ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 24-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2024 |
24-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
125-01 |
124-30 |
-0-03 |
-0.1% |
126-21 |
| High |
125-10 |
125-06 |
-0-04 |
-0.1% |
127-22 |
| Low |
124-08 |
123-29 |
-0-11 |
-0.3% |
124-22 |
| Close |
125-04 |
125-01 |
-0-03 |
-0.1% |
125-08 |
| Range |
1-02 |
1-09 |
0-07 |
20.6% |
3-00 |
| ATR |
1-05 |
1-06 |
0-00 |
0.7% |
0-00 |
| Volume |
424,085 |
470,953 |
46,868 |
11.1% |
2,389,159 |
|
| Daily Pivots for day following 24-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-18 |
128-02 |
125-24 |
|
| R3 |
127-09 |
126-25 |
125-12 |
|
| R2 |
126-00 |
126-00 |
125-09 |
|
| R1 |
125-16 |
125-16 |
125-05 |
125-24 |
| PP |
124-23 |
124-23 |
124-23 |
124-26 |
| S1 |
124-07 |
124-07 |
124-29 |
124-15 |
| S2 |
123-14 |
123-14 |
124-25 |
|
| S3 |
122-05 |
122-30 |
124-22 |
|
| S4 |
120-28 |
121-21 |
124-10 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-28 |
133-02 |
126-29 |
|
| R3 |
131-28 |
130-02 |
126-02 |
|
| R2 |
128-28 |
128-28 |
125-26 |
|
| R1 |
127-02 |
127-02 |
125-17 |
126-15 |
| PP |
125-28 |
125-28 |
125-28 |
125-18 |
| S1 |
124-02 |
124-02 |
124-31 |
123-15 |
| S2 |
122-28 |
122-28 |
124-22 |
|
| S3 |
119-28 |
121-02 |
124-14 |
|
| S4 |
116-28 |
118-02 |
123-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-31 |
123-29 |
3-02 |
2.4% |
1-06 |
0.9% |
37% |
False |
True |
488,454 |
| 10 |
127-22 |
123-29 |
3-25 |
3.0% |
1-02 |
0.9% |
30% |
False |
True |
462,234 |
| 20 |
127-22 |
122-17 |
5-05 |
4.1% |
1-06 |
0.9% |
48% |
False |
False |
485,055 |
| 40 |
127-22 |
119-20 |
8-02 |
6.4% |
1-09 |
1.0% |
67% |
False |
False |
289,518 |
| 60 |
127-22 |
116-01 |
11-21 |
9.3% |
1-06 |
0.9% |
77% |
False |
False |
193,143 |
| 80 |
127-22 |
116-01 |
11-21 |
9.3% |
1-05 |
0.9% |
77% |
False |
False |
144,870 |
| 100 |
127-22 |
114-08 |
13-14 |
10.7% |
1-01 |
0.8% |
80% |
False |
False |
115,897 |
| 120 |
127-22 |
113-04 |
14-18 |
11.6% |
0-30 |
0.7% |
82% |
False |
False |
96,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-20 |
|
2.618 |
128-17 |
|
1.618 |
127-08 |
|
1.000 |
126-15 |
|
0.618 |
125-31 |
|
HIGH |
125-06 |
|
0.618 |
124-22 |
|
0.500 |
124-18 |
|
0.382 |
124-13 |
|
LOW |
123-29 |
|
0.618 |
123-04 |
|
1.000 |
122-20 |
|
1.618 |
121-27 |
|
2.618 |
120-18 |
|
4.250 |
118-15 |
|
|
| Fisher Pivots for day following 24-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-28 |
124-31 |
| PP |
124-23 |
124-28 |
| S1 |
124-18 |
124-26 |
|