ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 12-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2024 |
12-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
126-20 |
126-14 |
-0-06 |
-0.1% |
122-29 |
| High |
127-07 |
126-26 |
-0-13 |
-0.3% |
126-21 |
| Low |
126-08 |
125-27 |
-0-13 |
-0.3% |
122-15 |
| Close |
126-20 |
126-06 |
-0-14 |
-0.3% |
125-25 |
| Range |
0-31 |
0-31 |
0-00 |
0.0% |
4-06 |
| ATR |
1-07 |
1-06 |
-0-01 |
-1.4% |
0-00 |
| Volume |
1,700 |
64 |
-1,636 |
-96.2% |
8,881 |
|
| Daily Pivots for day following 12-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-06 |
128-21 |
126-23 |
|
| R3 |
128-07 |
127-22 |
126-15 |
|
| R2 |
127-08 |
127-08 |
126-12 |
|
| R1 |
126-23 |
126-23 |
126-09 |
126-16 |
| PP |
126-09 |
126-09 |
126-09 |
126-06 |
| S1 |
125-24 |
125-24 |
126-03 |
125-17 |
| S2 |
125-10 |
125-10 |
126-00 |
|
| S3 |
124-11 |
124-25 |
125-29 |
|
| S4 |
123-12 |
123-26 |
125-21 |
|
|
| 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 |
127-07 |
125-04 |
2-03 |
1.7% |
1-04 |
0.9% |
51% |
False |
False |
1,066 |
| 10 |
127-07 |
122-15 |
4-24 |
3.8% |
1-07 |
1.0% |
78% |
False |
False |
12,238 |
| 20 |
127-07 |
122-15 |
4-24 |
3.8% |
1-05 |
0.9% |
78% |
False |
False |
298,828 |
| 40 |
127-07 |
117-29 |
9-10 |
7.4% |
1-08 |
1.0% |
89% |
False |
False |
393,732 |
| 60 |
127-07 |
115-30 |
11-09 |
8.9% |
1-07 |
1.0% |
91% |
False |
False |
415,267 |
| 80 |
127-07 |
114-13 |
12-26 |
10.2% |
1-07 |
1.0% |
92% |
False |
False |
427,737 |
| 100 |
127-07 |
112-29 |
14-10 |
11.3% |
1-06 |
0.9% |
93% |
False |
False |
343,034 |
| 120 |
127-07 |
112-29 |
14-10 |
11.3% |
1-06 |
0.9% |
93% |
False |
False |
285,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-30 |
|
2.618 |
129-11 |
|
1.618 |
128-12 |
|
1.000 |
127-25 |
|
0.618 |
127-13 |
|
HIGH |
126-26 |
|
0.618 |
126-14 |
|
0.500 |
126-10 |
|
0.382 |
126-07 |
|
LOW |
125-27 |
|
0.618 |
125-08 |
|
1.000 |
124-28 |
|
1.618 |
124-09 |
|
2.618 |
123-10 |
|
4.250 |
121-23 |
|
|
| Fisher Pivots for day following 12-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
126-10 |
126-15 |
| PP |
126-09 |
126-12 |
| S1 |
126-08 |
126-09 |
|