ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 02-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2024 |
02-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
124-13 |
125-04 |
0-23 |
0.6% |
125-01 |
| High |
125-25 |
125-09 |
-0-16 |
-0.4% |
125-10 |
| Low |
124-11 |
123-20 |
-0-23 |
-0.6% |
123-23 |
| Close |
125-00 |
124-09 |
-0-23 |
-0.6% |
124-28 |
| Range |
1-14 |
1-21 |
0-07 |
15.2% |
1-19 |
| ATR |
1-05 |
1-06 |
0-01 |
3.1% |
0-00 |
| Volume |
569,434 |
515,149 |
-54,285 |
-9.5% |
2,170,247 |
|
| Daily Pivots for day following 02-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-12 |
128-15 |
125-06 |
|
| R3 |
127-23 |
126-26 |
124-24 |
|
| R2 |
126-02 |
126-02 |
124-19 |
|
| R1 |
125-05 |
125-05 |
124-14 |
124-25 |
| PP |
124-13 |
124-13 |
124-13 |
124-06 |
| S1 |
123-16 |
123-16 |
124-04 |
123-04 |
| S2 |
122-24 |
122-24 |
123-31 |
|
| S3 |
121-03 |
121-27 |
123-26 |
|
| S4 |
119-14 |
120-06 |
123-12 |
|
|
| 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 |
125-25 |
123-20 |
2-05 |
1.7% |
1-05 |
0.9% |
30% |
False |
True |
517,230 |
| 10 |
125-29 |
123-20 |
2-09 |
1.8% |
1-04 |
0.9% |
29% |
False |
True |
488,352 |
| 20 |
127-22 |
123-20 |
4-02 |
3.3% |
1-04 |
0.9% |
16% |
False |
True |
471,147 |
| 40 |
127-22 |
121-23 |
5-31 |
4.8% |
1-05 |
0.9% |
43% |
False |
False |
363,316 |
| 60 |
127-22 |
118-01 |
9-21 |
7.8% |
1-06 |
1.0% |
65% |
False |
False |
242,522 |
| 80 |
127-22 |
116-01 |
11-21 |
9.4% |
1-05 |
0.9% |
71% |
False |
False |
181,931 |
| 100 |
127-22 |
114-22 |
13-00 |
10.5% |
1-03 |
0.9% |
74% |
False |
False |
145,548 |
| 120 |
127-22 |
113-04 |
14-18 |
11.7% |
0-31 |
0.8% |
77% |
False |
False |
121,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-10 |
|
2.618 |
129-20 |
|
1.618 |
127-31 |
|
1.000 |
126-30 |
|
0.618 |
126-10 |
|
HIGH |
125-09 |
|
0.618 |
124-21 |
|
0.500 |
124-14 |
|
0.382 |
124-08 |
|
LOW |
123-20 |
|
0.618 |
122-19 |
|
1.000 |
121-31 |
|
1.618 |
120-30 |
|
2.618 |
119-09 |
|
4.250 |
116-19 |
|
|
| Fisher Pivots for day following 02-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-14 |
124-22 |
| PP |
124-13 |
124-18 |
| S1 |
124-11 |
124-14 |
|