ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 17-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2024 |
17-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
126-21 |
127-08 |
0-19 |
0.5% |
125-22 |
| High |
127-10 |
127-22 |
0-12 |
0.3% |
127-14 |
| Low |
126-16 |
126-22 |
0-06 |
0.1% |
125-03 |
| Close |
127-06 |
126-28 |
-0-10 |
-0.2% |
126-23 |
| Range |
0-26 |
1-00 |
0-06 |
23.1% |
2-11 |
| ATR |
1-06 |
1-05 |
0-00 |
-1.1% |
0-00 |
| Volume |
367,688 |
474,235 |
106,547 |
29.0% |
2,060,852 |
|
| Daily Pivots for day following 17-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-03 |
129-15 |
127-14 |
|
| R3 |
129-03 |
128-15 |
127-05 |
|
| R2 |
128-03 |
128-03 |
127-02 |
|
| R1 |
127-15 |
127-15 |
126-31 |
127-09 |
| PP |
127-03 |
127-03 |
127-03 |
127-00 |
| S1 |
126-15 |
126-15 |
126-25 |
126-09 |
| S2 |
126-03 |
126-03 |
126-22 |
|
| S3 |
125-03 |
125-15 |
126-19 |
|
| S4 |
124-03 |
124-15 |
126-10 |
|
|
| 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 |
127-22 |
125-30 |
1-24 |
1.4% |
0-31 |
0.8% |
54% |
True |
False |
436,014 |
| 10 |
127-22 |
124-02 |
3-20 |
2.9% |
1-03 |
0.9% |
78% |
True |
False |
449,361 |
| 20 |
127-22 |
122-17 |
5-05 |
4.1% |
1-04 |
0.9% |
84% |
True |
False |
451,357 |
| 40 |
127-22 |
118-01 |
9-21 |
7.6% |
1-08 |
1.0% |
92% |
True |
False |
228,498 |
| 60 |
127-22 |
116-01 |
11-21 |
9.2% |
1-05 |
0.9% |
93% |
True |
False |
152,446 |
| 80 |
127-22 |
114-22 |
13-00 |
10.2% |
1-04 |
0.9% |
94% |
True |
False |
114,343 |
| 100 |
127-22 |
113-04 |
14-18 |
11.5% |
1-00 |
0.8% |
94% |
True |
False |
91,475 |
| 120 |
127-22 |
113-04 |
14-18 |
11.5% |
0-29 |
0.7% |
94% |
True |
False |
76,229 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-30 |
|
2.618 |
130-10 |
|
1.618 |
129-10 |
|
1.000 |
128-22 |
|
0.618 |
128-10 |
|
HIGH |
127-22 |
|
0.618 |
127-10 |
|
0.500 |
127-06 |
|
0.382 |
127-02 |
|
LOW |
126-22 |
|
0.618 |
126-02 |
|
1.000 |
125-22 |
|
1.618 |
125-02 |
|
2.618 |
124-02 |
|
4.250 |
122-14 |
|
|
| Fisher Pivots for day following 17-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
127-06 |
127-00 |
| PP |
127-03 |
126-30 |
| S1 |
126-31 |
126-29 |
|