ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 25-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2024 |
25-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
124-30 |
125-02 |
0-04 |
0.1% |
126-21 |
| High |
125-06 |
125-06 |
0-00 |
0.0% |
127-22 |
| Low |
123-29 |
124-03 |
0-06 |
0.2% |
124-22 |
| Close |
125-01 |
124-09 |
-0-24 |
-0.6% |
125-08 |
| Range |
1-09 |
1-03 |
-0-06 |
-14.6% |
3-00 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.5% |
0-00 |
| Volume |
470,953 |
378,913 |
-92,040 |
-19.5% |
2,389,159 |
|
| Daily Pivots for day following 25-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-26 |
127-04 |
124-28 |
|
| R3 |
126-23 |
126-01 |
124-19 |
|
| R2 |
125-20 |
125-20 |
124-15 |
|
| R1 |
124-30 |
124-30 |
124-12 |
124-24 |
| PP |
124-17 |
124-17 |
124-17 |
124-13 |
| S1 |
123-27 |
123-27 |
124-06 |
123-20 |
| S2 |
123-14 |
123-14 |
124-03 |
|
| S3 |
122-11 |
122-24 |
123-31 |
|
| S4 |
121-08 |
121-21 |
123-22 |
|
|
| 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 |
125-29 |
123-29 |
2-00 |
1.6% |
1-04 |
0.9% |
19% |
False |
False |
459,473 |
| 10 |
127-22 |
123-29 |
3-25 |
3.0% |
1-02 |
0.9% |
10% |
False |
False |
446,985 |
| 20 |
127-22 |
122-17 |
5-05 |
4.1% |
1-06 |
0.9% |
34% |
False |
False |
470,079 |
| 40 |
127-22 |
120-03 |
7-19 |
6.1% |
1-09 |
1.0% |
55% |
False |
False |
298,977 |
| 60 |
127-22 |
116-13 |
11-09 |
9.1% |
1-06 |
0.9% |
70% |
False |
False |
199,456 |
| 80 |
127-22 |
116-01 |
11-21 |
9.4% |
1-05 |
0.9% |
71% |
False |
False |
149,607 |
| 100 |
127-22 |
114-22 |
13-00 |
10.5% |
1-02 |
0.8% |
74% |
False |
False |
119,687 |
| 120 |
127-22 |
113-04 |
14-18 |
11.7% |
0-30 |
0.8% |
77% |
False |
False |
99,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-27 |
|
2.618 |
128-02 |
|
1.618 |
126-31 |
|
1.000 |
126-09 |
|
0.618 |
125-28 |
|
HIGH |
125-06 |
|
0.618 |
124-25 |
|
0.500 |
124-20 |
|
0.382 |
124-16 |
|
LOW |
124-03 |
|
0.618 |
123-13 |
|
1.000 |
123-00 |
|
1.618 |
122-10 |
|
2.618 |
121-07 |
|
4.250 |
119-14 |
|
|
| Fisher Pivots for day following 25-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-20 |
124-20 |
| PP |
124-17 |
124-16 |
| S1 |
124-13 |
124-12 |
|