ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
124-23 |
124-18 |
-0-05 |
-0.1% |
123-23 |
| High |
125-03 |
124-21 |
-0-14 |
-0.3% |
125-18 |
| Low |
124-10 |
123-20 |
-0-22 |
-0.6% |
123-15 |
| Close |
124-17 |
124-05 |
-0-12 |
-0.3% |
124-19 |
| Range |
0-25 |
1-01 |
0-08 |
32.0% |
2-03 |
| ATR |
1-09 |
1-08 |
-0-01 |
-1.4% |
0-00 |
| Volume |
1,047,448 |
797,912 |
-249,536 |
-23.8% |
2,836,531 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-08 |
126-23 |
124-23 |
|
| R3 |
126-07 |
125-22 |
124-14 |
|
| R2 |
125-06 |
125-06 |
124-11 |
|
| R1 |
124-21 |
124-21 |
124-08 |
124-13 |
| PP |
124-05 |
124-05 |
124-05 |
124-00 |
| S1 |
123-20 |
123-20 |
124-02 |
123-12 |
| S2 |
123-04 |
123-04 |
123-31 |
|
| S3 |
122-03 |
122-19 |
123-28 |
|
| S4 |
121-02 |
121-18 |
123-19 |
|
|
| 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 |
123-20 |
1-30 |
1.6% |
1-01 |
0.8% |
27% |
False |
True |
795,948 |
| 10 |
125-18 |
122-21 |
2-29 |
2.3% |
1-03 |
0.9% |
52% |
False |
False |
587,406 |
| 20 |
126-27 |
119-31 |
6-28 |
5.5% |
1-13 |
1.1% |
61% |
False |
False |
583,635 |
| 40 |
126-27 |
116-09 |
10-18 |
8.5% |
1-08 |
1.0% |
75% |
False |
False |
500,797 |
| 60 |
126-27 |
115-30 |
10-29 |
8.8% |
1-09 |
1.0% |
75% |
False |
False |
493,905 |
| 80 |
126-27 |
114-13 |
12-14 |
10.0% |
1-07 |
1.0% |
78% |
False |
False |
422,339 |
| 100 |
126-27 |
112-29 |
13-30 |
11.2% |
1-07 |
1.0% |
81% |
False |
False |
337,945 |
| 120 |
126-27 |
112-29 |
13-30 |
11.2% |
1-05 |
0.9% |
81% |
False |
False |
281,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-01 |
|
2.618 |
127-11 |
|
1.618 |
126-10 |
|
1.000 |
125-22 |
|
0.618 |
125-09 |
|
HIGH |
124-21 |
|
0.618 |
124-08 |
|
0.500 |
124-04 |
|
0.382 |
124-01 |
|
LOW |
123-20 |
|
0.618 |
123-00 |
|
1.000 |
122-19 |
|
1.618 |
121-31 |
|
2.618 |
120-30 |
|
4.250 |
119-08 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-05 |
124-12 |
| PP |
124-05 |
124-09 |
| S1 |
124-04 |
124-07 |
|