ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
125-22 |
125-22 |
0-00 |
0.0% |
122-30 |
| High |
126-26 |
126-09 |
-0-17 |
-0.4% |
126-26 |
| Low |
125-05 |
125-03 |
-0-02 |
0.0% |
122-17 |
| Close |
125-28 |
126-05 |
0-09 |
0.2% |
125-28 |
| Range |
1-21 |
1-06 |
-0-15 |
-28.3% |
4-09 |
| ATR |
1-09 |
1-08 |
0-00 |
-0.4% |
0-00 |
| Volume |
691,320 |
336,873 |
-354,447 |
-51.3% |
2,206,033 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-13 |
128-31 |
126-26 |
|
| R3 |
128-07 |
127-25 |
126-15 |
|
| R2 |
127-01 |
127-01 |
126-12 |
|
| R1 |
126-19 |
126-19 |
126-08 |
126-26 |
| PP |
125-27 |
125-27 |
125-27 |
125-30 |
| S1 |
125-13 |
125-13 |
126-02 |
125-20 |
| S2 |
124-21 |
124-21 |
125-30 |
|
| S3 |
123-15 |
124-07 |
125-27 |
|
| S4 |
122-09 |
123-01 |
125-16 |
|
|
| 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% |
1-13 |
1.1% |
85% |
False |
False |
508,581 |
| 10 |
126-26 |
122-17 |
4-09 |
3.4% |
1-07 |
1.0% |
85% |
False |
False |
550,519 |
| 20 |
126-26 |
122-17 |
4-09 |
3.4% |
1-05 |
0.9% |
85% |
False |
False |
327,040 |
| 40 |
126-30 |
118-01 |
8-29 |
7.1% |
1-07 |
1.0% |
91% |
False |
False |
164,432 |
| 60 |
126-30 |
116-01 |
10-29 |
8.6% |
1-06 |
0.9% |
93% |
False |
False |
109,686 |
| 80 |
126-30 |
114-22 |
12-08 |
9.7% |
1-03 |
0.9% |
94% |
False |
False |
82,270 |
| 100 |
126-30 |
113-04 |
13-26 |
10.9% |
0-31 |
0.8% |
94% |
False |
False |
65,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-10 |
|
2.618 |
129-12 |
|
1.618 |
128-06 |
|
1.000 |
127-15 |
|
0.618 |
127-00 |
|
HIGH |
126-09 |
|
0.618 |
125-26 |
|
0.500 |
125-22 |
|
0.382 |
125-18 |
|
LOW |
125-03 |
|
0.618 |
124-12 |
|
1.000 |
123-29 |
|
1.618 |
123-06 |
|
2.618 |
122-00 |
|
4.250 |
120-02 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
126-00 |
126-02 |
| PP |
125-27 |
126-00 |
| S1 |
125-22 |
125-30 |
|