ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 16-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2024 |
16-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
126-15 |
126-18 |
0-03 |
0.1% |
125-21 |
| High |
126-28 |
127-05 |
0-09 |
0.2% |
127-07 |
| Low |
126-07 |
126-16 |
0-09 |
0.2% |
125-04 |
| Close |
126-19 |
127-01 |
0-14 |
0.3% |
126-19 |
| Range |
0-21 |
0-21 |
0-00 |
0.0% |
2-03 |
| ATR |
1-05 |
1-04 |
-0-01 |
-3.1% |
0-00 |
| Volume |
1,060 |
79 |
-981 |
-92.5% |
4,133 |
|
| Daily Pivots for day following 16-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-28 |
128-19 |
127-13 |
|
| R3 |
128-07 |
127-30 |
127-07 |
|
| R2 |
127-18 |
127-18 |
127-05 |
|
| R1 |
127-09 |
127-09 |
127-03 |
127-14 |
| PP |
126-29 |
126-29 |
126-29 |
126-31 |
| S1 |
126-20 |
126-20 |
126-31 |
126-24 |
| S2 |
126-08 |
126-08 |
126-29 |
|
| S3 |
125-19 |
125-31 |
126-27 |
|
| S4 |
124-30 |
125-10 |
126-21 |
|
|
| 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 |
125-23 |
1-16 |
1.2% |
0-28 |
0.7% |
88% |
False |
False |
612 |
| 10 |
127-07 |
122-15 |
4-24 |
3.7% |
1-02 |
0.8% |
96% |
False |
False |
1,309 |
| 20 |
127-07 |
122-15 |
4-24 |
3.7% |
1-02 |
0.8% |
96% |
False |
False |
259,752 |
| 40 |
127-07 |
117-29 |
9-10 |
7.3% |
1-08 |
1.0% |
98% |
False |
False |
375,447 |
| 60 |
127-07 |
115-30 |
11-09 |
8.9% |
1-07 |
1.0% |
98% |
False |
False |
398,202 |
| 80 |
127-07 |
114-13 |
12-26 |
10.1% |
1-07 |
1.0% |
99% |
False |
False |
425,809 |
| 100 |
127-07 |
112-29 |
14-10 |
11.3% |
1-06 |
0.9% |
99% |
False |
False |
343,041 |
| 120 |
127-07 |
112-29 |
14-10 |
11.3% |
1-06 |
0.9% |
99% |
False |
False |
285,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-30 |
|
2.618 |
128-28 |
|
1.618 |
128-07 |
|
1.000 |
127-26 |
|
0.618 |
127-18 |
|
HIGH |
127-05 |
|
0.618 |
126-29 |
|
0.500 |
126-26 |
|
0.382 |
126-24 |
|
LOW |
126-16 |
|
0.618 |
126-03 |
|
1.000 |
125-27 |
|
1.618 |
125-14 |
|
2.618 |
124-25 |
|
4.250 |
123-23 |
|
|
| Fisher Pivots for day following 16-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
126-31 |
126-27 |
| PP |
126-29 |
126-22 |
| S1 |
126-26 |
126-16 |
|