ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 13-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2024 |
13-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
126-24 |
126-16 |
-0-08 |
-0.2% |
125-22 |
| High |
127-00 |
127-03 |
0-03 |
0.1% |
127-14 |
| Low |
125-30 |
126-09 |
0-11 |
0.3% |
125-03 |
| Close |
126-11 |
126-23 |
0-12 |
0.3% |
126-23 |
| Range |
1-02 |
0-26 |
-0-08 |
-23.5% |
2-11 |
| ATR |
1-08 |
1-07 |
-0-01 |
-2.5% |
0-00 |
| Volume |
441,076 |
365,669 |
-75,407 |
-17.1% |
2,060,852 |
|
| Daily Pivots for day following 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-04 |
128-24 |
127-05 |
|
| R3 |
128-10 |
127-30 |
126-30 |
|
| R2 |
127-16 |
127-16 |
126-28 |
|
| R1 |
127-04 |
127-04 |
126-25 |
127-10 |
| PP |
126-22 |
126-22 |
126-22 |
126-26 |
| S1 |
126-10 |
126-10 |
126-21 |
126-16 |
| S2 |
125-28 |
125-28 |
126-18 |
|
| S3 |
125-02 |
125-16 |
126-16 |
|
| S4 |
124-08 |
124-22 |
126-09 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-14 |
132-14 |
128-00 |
|
| R3 |
131-03 |
130-03 |
127-12 |
|
| R2 |
128-24 |
128-24 |
127-05 |
|
| R1 |
127-24 |
127-24 |
126-30 |
128-08 |
| PP |
126-13 |
126-13 |
126-13 |
126-22 |
| S1 |
125-13 |
125-13 |
126-16 |
125-29 |
| S2 |
124-02 |
124-02 |
126-09 |
|
| S3 |
121-23 |
123-02 |
126-02 |
|
| S4 |
119-12 |
120-23 |
125-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-14 |
125-03 |
2-11 |
1.8% |
1-03 |
0.9% |
69% |
False |
False |
412,170 |
| 10 |
127-14 |
122-17 |
4-29 |
3.9% |
1-09 |
1.0% |
85% |
False |
False |
488,671 |
| 20 |
127-14 |
122-17 |
4-29 |
3.9% |
1-04 |
0.9% |
85% |
False |
False |
411,127 |
| 40 |
127-14 |
118-01 |
9-13 |
7.4% |
1-08 |
1.0% |
92% |
False |
False |
207,470 |
| 60 |
127-14 |
116-01 |
11-13 |
9.0% |
1-05 |
0.9% |
94% |
False |
False |
138,416 |
| 80 |
127-14 |
114-22 |
12-24 |
10.1% |
1-04 |
0.9% |
94% |
False |
False |
103,819 |
| 100 |
127-14 |
113-04 |
14-10 |
11.3% |
1-00 |
0.8% |
95% |
False |
False |
83,056 |
| 120 |
127-14 |
113-04 |
14-10 |
11.3% |
0-28 |
0.7% |
95% |
False |
False |
69,213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-18 |
|
2.618 |
129-07 |
|
1.618 |
128-13 |
|
1.000 |
127-29 |
|
0.618 |
127-19 |
|
HIGH |
127-03 |
|
0.618 |
126-25 |
|
0.500 |
126-22 |
|
0.382 |
126-19 |
|
LOW |
126-09 |
|
0.618 |
125-25 |
|
1.000 |
125-15 |
|
1.618 |
124-31 |
|
2.618 |
124-05 |
|
4.250 |
122-26 |
|
|
| Fisher Pivots for day following 13-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
126-23 |
126-23 |
| PP |
126-22 |
126-22 |
| S1 |
126-22 |
126-22 |
|