ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 07-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2024 |
07-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
123-15 |
121-30 |
-1-17 |
-1.2% |
124-26 |
| High |
123-22 |
122-08 |
-1-14 |
-1.2% |
125-25 |
| Low |
121-25 |
121-07 |
-0-18 |
-0.5% |
121-25 |
| Close |
121-31 |
121-10 |
-0-21 |
-0.5% |
121-31 |
| Range |
1-29 |
1-01 |
-0-28 |
-45.9% |
4-00 |
| ATR |
1-07 |
1-07 |
0-00 |
-1.1% |
0-00 |
| Volume |
597,754 |
441,169 |
-156,585 |
-26.2% |
2,684,757 |
|
| Daily Pivots for day following 07-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-22 |
124-01 |
121-28 |
|
| R3 |
123-21 |
123-00 |
121-19 |
|
| R2 |
122-20 |
122-20 |
121-16 |
|
| R1 |
121-31 |
121-31 |
121-13 |
121-25 |
| PP |
121-19 |
121-19 |
121-19 |
121-16 |
| S1 |
120-30 |
120-30 |
121-07 |
120-24 |
| S2 |
120-18 |
120-18 |
121-04 |
|
| S3 |
119-17 |
119-29 |
121-01 |
|
| S4 |
118-16 |
118-28 |
120-24 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-06 |
132-18 |
124-05 |
|
| R3 |
131-06 |
128-18 |
123-02 |
|
| R2 |
127-06 |
127-06 |
122-22 |
|
| R1 |
124-18 |
124-18 |
122-11 |
123-28 |
| PP |
123-06 |
123-06 |
123-06 |
122-26 |
| S1 |
120-18 |
120-18 |
121-19 |
119-28 |
| S2 |
119-06 |
119-06 |
121-08 |
|
| S3 |
115-06 |
116-18 |
120-28 |
|
| S4 |
111-06 |
112-18 |
119-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-25 |
121-07 |
4-18 |
3.8% |
1-13 |
1.2% |
2% |
False |
True |
504,130 |
| 10 |
125-25 |
121-07 |
4-18 |
3.8% |
1-07 |
1.0% |
2% |
False |
True |
487,208 |
| 20 |
127-22 |
121-07 |
6-15 |
5.3% |
1-05 |
0.9% |
1% |
False |
True |
470,465 |
| 40 |
127-22 |
121-07 |
6-15 |
5.3% |
1-05 |
0.9% |
1% |
False |
True |
398,752 |
| 60 |
127-22 |
118-01 |
9-21 |
8.0% |
1-06 |
1.0% |
34% |
False |
False |
266,443 |
| 80 |
127-22 |
116-01 |
11-21 |
9.6% |
1-05 |
1.0% |
45% |
False |
False |
199,880 |
| 100 |
127-22 |
114-22 |
13-00 |
10.7% |
1-03 |
0.9% |
51% |
False |
False |
159,909 |
| 120 |
127-22 |
113-04 |
14-18 |
12.0% |
1-00 |
0.8% |
56% |
False |
False |
133,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-20 |
|
2.618 |
124-30 |
|
1.618 |
123-29 |
|
1.000 |
123-09 |
|
0.618 |
122-28 |
|
HIGH |
122-08 |
|
0.618 |
121-27 |
|
0.500 |
121-24 |
|
0.382 |
121-20 |
|
LOW |
121-07 |
|
0.618 |
120-19 |
|
1.000 |
120-06 |
|
1.618 |
119-18 |
|
2.618 |
118-17 |
|
4.250 |
116-27 |
|
|
| Fisher Pivots for day following 07-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
121-24 |
122-25 |
| PP |
121-19 |
122-09 |
| S1 |
121-14 |
121-26 |
|