ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 18-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2024 |
18-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
127-08 |
126-24 |
-0-16 |
-0.4% |
125-22 |
| High |
127-22 |
126-31 |
-0-23 |
-0.6% |
127-14 |
| Low |
126-22 |
125-17 |
-1-05 |
-0.9% |
125-03 |
| Close |
126-28 |
126-02 |
-0-26 |
-0.6% |
126-23 |
| Range |
1-00 |
1-14 |
0-14 |
43.8% |
2-11 |
| ATR |
1-05 |
1-06 |
0-01 |
1.6% |
0-00 |
| Volume |
474,235 |
523,819 |
49,584 |
10.5% |
2,060,852 |
|
| Daily Pivots for day following 18-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-16 |
129-23 |
126-27 |
|
| R3 |
129-02 |
128-09 |
126-15 |
|
| R2 |
127-20 |
127-20 |
126-10 |
|
| R1 |
126-27 |
126-27 |
126-06 |
126-16 |
| PP |
126-06 |
126-06 |
126-06 |
126-01 |
| S1 |
125-13 |
125-13 |
125-30 |
125-02 |
| S2 |
124-24 |
124-24 |
125-26 |
|
| S3 |
123-10 |
123-31 |
125-21 |
|
| S4 |
121-28 |
122-17 |
125-09 |
|
|
| 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 |
127-22 |
125-17 |
2-05 |
1.7% |
1-01 |
0.8% |
25% |
False |
True |
434,497 |
| 10 |
127-22 |
125-01 |
2-21 |
2.1% |
1-04 |
0.9% |
39% |
False |
False |
453,942 |
| 20 |
127-22 |
122-17 |
5-05 |
4.1% |
1-05 |
0.9% |
68% |
False |
False |
474,886 |
| 40 |
127-22 |
118-01 |
9-21 |
7.7% |
1-09 |
1.0% |
83% |
False |
False |
241,591 |
| 60 |
127-22 |
116-01 |
11-21 |
9.2% |
1-06 |
0.9% |
86% |
False |
False |
161,176 |
| 80 |
127-22 |
114-22 |
13-00 |
10.3% |
1-04 |
0.9% |
88% |
False |
False |
120,891 |
| 100 |
127-22 |
113-27 |
13-27 |
11.0% |
1-01 |
0.8% |
88% |
False |
False |
96,713 |
| 120 |
127-22 |
113-04 |
14-18 |
11.6% |
0-29 |
0.7% |
89% |
False |
False |
80,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-02 |
|
2.618 |
130-23 |
|
1.618 |
129-09 |
|
1.000 |
128-13 |
|
0.618 |
127-27 |
|
HIGH |
126-31 |
|
0.618 |
126-13 |
|
0.500 |
126-08 |
|
0.382 |
126-03 |
|
LOW |
125-17 |
|
0.618 |
124-21 |
|
1.000 |
124-03 |
|
1.618 |
123-07 |
|
2.618 |
121-25 |
|
4.250 |
119-14 |
|
|
| Fisher Pivots for day following 18-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
126-08 |
126-20 |
| PP |
126-06 |
126-14 |
| S1 |
126-04 |
126-08 |
|