ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 04-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2024 |
04-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
124-09 |
123-15 |
-0-26 |
-0.7% |
124-26 |
| High |
124-11 |
123-22 |
-0-21 |
-0.5% |
125-25 |
| Low |
123-10 |
121-25 |
-1-17 |
-1.2% |
121-25 |
| Close |
123-14 |
121-31 |
-1-15 |
-1.2% |
121-31 |
| Range |
1-01 |
1-29 |
0-28 |
84.8% |
4-00 |
| ATR |
1-06 |
1-07 |
0-02 |
4.4% |
0-00 |
| Volume |
397,147 |
576,293 |
179,146 |
45.1% |
2,663,296 |
|
| Daily Pivots for day following 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-06 |
127-00 |
123-01 |
|
| R3 |
126-09 |
125-03 |
122-16 |
|
| R2 |
124-12 |
124-12 |
122-10 |
|
| R1 |
123-06 |
123-06 |
122-05 |
122-26 |
| PP |
122-15 |
122-15 |
122-15 |
122-10 |
| S1 |
121-09 |
121-09 |
121-25 |
120-30 |
| S2 |
120-18 |
120-18 |
121-20 |
|
| S3 |
118-21 |
119-12 |
121-14 |
|
| S4 |
116-24 |
117-15 |
120-29 |
|
|
| Weekly Pivots for week ending 04-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
135-06 |
132-18 |
124-05 |
|
| R3 |
131-06 |
128-18 |
123-02 |
|
| R2 |
127-06 |
127-06 |
122-22 |
|
| R1 |
124-18 |
124-18 |
122-11 |
123-28 |
| PP |
123-06 |
123-06 |
123-06 |
122-26 |
| S1 |
120-18 |
120-18 |
121-19 |
119-28 |
| S2 |
119-06 |
119-06 |
121-08 |
|
| S3 |
115-06 |
116-18 |
120-28 |
|
| S4 |
111-06 |
112-18 |
119-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-25 |
121-25 |
4-00 |
3.3% |
1-11 |
1.1% |
5% |
False |
True |
532,659 |
| 10 |
125-25 |
121-25 |
4-00 |
3.3% |
1-07 |
1.0% |
5% |
False |
True |
483,354 |
| 20 |
127-22 |
121-25 |
5-29 |
4.8% |
1-05 |
0.9% |
3% |
False |
True |
464,177 |
| 40 |
127-22 |
121-25 |
5-29 |
4.8% |
1-05 |
0.9% |
3% |
False |
True |
387,404 |
| 60 |
127-22 |
118-01 |
9-21 |
7.9% |
1-06 |
1.0% |
41% |
False |
False |
258,734 |
| 80 |
127-22 |
116-01 |
11-21 |
9.6% |
1-06 |
1.0% |
51% |
False |
False |
194,098 |
| 100 |
127-22 |
114-22 |
13-00 |
10.7% |
1-03 |
0.9% |
56% |
False |
False |
155,282 |
| 120 |
127-22 |
113-04 |
14-18 |
11.9% |
1-00 |
0.8% |
61% |
False |
False |
129,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-25 |
|
2.618 |
128-22 |
|
1.618 |
126-25 |
|
1.000 |
125-19 |
|
0.618 |
124-28 |
|
HIGH |
123-22 |
|
0.618 |
122-31 |
|
0.500 |
122-24 |
|
0.382 |
122-16 |
|
LOW |
121-25 |
|
0.618 |
120-19 |
|
1.000 |
119-28 |
|
1.618 |
118-22 |
|
2.618 |
116-25 |
|
4.250 |
113-22 |
|
|
| Fisher Pivots for day following 04-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
122-24 |
123-17 |
| PP |
122-15 |
123-00 |
| S1 |
122-07 |
122-16 |
|