1-09 |
1.0% |
77% |
False |
False |
479,880 |
| 80 |
126-27 |
113-25 |
13-02 |
10.5% |
1-07 |
1.0% |
78% |
False |
False |
389,863 |
| 100 |
126-27 |
112-29 |
13-30 |
11.2% |
1-07 |
1.0% |
80% |
False |
False |
311,943 |
| 120 |
126-27 |
112-29 |
13-30 |
11.2% |
1-05 |
0.9% |
80% |
False |
False |
259,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-31 |
|
2.618 |
128-23 |
|
1.618 |
127-11 |
|
1.000 |
126-16 |
|
0.618 |
125-31 |
|
HIGH |
125-04 |
|
0.618 |
124-19 |
|
0.500 |
124-14 |
|
0.382 |
124-09 |
|
LOW |
123-24 |
|
0.618 |
122-29 |
|
1.000 |
122-12 |
|
1.618 |
121-17 |
|
2.618 |
120-05 |
|
4.250 |
117-29 |
|
|
| Fisher Pivots for day following 22-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-14 |
124-21 |
| PP |
124-10 |
124-14 |
| S1 |
124-05 |
124-08 |
|