ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 06-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
125-03 |
125-22 |
0-19 |
0.5% |
122-29 |
| High |
125-21 |
126-21 |
1-00 |
0.8% |
126-21 |
| Low |
124-30 |
125-04 |
0-06 |
0.2% |
122-15 |
| Close |
125-17 |
125-25 |
0-08 |
0.2% |
125-25 |
| Range |
0-23 |
1-17 |
0-26 |
113.0% |
4-06 |
| ATR |
1-08 |
1-08 |
0-01 |
1.7% |
0-00 |
| Volume |
624 |
2,259 |
1,635 |
262.0% |
8,881 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-14 |
129-21 |
126-20 |
|
| R3 |
128-29 |
128-04 |
126-06 |
|
| R2 |
127-12 |
127-12 |
126-02 |
|
| R1 |
126-19 |
126-19 |
125-29 |
127-00 |
| PP |
125-27 |
125-27 |
125-27 |
126-02 |
| S1 |
125-02 |
125-02 |
125-21 |
125-14 |
| S2 |
124-10 |
124-10 |
125-16 |
|
| S3 |
122-25 |
123-17 |
125-12 |
|
| S4 |
121-08 |
122-00 |
124-30 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-17 |
135-27 |
128-03 |
|
| R3 |
133-11 |
131-21 |
126-30 |
|
| R2 |
129-05 |
129-05 |
126-18 |
|
| R1 |
127-15 |
127-15 |
126-05 |
128-10 |
| PP |
124-31 |
124-31 |
124-31 |
125-12 |
| S1 |
123-09 |
123-09 |
125-13 |
124-04 |
| S2 |
120-25 |
120-25 |
125-00 |
|
| S3 |
116-19 |
119-03 |
124-20 |
|
| S4 |
112-13 |
114-29 |
123-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-21 |
122-15 |
4-06 |
3.3% |
1-12 |
1.1% |
79% |
True |
False |
4,034 |
| 10 |
126-21 |
122-15 |
4-06 |
3.3% |
1-05 |
0.9% |
79% |
True |
False |
310,940 |
| 20 |
126-21 |
122-02 |
4-19 |
3.7% |
1-05 |
0.9% |
81% |
True |
False |
367,322 |
| 40 |
126-27 |
117-29 |
8-30 |
7.1% |
1-08 |
1.0% |
88% |
False |
False |
437,321 |
| 60 |
126-27 |
115-30 |
10-29 |
8.7% |
1-08 |
1.0% |
90% |
False |
False |
452,979 |
| 80 |
126-27 |
114-13 |
12-14 |
9.9% |
1-08 |
1.0% |
91% |
False |
False |
428,387 |
| 100 |
126-27 |
112-29 |
13-30 |
11.1% |
1-06 |
0.9% |
92% |
False |
False |
343,009 |
| 120 |
126-27 |
112-29 |
13-30 |
11.1% |
1-06 |
0.9% |
92% |
False |
False |
285,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-05 |
|
2.618 |
130-21 |
|
1.618 |
129-04 |
|
1.000 |
128-06 |
|
0.618 |
127-19 |
|
HIGH |
126-21 |
|
0.618 |
126-02 |
|
0.500 |
125-28 |
|
0.382 |
125-23 |
|
LOW |
125-04 |
|
0.618 |
124-06 |
|
1.000 |
123-19 |
|
1.618 |
122-21 |
|
2.618 |
121-04 |
|
4.250 |
118-20 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
125-28 |
125-20 |
| PP |
125-27 |
125-15 |
| S1 |
125-26 |
125-10 |
|