ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 17-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
126-18 |
127-08 |
0-22 |
0.5% |
125-21 |
| High |
127-05 |
127-17 |
0-12 |
0.3% |
127-07 |
| Low |
126-16 |
126-23 |
0-07 |
0.2% |
125-04 |
| Close |
127-01 |
126-27 |
-0-06 |
-0.1% |
126-19 |
| Range |
0-21 |
0-26 |
0-05 |
23.8% |
2-03 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.0% |
0-00 |
| Volume |
79 |
264 |
185 |
234.2% |
4,133 |
|
| Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-15 |
128-31 |
127-09 |
|
| R3 |
128-21 |
128-05 |
127-02 |
|
| R2 |
127-27 |
127-27 |
127-00 |
|
| R1 |
127-11 |
127-11 |
126-29 |
127-06 |
| PP |
127-01 |
127-01 |
127-01 |
126-30 |
| S1 |
126-17 |
126-17 |
126-25 |
126-12 |
| S2 |
126-07 |
126-07 |
126-22 |
|
| S3 |
125-13 |
125-23 |
126-20 |
|
| S4 |
124-19 |
124-29 |
126-13 |
|
|
| 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 |
127-17 |
125-27 |
1-22 |
1.3% |
0-26 |
0.6% |
59% |
True |
False |
633 |
| 10 |
127-17 |
124-00 |
3-17 |
2.8% |
0-31 |
0.8% |
81% |
True |
False |
1,050 |
| 20 |
127-17 |
122-15 |
5-02 |
4.0% |
1-02 |
0.8% |
86% |
True |
False |
244,078 |
| 40 |
127-17 |
117-29 |
9-20 |
7.6% |
1-08 |
1.0% |
93% |
True |
False |
365,402 |
| 60 |
127-17 |
115-30 |
11-19 |
9.1% |
1-07 |
1.0% |
94% |
True |
False |
392,461 |
| 80 |
127-17 |
114-13 |
13-04 |
10.3% |
1-07 |
1.0% |
95% |
True |
False |
423,854 |
| 100 |
127-17 |
112-29 |
14-20 |
11.5% |
1-06 |
0.9% |
95% |
True |
False |
343,038 |
| 120 |
127-17 |
112-29 |
14-20 |
11.5% |
1-06 |
0.9% |
95% |
True |
False |
285,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-00 |
|
2.618 |
129-21 |
|
1.618 |
128-27 |
|
1.000 |
128-11 |
|
0.618 |
128-01 |
|
HIGH |
127-17 |
|
0.618 |
127-07 |
|
0.500 |
127-04 |
|
0.382 |
127-01 |
|
LOW |
126-23 |
|
0.618 |
126-07 |
|
1.000 |
125-29 |
|
1.618 |
125-13 |
|
2.618 |
124-19 |
|
4.250 |
123-08 |
|
|
| Fisher Pivots for day following 17-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
127-04 |
126-28 |
| PP |
127-01 |
126-28 |
| S1 |
126-30 |
126-27 |
|