ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 19-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2024 |
19-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
126-24 |
125-27 |
-0-29 |
-0.7% |
125-22 |
| High |
126-31 |
125-29 |
-1-02 |
-0.8% |
127-14 |
| Low |
125-17 |
124-22 |
-0-27 |
-0.7% |
125-03 |
| Close |
126-02 |
125-04 |
-0-30 |
-0.7% |
126-23 |
| Range |
1-14 |
1-07 |
-0-07 |
-15.2% |
2-11 |
| ATR |
1-06 |
1-06 |
0-00 |
1.1% |
0-00 |
| Volume |
523,819 |
598,032 |
74,213 |
14.2% |
2,060,852 |
|
| Daily Pivots for day following 19-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-29 |
128-07 |
125-25 |
|
| R3 |
127-22 |
127-00 |
125-15 |
|
| R2 |
126-15 |
126-15 |
125-11 |
|
| R1 |
125-25 |
125-25 |
125-08 |
125-16 |
| PP |
125-08 |
125-08 |
125-08 |
125-03 |
| S1 |
124-18 |
124-18 |
125-00 |
124-10 |
| S2 |
124-01 |
124-01 |
124-29 |
|
| S3 |
122-26 |
123-11 |
124-25 |
|
| S4 |
121-19 |
122-04 |
124-15 |
|
|
| Weekly Pivots for week ending 13-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-14 |
132-14 |
128-00 |
|
| R3 |
131-03 |
130-03 |
127-12 |
|
| R2 |
128-24 |
128-24 |
127-05 |
|
| R1 |
127-24 |
127-24 |
126-30 |
128-08 |
| PP |
126-13 |
126-13 |
126-13 |
126-22 |
| S1 |
125-13 |
125-13 |
126-16 |
125-29 |
| S2 |
124-02 |
124-02 |
126-09 |
|
| S3 |
121-23 |
123-02 |
126-02 |
|
| S4 |
119-12 |
120-23 |
125-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-22 |
124-22 |
3-00 |
2.4% |
1-02 |
0.8% |
15% |
False |
True |
465,888 |
| 10 |
127-22 |
124-22 |
3-00 |
2.4% |
1-05 |
0.9% |
15% |
False |
True |
471,594 |
| 20 |
127-22 |
122-17 |
5-05 |
4.1% |
1-05 |
0.9% |
50% |
False |
False |
501,321 |
| 40 |
127-22 |
118-07 |
9-15 |
7.6% |
1-08 |
1.0% |
73% |
False |
False |
256,523 |
| 60 |
127-22 |
116-01 |
11-21 |
9.3% |
1-06 |
1.0% |
78% |
False |
False |
171,142 |
| 80 |
127-22 |
114-22 |
13-00 |
10.4% |
1-05 |
0.9% |
80% |
False |
False |
128,366 |
| 100 |
127-22 |
113-27 |
13-27 |
11.1% |
1-01 |
0.8% |
81% |
False |
False |
102,693 |
| 120 |
127-22 |
113-04 |
14-18 |
11.6% |
0-29 |
0.7% |
82% |
False |
False |
85,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-03 |
|
2.618 |
129-03 |
|
1.618 |
127-28 |
|
1.000 |
127-04 |
|
0.618 |
126-21 |
|
HIGH |
125-29 |
|
0.618 |
125-14 |
|
0.500 |
125-10 |
|
0.382 |
125-05 |
|
LOW |
124-22 |
|
0.618 |
123-30 |
|
1.000 |
123-15 |
|
1.618 |
122-23 |
|
2.618 |
121-16 |
|
4.250 |
119-16 |
|
|
| Fisher Pivots for day following 19-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
125-10 |
126-06 |
| PP |
125-08 |
125-27 |
| S1 |
125-06 |
125-15 |
|