ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 27-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2024 |
27-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
124-07 |
124-07 |
0-00 |
0.0% |
125-01 |
| High |
124-22 |
125-00 |
0-10 |
0.3% |
125-10 |
| Low |
123-23 |
124-01 |
0-10 |
0.3% |
123-23 |
| Close |
124-11 |
124-28 |
0-17 |
0.4% |
124-28 |
| Range |
0-31 |
0-31 |
0-00 |
0.0% |
1-19 |
| ATR |
1-05 |
1-05 |
0-00 |
-1.2% |
0-00 |
| Volume |
462,856 |
433,440 |
-29,416 |
-6.4% |
2,170,247 |
|
| Daily Pivots for day following 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-17 |
127-06 |
125-13 |
|
| R3 |
126-18 |
126-07 |
125-05 |
|
| R2 |
125-19 |
125-19 |
125-02 |
|
| R1 |
125-08 |
125-08 |
124-31 |
125-14 |
| PP |
124-20 |
124-20 |
124-20 |
124-23 |
| S1 |
124-09 |
124-09 |
124-25 |
124-14 |
| S2 |
123-21 |
123-21 |
124-22 |
|
| S3 |
122-22 |
123-10 |
124-19 |
|
| S4 |
121-23 |
122-11 |
124-11 |
|
|
| Weekly Pivots for week ending 27-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-13 |
128-24 |
125-24 |
|
| R3 |
127-26 |
127-05 |
125-10 |
|
| R2 |
126-07 |
126-07 |
125-05 |
|
| R1 |
125-18 |
125-18 |
125-01 |
125-03 |
| PP |
124-20 |
124-20 |
124-20 |
124-13 |
| S1 |
123-31 |
123-31 |
124-23 |
123-16 |
| S2 |
123-01 |
123-01 |
124-19 |
|
| S3 |
121-14 |
122-12 |
124-14 |
|
| S4 |
119-27 |
120-25 |
124-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-10 |
123-23 |
1-19 |
1.3% |
1-02 |
0.9% |
73% |
False |
False |
434,049 |
| 10 |
127-22 |
123-23 |
3-31 |
3.2% |
1-02 |
0.9% |
29% |
False |
False |
455,940 |
| 20 |
127-22 |
122-17 |
5-05 |
4.1% |
1-06 |
0.9% |
45% |
False |
False |
472,306 |
| 40 |
127-22 |
121-23 |
5-31 |
4.8% |
1-08 |
1.0% |
53% |
False |
False |
321,337 |
| 60 |
127-22 |
117-19 |
10-03 |
8.1% |
1-05 |
0.9% |
72% |
False |
False |
214,388 |
| 80 |
127-22 |
116-01 |
11-21 |
9.3% |
1-05 |
0.9% |
76% |
False |
False |
160,810 |
| 100 |
127-22 |
114-22 |
13-00 |
10.4% |
1-02 |
0.8% |
78% |
False |
False |
128,650 |
| 120 |
127-22 |
113-04 |
14-18 |
11.7% |
0-30 |
0.8% |
81% |
False |
False |
107,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-04 |
|
2.618 |
127-17 |
|
1.618 |
126-18 |
|
1.000 |
125-31 |
|
0.618 |
125-19 |
|
HIGH |
125-00 |
|
0.618 |
124-20 |
|
0.500 |
124-16 |
|
0.382 |
124-13 |
|
LOW |
124-01 |
|
0.618 |
123-14 |
|
1.000 |
123-02 |
|
1.618 |
122-15 |
|
2.618 |
121-16 |
|
4.250 |
119-29 |
|
|
| Fisher Pivots for day following 27-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-24 |
124-24 |
| PP |
124-20 |
124-19 |
| S1 |
124-16 |
124-14 |
|