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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
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

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols