ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 10-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2024 |
10-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
125-22 |
126-02 |
0-12 |
0.3% |
122-30 |
| High |
126-09 |
127-00 |
0-23 |
0.6% |
126-26 |
| Low |
125-03 |
125-23 |
0-20 |
0.5% |
122-17 |
| Close |
126-05 |
126-29 |
0-24 |
0.6% |
125-28 |
| Range |
1-06 |
1-09 |
0-03 |
7.9% |
4-09 |
| ATR |
1-08 |
1-08 |
0-00 |
0.1% |
0-00 |
| Volume |
336,873 |
385,831 |
48,958 |
14.5% |
2,206,033 |
|
| Daily Pivots for day following 10-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-12 |
129-30 |
127-20 |
|
| R3 |
129-03 |
128-21 |
127-08 |
|
| R2 |
127-26 |
127-26 |
127-05 |
|
| R1 |
127-12 |
127-12 |
127-01 |
127-19 |
| PP |
126-17 |
126-17 |
126-17 |
126-21 |
| S1 |
126-03 |
126-03 |
126-25 |
126-10 |
| S2 |
125-08 |
125-08 |
126-21 |
|
| S3 |
123-31 |
124-26 |
126-18 |
|
| S4 |
122-22 |
123-17 |
126-06 |
|
|
| 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 |
127-00 |
124-02 |
2-30 |
2.3% |
1-08 |
1.0% |
97% |
True |
False |
462,707 |
| 10 |
127-00 |
122-17 |
4-15 |
3.5% |
1-09 |
1.0% |
98% |
True |
False |
507,876 |
| 20 |
127-00 |
122-17 |
4-15 |
3.5% |
1-06 |
0.9% |
98% |
True |
False |
346,188 |
| 40 |
127-00 |
118-01 |
8-31 |
7.1% |
1-08 |
1.0% |
99% |
True |
False |
174,061 |
| 60 |
127-00 |
116-01 |
10-31 |
8.6% |
1-05 |
0.9% |
99% |
True |
False |
116,116 |
| 80 |
127-00 |
114-22 |
12-10 |
9.7% |
1-03 |
0.9% |
99% |
True |
False |
87,092 |
| 100 |
127-00 |
113-04 |
13-28 |
10.9% |
1-00 |
0.8% |
99% |
True |
False |
69,674 |
| 120 |
127-00 |
113-04 |
13-28 |
10.9% |
0-27 |
0.7% |
99% |
True |
False |
58,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-14 |
|
2.618 |
130-11 |
|
1.618 |
129-02 |
|
1.000 |
128-09 |
|
0.618 |
127-25 |
|
HIGH |
127-00 |
|
0.618 |
126-16 |
|
0.500 |
126-12 |
|
0.382 |
126-07 |
|
LOW |
125-23 |
|
0.618 |
124-30 |
|
1.000 |
124-14 |
|
1.618 |
123-21 |
|
2.618 |
122-12 |
|
4.250 |
120-09 |
|
|
| Fisher Pivots for day following 10-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
126-23 |
126-20 |
| PP |
126-17 |
126-11 |
| S1 |
126-12 |
126-02 |
|