ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 30-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2024 |
30-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
124-03 |
123-24 |
-0-11 |
-0.3% |
124-23 |
| High |
124-14 |
123-30 |
-0-16 |
-0.4% |
125-03 |
| Low |
123-07 |
122-16 |
-0-23 |
-0.6% |
122-16 |
| Close |
123-19 |
122-31 |
-0-20 |
-0.5% |
122-31 |
| Range |
1-07 |
1-14 |
0-07 |
17.9% |
2-19 |
| ATR |
1-07 |
1-08 |
0-00 |
1.3% |
0-00 |
| Volume |
99,139 |
11,291 |
-87,848 |
-88.6% |
2,345,419 |
|
| Daily Pivots for day following 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-14 |
126-21 |
123-24 |
|
| R3 |
126-00 |
125-07 |
123-12 |
|
| R2 |
124-18 |
124-18 |
123-07 |
|
| R1 |
123-25 |
123-25 |
123-03 |
123-14 |
| PP |
123-04 |
123-04 |
123-04 |
122-31 |
| S1 |
122-11 |
122-11 |
122-27 |
122-00 |
| S2 |
121-22 |
121-22 |
122-23 |
|
| S3 |
120-08 |
120-29 |
122-18 |
|
| S4 |
118-26 |
119-15 |
122-06 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-10 |
129-23 |
124-13 |
|
| R3 |
128-23 |
127-04 |
123-22 |
|
| R2 |
126-04 |
126-04 |
123-14 |
|
| R1 |
124-17 |
124-17 |
123-07 |
124-01 |
| PP |
123-17 |
123-17 |
123-17 |
123-08 |
| S1 |
121-30 |
121-30 |
122-23 |
121-14 |
| S2 |
120-30 |
120-30 |
122-16 |
|
| S3 |
118-11 |
119-11 |
122-08 |
|
| S4 |
115-24 |
116-24 |
121-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-03 |
122-16 |
2-19 |
2.1% |
1-01 |
0.8% |
18% |
False |
True |
469,083 |
| 10 |
125-18 |
122-16 |
3-02 |
2.5% |
1-02 |
0.9% |
15% |
False |
True |
518,195 |
| 20 |
126-27 |
121-17 |
5-10 |
4.3% |
1-08 |
1.0% |
27% |
False |
False |
501,869 |
| 40 |
126-27 |
117-29 |
8-30 |
7.3% |
1-07 |
1.0% |
57% |
False |
False |
479,429 |
| 60 |
126-27 |
115-30 |
10-29 |
8.9% |
1-08 |
1.0% |
64% |
False |
False |
479,515 |
| 80 |
126-27 |
114-13 |
12-14 |
10.1% |
1-07 |
1.0% |
69% |
False |
False |
428,537 |
| 100 |
126-27 |
112-29 |
13-30 |
11.3% |
1-07 |
1.0% |
72% |
False |
False |
342,940 |
| 120 |
126-27 |
112-29 |
13-30 |
11.3% |
1-06 |
1.0% |
72% |
False |
False |
285,794 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-02 |
|
2.618 |
127-22 |
|
1.618 |
126-08 |
|
1.000 |
125-12 |
|
0.618 |
124-26 |
|
HIGH |
123-30 |
|
0.618 |
123-12 |
|
0.500 |
123-07 |
|
0.382 |
123-02 |
|
LOW |
122-16 |
|
0.618 |
121-20 |
|
1.000 |
121-02 |
|
1.618 |
120-06 |
|
2.618 |
118-24 |
|
4.250 |
116-12 |
|
|
| Fisher Pivots for day following 30-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
123-07 |
123-18 |
| PP |
123-04 |
123-12 |
| S1 |
123-02 |
123-06 |
|