ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
126-14 |
126-15 |
0-01 |
0.0% |
125-21 |
| High |
126-26 |
126-28 |
0-02 |
0.0% |
127-07 |
| Low |
125-27 |
126-07 |
0-12 |
0.3% |
125-04 |
| Close |
126-06 |
126-19 |
0-13 |
0.3% |
126-19 |
| Range |
0-31 |
0-21 |
-0-10 |
-32.3% |
2-03 |
| ATR |
1-06 |
1-05 |
-0-01 |
-3.0% |
0-00 |
| Volume |
64 |
1,060 |
996 |
1,556.3% |
4,133 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-17 |
128-07 |
126-31 |
|
| R3 |
127-28 |
127-18 |
126-25 |
|
| R2 |
127-07 |
127-07 |
126-23 |
|
| R1 |
126-29 |
126-29 |
126-21 |
127-02 |
| PP |
126-18 |
126-18 |
126-18 |
126-20 |
| S1 |
126-08 |
126-08 |
126-17 |
126-13 |
| S2 |
125-29 |
125-29 |
126-15 |
|
| S3 |
125-08 |
125-19 |
126-13 |
|
| S4 |
124-19 |
124-30 |
126-07 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-19 |
131-22 |
127-24 |
|
| R3 |
130-16 |
129-19 |
127-05 |
|
| R2 |
128-13 |
128-13 |
126-31 |
|
| R1 |
127-16 |
127-16 |
126-25 |
127-30 |
| PP |
126-10 |
126-10 |
126-10 |
126-17 |
| S1 |
125-13 |
125-13 |
126-13 |
125-28 |
| S2 |
124-07 |
124-07 |
126-07 |
|
| S3 |
122-04 |
123-10 |
126-01 |
|
| S4 |
120-01 |
121-07 |
125-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-07 |
125-04 |
2-03 |
1.7% |
0-30 |
0.7% |
70% |
False |
False |
826 |
| 10 |
127-07 |
122-15 |
4-24 |
3.8% |
1-05 |
0.9% |
87% |
False |
False |
2,430 |
| 20 |
127-07 |
122-15 |
4-24 |
3.8% |
1-03 |
0.9% |
87% |
False |
False |
276,684 |
| 40 |
127-07 |
117-29 |
9-10 |
7.4% |
1-08 |
1.0% |
93% |
False |
False |
383,596 |
| 60 |
127-07 |
115-30 |
11-09 |
8.9% |
1-07 |
1.0% |
94% |
False |
False |
406,180 |
| 80 |
127-07 |
114-13 |
12-26 |
10.1% |
1-07 |
1.0% |
95% |
False |
False |
427,391 |
| 100 |
127-07 |
112-29 |
14-10 |
11.3% |
1-06 |
0.9% |
96% |
False |
False |
343,043 |
| 120 |
127-07 |
112-29 |
14-10 |
11.3% |
1-06 |
0.9% |
96% |
False |
False |
285,902 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-21 |
|
2.618 |
128-19 |
|
1.618 |
127-30 |
|
1.000 |
127-17 |
|
0.618 |
127-09 |
|
HIGH |
126-28 |
|
0.618 |
126-20 |
|
0.500 |
126-18 |
|
0.382 |
126-15 |
|
LOW |
126-07 |
|
0.618 |
125-26 |
|
1.000 |
125-18 |
|
1.618 |
125-05 |
|
2.618 |
124-16 |
|
4.250 |
123-14 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
126-18 |
126-18 |
| PP |
126-18 |
126-18 |
| S1 |
126-18 |
126-17 |
|