ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 11-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2024 |
11-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
125-24 |
126-20 |
0-28 |
0.7% |
122-29 |
| High |
126-26 |
127-07 |
0-13 |
0.3% |
126-21 |
| Low |
125-23 |
126-08 |
0-17 |
0.4% |
122-15 |
| Close |
126-23 |
126-20 |
-0-03 |
-0.1% |
125-25 |
| Range |
1-03 |
0-31 |
-0-04 |
-11.4% |
4-06 |
| ATR |
1-07 |
1-07 |
-0-01 |
-1.5% |
0-00 |
| Volume |
159 |
1,700 |
1,541 |
969.2% |
8,881 |
|
| Daily Pivots for day following 11-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-19 |
129-03 |
127-05 |
|
| R3 |
128-20 |
128-04 |
126-29 |
|
| R2 |
127-21 |
127-21 |
126-26 |
|
| R1 |
127-05 |
127-05 |
126-23 |
127-04 |
| PP |
126-22 |
126-22 |
126-22 |
126-22 |
| S1 |
126-06 |
126-06 |
126-17 |
126-04 |
| S2 |
125-23 |
125-23 |
126-14 |
|
| S3 |
124-24 |
125-07 |
126-11 |
|
| S4 |
123-25 |
124-08 |
126-03 |
|
|
| 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 |
127-07 |
124-30 |
2-09 |
1.8% |
1-02 |
0.8% |
74% |
True |
False |
1,178 |
| 10 |
127-07 |
122-15 |
4-24 |
3.8% |
1-06 |
0.9% |
88% |
True |
False |
51,194 |
| 20 |
127-07 |
122-15 |
4-24 |
3.8% |
1-04 |
0.9% |
88% |
True |
False |
319,300 |
| 40 |
127-07 |
117-29 |
9-10 |
7.4% |
1-08 |
1.0% |
94% |
True |
False |
404,679 |
| 60 |
127-07 |
115-30 |
11-09 |
8.9% |
1-07 |
1.0% |
95% |
True |
False |
423,111 |
| 80 |
127-07 |
114-13 |
12-26 |
10.1% |
1-07 |
1.0% |
95% |
True |
False |
427,888 |
| 100 |
127-07 |
112-29 |
14-10 |
11.3% |
1-06 |
0.9% |
96% |
True |
False |
343,035 |
| 120 |
127-07 |
112-29 |
14-10 |
11.3% |
1-06 |
0.9% |
96% |
True |
False |
285,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-11 |
|
2.618 |
129-24 |
|
1.618 |
128-25 |
|
1.000 |
128-06 |
|
0.618 |
127-26 |
|
HIGH |
127-07 |
|
0.618 |
126-27 |
|
0.500 |
126-24 |
|
0.382 |
126-20 |
|
LOW |
126-08 |
|
0.618 |
125-21 |
|
1.000 |
125-09 |
|
1.618 |
124-22 |
|
2.618 |
123-23 |
|
4.250 |
122-04 |
|
|
| Fisher Pivots for day following 11-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
126-24 |
126-15 |
| PP |
126-22 |
126-10 |
| S1 |
126-21 |
126-06 |
|