ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 28-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
124-18 |
124-10 |
-0-08 |
-0.2% |
123-23 |
| High |
124-21 |
124-21 |
0-00 |
0.0% |
125-18 |
| Low |
123-20 |
123-29 |
0-09 |
0.2% |
123-15 |
| Close |
124-05 |
123-31 |
-0-06 |
-0.2% |
124-19 |
| Range |
1-01 |
0-24 |
-0-09 |
-27.3% |
2-03 |
| ATR |
1-08 |
1-07 |
-0-01 |
-2.9% |
0-00 |
| Volume |
797,912 |
389,629 |
-408,283 |
-51.2% |
2,836,531 |
|
| Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-14 |
125-30 |
124-12 |
|
| R3 |
125-22 |
125-06 |
124-06 |
|
| R2 |
124-30 |
124-30 |
124-03 |
|
| R1 |
124-14 |
124-14 |
124-01 |
124-10 |
| PP |
124-06 |
124-06 |
124-06 |
124-04 |
| S1 |
123-22 |
123-22 |
123-29 |
123-18 |
| S2 |
123-14 |
123-14 |
123-27 |
|
| S3 |
122-22 |
122-30 |
123-24 |
|
| S4 |
121-30 |
122-06 |
123-18 |
|
|
| 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 |
125-04 |
123-20 |
1-16 |
1.2% |
0-31 |
0.8% |
23% |
False |
False |
765,828 |
| 10 |
125-18 |
122-21 |
2-29 |
2.3% |
1-02 |
0.9% |
45% |
False |
False |
585,418 |
| 20 |
126-27 |
121-10 |
5-17 |
4.5% |
1-11 |
1.1% |
48% |
False |
False |
571,845 |
| 40 |
126-27 |
116-19 |
10-08 |
8.3% |
1-08 |
1.0% |
72% |
False |
False |
498,252 |
| 60 |
126-27 |
115-30 |
10-29 |
8.8% |
1-08 |
1.0% |
74% |
False |
False |
492,663 |
| 80 |
126-27 |
114-13 |
12-14 |
10.0% |
1-06 |
1.0% |
77% |
False |
False |
427,200 |
| 100 |
126-27 |
112-29 |
13-30 |
11.2% |
1-06 |
1.0% |
79% |
False |
False |
341,840 |
| 120 |
126-27 |
112-29 |
13-30 |
11.2% |
1-05 |
0.9% |
79% |
False |
False |
284,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-27 |
|
2.618 |
126-20 |
|
1.618 |
125-28 |
|
1.000 |
125-13 |
|
0.618 |
125-04 |
|
HIGH |
124-21 |
|
0.618 |
124-12 |
|
0.500 |
124-09 |
|
0.382 |
124-06 |
|
LOW |
123-29 |
|
0.618 |
123-14 |
|
1.000 |
123-05 |
|
1.618 |
122-22 |
|
2.618 |
121-30 |
|
4.250 |
120-23 |
|
|
| Fisher Pivots for day following 28-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-09 |
124-12 |
| PP |
124-06 |
124-07 |
| S1 |
124-02 |
124-03 |
|