ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 04-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2024 |
04-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
122-29 |
124-02 |
1-05 |
0.9% |
124-23 |
| High |
124-12 |
125-07 |
0-27 |
0.7% |
125-03 |
| Low |
122-15 |
124-00 |
1-17 |
1.3% |
122-16 |
| Close |
124-01 |
125-01 |
1-00 |
0.8% |
122-31 |
| Range |
1-29 |
1-07 |
-0-22 |
-36.1% |
2-19 |
| ATR |
1-09 |
1-09 |
0-00 |
-0.4% |
0-00 |
| Volume |
2,855 |
3,143 |
288 |
10.1% |
2,345,419 |
|
| Daily Pivots for day following 04-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-13 |
127-30 |
125-22 |
|
| R3 |
127-06 |
126-23 |
125-12 |
|
| R2 |
125-31 |
125-31 |
125-08 |
|
| R1 |
125-16 |
125-16 |
125-05 |
125-24 |
| PP |
124-24 |
124-24 |
124-24 |
124-28 |
| S1 |
124-09 |
124-09 |
124-29 |
124-16 |
| S2 |
123-17 |
123-17 |
124-26 |
|
| S3 |
122-10 |
123-02 |
124-22 |
|
| S4 |
121-03 |
121-27 |
124-12 |
|
|
| 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 |
125-07 |
122-15 |
2-24 |
2.2% |
1-10 |
1.0% |
93% |
True |
False |
101,211 |
| 10 |
125-18 |
122-15 |
3-03 |
2.5% |
1-05 |
0.9% |
83% |
False |
False |
448,580 |
| 20 |
125-18 |
121-17 |
4-01 |
3.2% |
1-07 |
1.0% |
87% |
False |
False |
424,217 |
| 40 |
126-27 |
117-29 |
8-30 |
7.1% |
1-08 |
1.0% |
80% |
False |
False |
461,670 |
| 60 |
126-27 |
115-30 |
10-29 |
8.7% |
1-08 |
1.0% |
83% |
False |
False |
465,302 |
| 80 |
126-27 |
114-13 |
12-14 |
9.9% |
1-07 |
1.0% |
85% |
False |
False |
428,553 |
| 100 |
126-27 |
112-29 |
13-30 |
11.1% |
1-06 |
1.0% |
87% |
False |
False |
342,986 |
| 120 |
126-27 |
112-29 |
13-30 |
11.1% |
1-06 |
0.9% |
87% |
False |
False |
285,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-13 |
|
2.618 |
128-13 |
|
1.618 |
127-06 |
|
1.000 |
126-14 |
|
0.618 |
125-31 |
|
HIGH |
125-07 |
|
0.618 |
124-24 |
|
0.500 |
124-20 |
|
0.382 |
124-15 |
|
LOW |
124-00 |
|
0.618 |
123-08 |
|
1.000 |
122-25 |
|
1.618 |
122-01 |
|
2.618 |
120-26 |
|
4.250 |
118-26 |
|
|
| Fisher Pivots for day following 04-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-28 |
124-20 |
| PP |
124-24 |
124-08 |
| S1 |
124-20 |
123-27 |
|