ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 06-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2024 |
06-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
125-08 |
125-22 |
0-14 |
0.3% |
122-30 |
| High |
125-26 |
126-26 |
1-00 |
0.8% |
126-26 |
| Low |
125-01 |
125-05 |
0-04 |
0.1% |
122-17 |
| Close |
125-21 |
125-28 |
0-07 |
0.2% |
125-28 |
| Range |
0-25 |
1-21 |
0-28 |
112.0% |
4-09 |
| ATR |
1-08 |
1-09 |
0-01 |
2.4% |
0-00 |
| Volume |
421,514 |
691,320 |
269,806 |
64.0% |
2,206,033 |
|
| Daily Pivots for day following 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-29 |
130-02 |
126-25 |
|
| R3 |
129-08 |
128-13 |
126-11 |
|
| R2 |
127-19 |
127-19 |
126-06 |
|
| R1 |
126-24 |
126-24 |
126-01 |
127-06 |
| PP |
125-30 |
125-30 |
125-30 |
126-05 |
| S1 |
125-03 |
125-03 |
125-23 |
125-16 |
| S2 |
124-09 |
124-09 |
125-18 |
|
| S3 |
122-20 |
123-14 |
125-13 |
|
| S4 |
120-31 |
121-25 |
124-31 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-29 |
136-06 |
128-07 |
|
| R3 |
133-20 |
131-29 |
127-02 |
|
| R2 |
129-11 |
129-11 |
126-21 |
|
| R1 |
127-20 |
127-20 |
126-09 |
128-16 |
| PP |
125-02 |
125-02 |
125-02 |
125-16 |
| S1 |
123-11 |
123-11 |
125-15 |
124-06 |
| S2 |
120-25 |
120-25 |
125-03 |
|
| S3 |
116-16 |
119-02 |
124-22 |
|
| S4 |
112-07 |
114-25 |
123-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-26 |
122-17 |
4-09 |
3.4% |
1-15 |
1.2% |
78% |
True |
False |
565,173 |
| 10 |
126-26 |
122-17 |
4-09 |
3.4% |
1-06 |
1.0% |
78% |
True |
False |
558,015 |
| 20 |
126-26 |
122-06 |
4-20 |
3.7% |
1-05 |
0.9% |
80% |
True |
False |
310,631 |
| 40 |
126-30 |
118-01 |
8-29 |
7.1% |
1-07 |
1.0% |
88% |
False |
False |
156,013 |
| 60 |
126-30 |
116-01 |
10-29 |
8.7% |
1-06 |
0.9% |
90% |
False |
False |
104,072 |
| 80 |
126-30 |
114-22 |
12-08 |
9.7% |
1-03 |
0.9% |
91% |
False |
False |
78,059 |
| 100 |
126-30 |
113-04 |
13-26 |
11.0% |
0-31 |
0.8% |
92% |
False |
False |
62,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-27 |
|
2.618 |
131-05 |
|
1.618 |
129-16 |
|
1.000 |
128-15 |
|
0.618 |
127-27 |
|
HIGH |
126-26 |
|
0.618 |
126-06 |
|
0.500 |
126-00 |
|
0.382 |
125-25 |
|
LOW |
125-05 |
|
0.618 |
124-04 |
|
1.000 |
123-16 |
|
1.618 |
122-15 |
|
2.618 |
120-26 |
|
4.250 |
118-04 |
|
|
| Fisher Pivots for day following 06-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
126-00 |
125-23 |
| PP |
125-30 |
125-19 |
| S1 |
125-29 |
125-14 |
|