ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 26-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2024 |
26-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
125-02 |
124-07 |
-0-27 |
-0.7% |
126-21 |
| High |
125-06 |
124-22 |
-0-16 |
-0.4% |
127-22 |
| Low |
124-03 |
123-23 |
-0-12 |
-0.3% |
124-22 |
| Close |
124-09 |
124-11 |
0-02 |
0.1% |
125-08 |
| Range |
1-03 |
0-31 |
-0-04 |
-11.4% |
3-00 |
| ATR |
1-06 |
1-05 |
0-00 |
-1.2% |
0-00 |
| Volume |
378,913 |
462,856 |
83,943 |
22.2% |
2,389,159 |
|
| Daily Pivots for day following 26-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-05 |
126-23 |
124-28 |
|
| R3 |
126-06 |
125-24 |
124-20 |
|
| R2 |
125-07 |
125-07 |
124-17 |
|
| R1 |
124-25 |
124-25 |
124-14 |
125-00 |
| PP |
124-08 |
124-08 |
124-08 |
124-12 |
| S1 |
123-26 |
123-26 |
124-08 |
124-01 |
| S2 |
123-09 |
123-09 |
124-05 |
|
| S3 |
122-10 |
122-27 |
124-02 |
|
| S4 |
121-11 |
121-28 |
123-26 |
|
|
| 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 |
125-23 |
123-23 |
2-00 |
1.6% |
1-02 |
0.9% |
31% |
False |
True |
432,438 |
| 10 |
127-22 |
123-23 |
3-31 |
3.2% |
1-02 |
0.9% |
16% |
False |
True |
449,163 |
| 20 |
127-22 |
122-17 |
5-05 |
4.1% |
1-06 |
1.0% |
35% |
False |
False |
471,527 |
| 40 |
127-22 |
121-15 |
6-07 |
5.0% |
1-08 |
1.0% |
46% |
False |
False |
310,527 |
| 60 |
127-22 |
116-23 |
10-31 |
8.8% |
1-06 |
0.9% |
70% |
False |
False |
207,166 |
| 80 |
127-22 |
116-01 |
11-21 |
9.4% |
1-05 |
0.9% |
71% |
False |
False |
155,392 |
| 100 |
127-22 |
114-22 |
13-00 |
10.5% |
1-02 |
0.8% |
74% |
False |
False |
124,315 |
| 120 |
127-22 |
113-04 |
14-18 |
11.7% |
0-30 |
0.8% |
77% |
False |
False |
103,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-26 |
|
2.618 |
127-07 |
|
1.618 |
126-08 |
|
1.000 |
125-21 |
|
0.618 |
125-09 |
|
HIGH |
124-22 |
|
0.618 |
124-10 |
|
0.500 |
124-06 |
|
0.382 |
124-03 |
|
LOW |
123-23 |
|
0.618 |
123-04 |
|
1.000 |
122-24 |
|
1.618 |
122-05 |
|
2.618 |
121-06 |
|
4.250 |
119-19 |
|
|
| Fisher Pivots for day following 26-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-10 |
124-14 |
| PP |
124-08 |
124-13 |
| S1 |
124-06 |
124-12 |
|