ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 05-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2024 |
05-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
124-02 |
125-03 |
1-01 |
0.8% |
124-23 |
| High |
125-07 |
125-21 |
0-14 |
0.3% |
125-03 |
| Low |
124-00 |
124-30 |
0-30 |
0.8% |
122-16 |
| Close |
125-01 |
125-17 |
0-16 |
0.4% |
122-31 |
| Range |
1-07 |
0-23 |
-0-16 |
-41.0% |
2-19 |
| ATR |
1-09 |
1-08 |
-0-01 |
-3.1% |
0-00 |
| Volume |
3,143 |
624 |
-2,519 |
-80.1% |
2,345,419 |
|
| Daily Pivots for day following 05-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-17 |
127-08 |
125-30 |
|
| R3 |
126-26 |
126-17 |
125-23 |
|
| R2 |
126-03 |
126-03 |
125-21 |
|
| R1 |
125-26 |
125-26 |
125-19 |
125-30 |
| PP |
125-12 |
125-12 |
125-12 |
125-14 |
| S1 |
125-03 |
125-03 |
125-15 |
125-08 |
| S2 |
124-21 |
124-21 |
125-13 |
|
| S3 |
123-30 |
124-12 |
125-11 |
|
| S4 |
123-07 |
123-21 |
125-04 |
|
|
| Weekly Pivots for week ending 30-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-10 |
129-23 |
124-13 |
|
| R3 |
128-23 |
127-04 |
123-22 |
|
| R2 |
126-04 |
126-04 |
123-14 |
|
| R1 |
124-17 |
124-17 |
123-07 |
124-01 |
| PP |
123-17 |
123-17 |
123-17 |
123-08 |
| S1 |
121-30 |
121-30 |
122-23 |
121-14 |
| S2 |
120-30 |
120-30 |
122-16 |
|
| S3 |
118-11 |
119-11 |
122-08 |
|
| S4 |
115-24 |
116-24 |
121-17 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-21 |
122-15 |
3-06 |
2.5% |
1-10 |
1.0% |
96% |
True |
False |
23,410 |
| 10 |
125-21 |
122-15 |
3-06 |
2.5% |
1-04 |
0.9% |
96% |
True |
False |
394,619 |
| 20 |
125-21 |
121-17 |
4-04 |
3.3% |
1-05 |
0.9% |
97% |
True |
False |
394,269 |
| 40 |
126-27 |
117-29 |
8-30 |
7.1% |
1-08 |
1.0% |
85% |
False |
False |
451,473 |
| 60 |
126-27 |
115-30 |
10-29 |
8.7% |
1-08 |
1.0% |
88% |
False |
False |
459,783 |
| 80 |
126-27 |
114-13 |
12-14 |
9.9% |
1-07 |
1.0% |
89% |
False |
False |
428,510 |
| 100 |
126-27 |
112-29 |
13-30 |
11.1% |
1-06 |
1.0% |
91% |
False |
False |
342,991 |
| 120 |
126-27 |
112-29 |
13-30 |
11.1% |
1-06 |
0.9% |
91% |
False |
False |
285,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-23 |
|
2.618 |
127-17 |
|
1.618 |
126-26 |
|
1.000 |
126-12 |
|
0.618 |
126-03 |
|
HIGH |
125-21 |
|
0.618 |
125-12 |
|
0.500 |
125-10 |
|
0.382 |
125-07 |
|
LOW |
124-30 |
|
0.618 |
124-16 |
|
1.000 |
124-07 |
|
1.618 |
123-25 |
|
2.618 |
123-02 |
|
4.250 |
121-28 |
|
|
| Fisher Pivots for day following 05-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
125-14 |
125-01 |
| PP |
125-12 |
124-18 |
| S1 |
125-10 |
124-02 |
|