ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
125-21 |
125-24 |
0-03 |
0.1% |
122-29 |
| High |
126-05 |
126-26 |
0-21 |
0.5% |
126-21 |
| Low |
125-04 |
125-23 |
0-19 |
0.5% |
122-15 |
| Close |
126-02 |
126-23 |
0-21 |
0.5% |
125-25 |
| Range |
1-01 |
1-03 |
0-02 |
6.1% |
4-06 |
| ATR |
1-08 |
1-07 |
0-00 |
-0.9% |
0-00 |
| Volume |
1,150 |
159 |
-991 |
-86.2% |
8,881 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-22 |
129-10 |
127-10 |
|
| R3 |
128-19 |
128-07 |
127-01 |
|
| R2 |
127-16 |
127-16 |
126-29 |
|
| R1 |
127-04 |
127-04 |
126-26 |
127-10 |
| PP |
126-13 |
126-13 |
126-13 |
126-16 |
| S1 |
126-01 |
126-01 |
126-20 |
126-07 |
| S2 |
125-10 |
125-10 |
126-17 |
|
| S3 |
124-07 |
124-30 |
126-13 |
|
| S4 |
123-04 |
123-27 |
126-04 |
|
|
| 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 |
126-26 |
124-00 |
2-26 |
2.2% |
1-04 |
0.9% |
97% |
True |
False |
1,467 |
| 10 |
126-26 |
122-15 |
4-11 |
3.4% |
1-06 |
0.9% |
98% |
True |
False |
130,816 |
| 20 |
126-26 |
122-15 |
4-11 |
3.4% |
1-05 |
0.9% |
98% |
True |
False |
337,463 |
| 40 |
126-27 |
117-29 |
8-30 |
7.1% |
1-08 |
1.0% |
99% |
False |
False |
416,228 |
| 60 |
126-27 |
115-30 |
10-29 |
8.6% |
1-08 |
1.0% |
99% |
False |
False |
433,337 |
| 80 |
126-27 |
114-13 |
12-14 |
9.8% |
1-07 |
1.0% |
99% |
False |
False |
427,959 |
| 100 |
126-27 |
112-29 |
13-30 |
11.0% |
1-06 |
0.9% |
99% |
False |
False |
343,018 |
| 120 |
126-27 |
112-29 |
13-30 |
11.0% |
1-06 |
0.9% |
99% |
False |
False |
285,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-15 |
|
2.618 |
129-22 |
|
1.618 |
128-19 |
|
1.000 |
127-29 |
|
0.618 |
127-16 |
|
HIGH |
126-26 |
|
0.618 |
126-13 |
|
0.500 |
126-08 |
|
0.382 |
126-04 |
|
LOW |
125-23 |
|
0.618 |
125-01 |
|
1.000 |
124-20 |
|
1.618 |
123-30 |
|
2.618 |
122-27 |
|
4.250 |
121-02 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
126-18 |
126-15 |
| PP |
126-13 |
126-07 |
| S1 |
126-08 |
125-31 |
|