ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 26-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2024 |
26-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
124-04 |
124-23 |
0-19 |
0.5% |
123-23 |
| High |
124-30 |
125-03 |
0-05 |
0.1% |
125-18 |
| Low |
124-00 |
124-10 |
0-10 |
0.3% |
123-15 |
| Close |
124-19 |
124-17 |
-0-02 |
-0.1% |
124-19 |
| Range |
0-30 |
0-25 |
-0-05 |
-16.7% |
2-03 |
| ATR |
1-10 |
1-09 |
-0-01 |
-2.9% |
0-00 |
| Volume |
755,104 |
1,047,448 |
292,344 |
38.7% |
2,836,531 |
|
| Daily Pivots for day following 26-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-00 |
126-17 |
124-31 |
|
| R3 |
126-07 |
125-24 |
124-24 |
|
| R2 |
125-14 |
125-14 |
124-22 |
|
| R1 |
124-31 |
124-31 |
124-19 |
124-26 |
| PP |
124-21 |
124-21 |
124-21 |
124-18 |
| S1 |
124-06 |
124-06 |
124-15 |
124-01 |
| S2 |
123-28 |
123-28 |
124-12 |
|
| S3 |
123-03 |
123-13 |
124-10 |
|
| S4 |
122-10 |
122-20 |
124-03 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-26 |
129-26 |
125-24 |
|
| R3 |
128-23 |
127-23 |
125-05 |
|
| R2 |
126-20 |
126-20 |
124-31 |
|
| R1 |
125-20 |
125-20 |
124-25 |
126-04 |
| PP |
124-17 |
124-17 |
124-17 |
124-26 |
| S1 |
123-17 |
123-17 |
124-13 |
124-01 |
| S2 |
122-14 |
122-14 |
124-07 |
|
| S3 |
120-11 |
121-14 |
124-01 |
|
| S4 |
118-08 |
119-11 |
123-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-18 |
123-24 |
1-26 |
1.5% |
1-02 |
0.9% |
43% |
False |
False |
714,046 |
| 10 |
125-18 |
122-21 |
2-29 |
2.3% |
1-03 |
0.9% |
65% |
False |
False |
544,110 |
| 20 |
126-27 |
119-16 |
7-11 |
5.9% |
1-13 |
1.1% |
69% |
False |
False |
561,038 |
| 40 |
126-27 |
115-30 |
10-29 |
8.8% |
1-08 |
1.0% |
79% |
False |
False |
496,896 |
| 60 |
126-27 |
115-10 |
11-17 |
9.3% |
1-09 |
1.0% |
80% |
False |
False |
491,292 |
| 80 |
126-27 |
114-04 |
12-23 |
10.2% |
1-07 |
1.0% |
82% |
False |
False |
412,377 |
| 100 |
126-27 |
112-29 |
13-30 |
11.2% |
1-07 |
1.0% |
83% |
False |
False |
329,966 |
| 120 |
126-27 |
112-29 |
13-30 |
11.2% |
1-05 |
0.9% |
83% |
False |
False |
274,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-13 |
|
2.618 |
127-04 |
|
1.618 |
126-11 |
|
1.000 |
125-28 |
|
0.618 |
125-18 |
|
HIGH |
125-03 |
|
0.618 |
124-25 |
|
0.500 |
124-22 |
|
0.382 |
124-20 |
|
LOW |
124-10 |
|
0.618 |
123-27 |
|
1.000 |
123-17 |
|
1.618 |
123-02 |
|
2.618 |
122-09 |
|
4.250 |
121-00 |
|
|
| Fisher Pivots for day following 26-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-22 |
124-16 |
| PP |
124-21 |
124-15 |
| S1 |
124-19 |
124-14 |
|