ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 23-Sep-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2024 |
23-Sep-2024 |
Change |
Change % |
Previous Week |
| Open |
125-16 |
125-01 |
-0-15 |
-0.4% |
126-21 |
| High |
125-23 |
125-10 |
-0-13 |
-0.3% |
127-22 |
| Low |
124-26 |
124-08 |
-0-18 |
-0.5% |
124-22 |
| Close |
125-08 |
125-04 |
-0-04 |
-0.1% |
125-08 |
| Range |
0-29 |
1-02 |
0-05 |
17.2% |
3-00 |
| ATR |
1-06 |
1-05 |
0-00 |
-0.7% |
0-00 |
| Volume |
425,385 |
424,085 |
-1,300 |
-0.3% |
2,389,159 |
|
| Daily Pivots for day following 23-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-03 |
127-21 |
125-23 |
|
| R3 |
127-01 |
126-19 |
125-13 |
|
| R2 |
125-31 |
125-31 |
125-10 |
|
| R1 |
125-17 |
125-17 |
125-07 |
125-24 |
| PP |
124-29 |
124-29 |
124-29 |
125-00 |
| S1 |
124-15 |
124-15 |
125-01 |
124-22 |
| S2 |
123-27 |
123-27 |
124-30 |
|
| S3 |
122-25 |
123-13 |
124-27 |
|
| S4 |
121-23 |
122-11 |
124-17 |
|
|
| Weekly Pivots for week ending 20-Sep-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
134-28 |
133-02 |
126-29 |
|
| R3 |
131-28 |
130-02 |
126-02 |
|
| R2 |
128-28 |
128-28 |
125-26 |
|
| R1 |
127-02 |
127-02 |
125-17 |
126-15 |
| PP |
125-28 |
125-28 |
125-28 |
125-18 |
| S1 |
124-02 |
124-02 |
124-31 |
123-15 |
| S2 |
122-28 |
122-28 |
124-22 |
|
| S3 |
119-28 |
121-02 |
124-14 |
|
| S4 |
116-28 |
118-02 |
123-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-22 |
124-08 |
3-14 |
2.7% |
1-04 |
0.9% |
25% |
False |
True |
489,111 |
| 10 |
127-22 |
124-08 |
3-14 |
2.7% |
1-02 |
0.9% |
25% |
False |
True |
453,722 |
| 20 |
127-22 |
122-17 |
5-05 |
4.1% |
1-05 |
0.9% |
50% |
False |
False |
502,120 |
| 40 |
127-22 |
119-15 |
8-07 |
6.6% |
1-08 |
1.0% |
69% |
False |
False |
277,750 |
| 60 |
127-22 |
116-01 |
11-21 |
9.3% |
1-06 |
1.0% |
78% |
False |
False |
185,298 |
| 80 |
127-22 |
115-16 |
12-06 |
9.7% |
1-04 |
0.9% |
79% |
False |
False |
138,984 |
| 100 |
127-22 |
114-08 |
13-14 |
10.7% |
1-01 |
0.8% |
81% |
False |
False |
111,188 |
| 120 |
127-22 |
113-04 |
14-18 |
11.6% |
0-30 |
0.7% |
82% |
False |
False |
92,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-26 |
|
2.618 |
128-03 |
|
1.618 |
127-01 |
|
1.000 |
126-12 |
|
0.618 |
125-31 |
|
HIGH |
125-10 |
|
0.618 |
124-29 |
|
0.500 |
124-25 |
|
0.382 |
124-21 |
|
LOW |
124-08 |
|
0.618 |
123-19 |
|
1.000 |
123-06 |
|
1.618 |
122-17 |
|
2.618 |
121-15 |
|
4.250 |
119-24 |
|
|
| Fisher Pivots for day following 23-Sep-2024 |
| Pivot |
1 day |
3 day |
| R1 |
125-00 |
125-04 |
| PP |
124-29 |
125-03 |
| S1 |
124-25 |
125-02 |
|