ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 29-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2024 |
29-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
124-10 |
124-03 |
-0-07 |
-0.2% |
123-23 |
| High |
124-21 |
124-14 |
-0-07 |
-0.2% |
125-18 |
| Low |
123-29 |
123-07 |
-0-22 |
-0.6% |
123-15 |
| Close |
123-31 |
123-19 |
-0-12 |
-0.3% |
124-19 |
| Range |
0-24 |
1-07 |
0-15 |
62.5% |
2-03 |
| ATR |
1-07 |
1-07 |
0-00 |
0.0% |
0-00 |
| Volume |
389,629 |
99,139 |
-290,490 |
-74.6% |
2,836,531 |
|
| Daily Pivots for day following 29-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-13 |
126-23 |
124-08 |
|
| R3 |
126-06 |
125-16 |
123-30 |
|
| R2 |
124-31 |
124-31 |
123-26 |
|
| R1 |
124-09 |
124-09 |
123-23 |
124-00 |
| PP |
123-24 |
123-24 |
123-24 |
123-20 |
| S1 |
123-02 |
123-02 |
123-15 |
122-26 |
| S2 |
122-17 |
122-17 |
123-12 |
|
| S3 |
121-10 |
121-27 |
123-08 |
|
| S4 |
120-03 |
120-20 |
122-30 |
|
|
| 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 |
125-03 |
123-07 |
1-28 |
1.5% |
0-30 |
0.8% |
20% |
False |
True |
617,846 |
| 10 |
125-18 |
123-07 |
2-11 |
1.9% |
1-00 |
0.8% |
16% |
False |
True |
550,938 |
| 20 |
126-27 |
121-17 |
5-10 |
4.3% |
1-11 |
1.1% |
39% |
False |
False |
542,605 |
| 40 |
126-27 |
117-02 |
9-25 |
7.9% |
1-07 |
1.0% |
67% |
False |
False |
490,564 |
| 60 |
126-27 |
115-30 |
10-29 |
8.8% |
1-08 |
1.0% |
70% |
False |
False |
487,083 |
| 80 |
126-27 |
114-13 |
12-14 |
10.1% |
1-06 |
1.0% |
74% |
False |
False |
428,431 |
| 100 |
126-27 |
112-29 |
13-30 |
11.3% |
1-07 |
1.0% |
77% |
False |
False |
342,828 |
| 120 |
126-27 |
112-29 |
13-30 |
11.3% |
1-05 |
0.9% |
77% |
False |
False |
285,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-20 |
|
2.618 |
127-20 |
|
1.618 |
126-13 |
|
1.000 |
125-21 |
|
0.618 |
125-06 |
|
HIGH |
124-14 |
|
0.618 |
123-31 |
|
0.500 |
123-26 |
|
0.382 |
123-22 |
|
LOW |
123-07 |
|
0.618 |
122-15 |
|
1.000 |
122-00 |
|
1.618 |
121-08 |
|
2.618 |
120-01 |
|
4.250 |
118-01 |
|
|
| Fisher Pivots for day following 29-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
123-26 |
123-30 |
| PP |
123-24 |
123-26 |
| S1 |
123-22 |
123-23 |
|