ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 03-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2024 |
03-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
123-24 |
122-29 |
-0-27 |
-0.7% |
124-23 |
| High |
123-30 |
124-12 |
0-14 |
0.4% |
125-03 |
| Low |
122-16 |
122-15 |
-0-01 |
0.0% |
122-16 |
| Close |
122-31 |
124-01 |
1-02 |
0.9% |
122-31 |
| Range |
1-14 |
1-29 |
0-15 |
32.6% |
2-19 |
| ATR |
1-08 |
1-09 |
0-02 |
3.9% |
0-00 |
| Volume |
11,291 |
2,855 |
-8,436 |
-74.7% |
2,345,419 |
|
| Daily Pivots for day following 03-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-11 |
128-19 |
125-03 |
|
| R3 |
127-14 |
126-22 |
124-18 |
|
| R2 |
125-17 |
125-17 |
124-12 |
|
| R1 |
124-25 |
124-25 |
124-07 |
125-05 |
| PP |
123-20 |
123-20 |
123-20 |
123-26 |
| S1 |
122-28 |
122-28 |
123-27 |
123-08 |
| S2 |
121-23 |
121-23 |
123-22 |
|
| S3 |
119-26 |
120-31 |
123-16 |
|
| S4 |
117-29 |
119-02 |
122-31 |
|
|
| 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 |
124-21 |
122-15 |
2-06 |
1.8% |
1-09 |
1.0% |
71% |
False |
True |
260,165 |
| 10 |
125-18 |
122-15 |
3-03 |
2.5% |
1-05 |
0.9% |
51% |
False |
True |
487,105 |
| 20 |
125-18 |
121-17 |
4-01 |
3.3% |
1-08 |
1.0% |
62% |
False |
False |
454,763 |
| 40 |
126-27 |
117-29 |
8-30 |
7.2% |
1-08 |
1.0% |
69% |
False |
False |
471,407 |
| 60 |
126-27 |
115-30 |
10-29 |
8.8% |
1-09 |
1.0% |
74% |
False |
False |
473,269 |
| 80 |
126-27 |
114-13 |
12-14 |
10.0% |
1-07 |
1.0% |
77% |
False |
False |
428,537 |
| 100 |
126-27 |
112-29 |
13-30 |
11.2% |
1-06 |
1.0% |
80% |
False |
False |
342,961 |
| 120 |
126-27 |
112-29 |
13-30 |
11.2% |
1-06 |
1.0% |
80% |
False |
False |
285,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-15 |
|
2.618 |
129-12 |
|
1.618 |
127-15 |
|
1.000 |
126-09 |
|
0.618 |
125-18 |
|
HIGH |
124-12 |
|
0.618 |
123-21 |
|
0.500 |
123-14 |
|
0.382 |
123-06 |
|
LOW |
122-15 |
|
0.618 |
121-09 |
|
1.000 |
120-18 |
|
1.618 |
119-12 |
|
2.618 |
117-15 |
|
4.250 |
114-12 |
|
|
| Fisher Pivots for day following 03-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
123-26 |
123-27 |
| PP |
123-20 |
123-21 |
| S1 |
123-14 |
123-14 |
|