ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
124-06 |
125-08 |
1-02 |
0.9% |
124-28 |
| High |
125-11 |
125-26 |
0-15 |
0.4% |
125-08 |
| Low |
124-02 |
125-01 |
0-31 |
0.8% |
122-21 |
| Close |
125-06 |
125-21 |
0-15 |
0.4% |
123-04 |
| Range |
1-09 |
0-25 |
-0-16 |
-39.0% |
2-19 |
| ATR |
1-09 |
1-08 |
-0-01 |
-2.8% |
0-00 |
| Volume |
478,001 |
421,514 |
-56,487 |
-11.8% |
2,962,288 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-27 |
127-17 |
126-03 |
|
| R3 |
127-02 |
126-24 |
125-28 |
|
| R2 |
126-09 |
126-09 |
125-26 |
|
| R1 |
125-31 |
125-31 |
125-23 |
126-04 |
| PP |
125-16 |
125-16 |
125-16 |
125-18 |
| S1 |
125-06 |
125-06 |
125-19 |
125-11 |
| S2 |
124-23 |
124-23 |
125-16 |
|
| S3 |
123-30 |
124-13 |
125-14 |
|
| S4 |
123-05 |
123-20 |
125-07 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-15 |
129-28 |
124-18 |
|
| R3 |
128-28 |
127-09 |
123-27 |
|
| R2 |
126-09 |
126-09 |
123-19 |
|
| R1 |
124-22 |
124-22 |
123-12 |
124-06 |
| PP |
123-22 |
123-22 |
123-22 |
123-14 |
| S1 |
122-03 |
122-03 |
122-28 |
121-19 |
| S2 |
121-03 |
121-03 |
122-21 |
|
| S3 |
118-16 |
119-16 |
122-13 |
|
| S4 |
115-29 |
116-29 |
121-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-26 |
122-17 |
3-09 |
2.6% |
1-12 |
1.1% |
95% |
True |
False |
510,483 |
| 10 |
125-26 |
122-17 |
3-09 |
2.6% |
1-05 |
0.9% |
95% |
True |
False |
531,048 |
| 20 |
125-26 |
121-23 |
4-03 |
3.3% |
1-05 |
0.9% |
96% |
True |
False |
276,299 |
| 40 |
126-30 |
118-01 |
8-29 |
7.1% |
1-07 |
1.0% |
86% |
False |
False |
138,744 |
| 60 |
126-30 |
116-01 |
10-29 |
8.7% |
1-05 |
0.9% |
88% |
False |
False |
92,550 |
| 80 |
126-30 |
114-22 |
12-08 |
9.7% |
1-02 |
0.9% |
90% |
False |
False |
69,417 |
| 100 |
126-30 |
113-04 |
13-26 |
11.0% |
0-30 |
0.8% |
91% |
False |
False |
55,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-04 |
|
2.618 |
127-27 |
|
1.618 |
127-02 |
|
1.000 |
126-19 |
|
0.618 |
126-09 |
|
HIGH |
125-26 |
|
0.618 |
125-16 |
|
0.500 |
125-14 |
|
0.382 |
125-11 |
|
LOW |
125-01 |
|
0.618 |
124-18 |
|
1.000 |
124-08 |
|
1.618 |
123-25 |
|
2.618 |
123-00 |
|
4.250 |
121-23 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
125-18 |
125-05 |
| PP |
125-16 |
124-21 |
| S1 |
125-14 |
124-06 |
|