ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 09-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2024 |
09-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
125-22 |
125-21 |
-0-01 |
0.0% |
122-29 |
| High |
126-21 |
126-05 |
-0-16 |
-0.4% |
126-21 |
| Low |
125-04 |
125-04 |
0-00 |
0.0% |
122-15 |
| Close |
125-25 |
126-02 |
0-09 |
0.2% |
125-25 |
| Range |
1-17 |
1-01 |
-0-16 |
-32.7% |
4-06 |
| ATR |
1-08 |
1-08 |
-0-01 |
-1.3% |
0-00 |
| Volume |
2,259 |
1,150 |
-1,109 |
-49.1% |
8,881 |
|
| Daily Pivots for day following 09-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-28 |
128-16 |
126-20 |
|
| R3 |
127-27 |
127-15 |
126-11 |
|
| R2 |
126-26 |
126-26 |
126-08 |
|
| R1 |
126-14 |
126-14 |
126-05 |
126-20 |
| PP |
125-25 |
125-25 |
125-25 |
125-28 |
| S1 |
125-13 |
125-13 |
125-31 |
125-19 |
| S2 |
124-24 |
124-24 |
125-28 |
|
| S3 |
123-23 |
124-12 |
125-25 |
|
| S4 |
122-22 |
123-11 |
125-16 |
|
|
| Weekly Pivots for week ending 06-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-17 |
135-27 |
128-03 |
|
| R3 |
133-11 |
131-21 |
126-30 |
|
| R2 |
129-05 |
129-05 |
126-18 |
|
| R1 |
127-15 |
127-15 |
126-05 |
128-10 |
| PP |
124-31 |
124-31 |
124-31 |
125-12 |
| S1 |
123-09 |
123-09 |
125-13 |
124-04 |
| S2 |
120-25 |
120-25 |
125-00 |
|
| S3 |
116-19 |
119-03 |
124-20 |
|
| S4 |
112-13 |
114-29 |
123-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-21 |
122-15 |
4-06 |
3.3% |
1-09 |
1.0% |
86% |
False |
False |
2,006 |
| 10 |
126-21 |
122-15 |
4-06 |
3.3% |
1-05 |
0.9% |
86% |
False |
False |
235,545 |
| 20 |
126-21 |
122-15 |
4-06 |
3.3% |
1-05 |
0.9% |
86% |
False |
False |
352,729 |
| 40 |
126-27 |
117-29 |
8-30 |
7.1% |
1-08 |
1.0% |
91% |
False |
False |
427,843 |
| 60 |
126-27 |
115-30 |
10-29 |
8.7% |
1-08 |
1.0% |
93% |
False |
False |
442,584 |
| 80 |
126-27 |
114-13 |
12-14 |
9.9% |
1-07 |
1.0% |
94% |
False |
False |
428,304 |
| 100 |
126-27 |
112-29 |
13-30 |
11.1% |
1-06 |
0.9% |
94% |
False |
False |
343,017 |
| 120 |
126-27 |
112-29 |
13-30 |
11.1% |
1-06 |
0.9% |
94% |
False |
False |
285,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-17 |
|
2.618 |
128-27 |
|
1.618 |
127-26 |
|
1.000 |
127-06 |
|
0.618 |
126-25 |
|
HIGH |
126-05 |
|
0.618 |
125-24 |
|
0.500 |
125-20 |
|
0.382 |
125-17 |
|
LOW |
125-04 |
|
0.618 |
124-16 |
|
1.000 |
124-03 |
|
1.618 |
123-15 |
|
2.618 |
122-14 |
|
4.250 |
120-24 |
|
|
| Fisher Pivots for day following 09-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
125-30 |
125-31 |
| PP |
125-25 |
125-28 |
| S1 |
125-20 |
125-26 |
|