ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 05-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2024 |
05-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
122-15 |
125-06 |
2-23 |
2.2% |
119-12 |
| High |
125-08 |
126-27 |
1-19 |
1.3% |
125-08 |
| Low |
122-08 |
124-21 |
2-13 |
2.0% |
119-10 |
| Close |
125-02 |
125-13 |
0-11 |
0.3% |
125-02 |
| Range |
3-00 |
2-06 |
-0-26 |
-27.1% |
5-30 |
| ATR |
1-12 |
1-14 |
0-02 |
4.2% |
0-00 |
| Volume |
826,023 |
944,974 |
118,951 |
14.4% |
2,776,645 |
|
| Daily Pivots for day following 05-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-06 |
131-00 |
126-20 |
|
| R3 |
130-00 |
128-26 |
126-00 |
|
| R2 |
127-26 |
127-26 |
125-26 |
|
| R1 |
126-20 |
126-20 |
125-19 |
127-07 |
| PP |
125-20 |
125-20 |
125-20 |
125-30 |
| S1 |
124-14 |
124-14 |
125-07 |
125-01 |
| S2 |
123-14 |
123-14 |
125-00 |
|
| S3 |
121-08 |
122-08 |
124-26 |
|
| S4 |
119-02 |
120-02 |
124-06 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-01 |
138-31 |
128-10 |
|
| R3 |
135-03 |
133-01 |
126-22 |
|
| R2 |
129-05 |
129-05 |
126-05 |
|
| R1 |
127-03 |
127-03 |
125-19 |
128-04 |
| PP |
123-07 |
123-07 |
123-07 |
123-23 |
| S1 |
121-05 |
121-05 |
124-17 |
122-06 |
| S2 |
117-09 |
117-09 |
123-31 |
|
| S3 |
111-11 |
115-07 |
123-14 |
|
| S4 |
105-13 |
109-09 |
121-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-27 |
119-16 |
7-11 |
5.9% |
1-28 |
1.5% |
80% |
True |
False |
685,266 |
| 10 |
126-27 |
117-29 |
8-30 |
7.1% |
1-15 |
1.2% |
84% |
True |
False |
551,034 |
| 20 |
126-27 |
117-29 |
8-30 |
7.1% |
1-08 |
1.0% |
84% |
True |
False |
488,051 |
| 40 |
126-27 |
115-30 |
10-29 |
8.7% |
1-09 |
1.0% |
87% |
True |
False |
482,522 |
| 60 |
126-27 |
114-13 |
12-14 |
9.9% |
1-07 |
1.0% |
88% |
True |
False |
419,796 |
| 80 |
126-27 |
112-29 |
13-30 |
11.1% |
1-06 |
0.9% |
90% |
True |
False |
315,010 |
| 100 |
126-27 |
112-29 |
13-30 |
11.1% |
1-05 |
0.9% |
90% |
True |
False |
252,029 |
| 120 |
126-27 |
112-29 |
13-30 |
11.1% |
1-04 |
0.9% |
90% |
True |
False |
210,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
136-04 |
|
2.618 |
132-18 |
|
1.618 |
130-12 |
|
1.000 |
129-01 |
|
0.618 |
128-06 |
|
HIGH |
126-27 |
|
0.618 |
126-00 |
|
0.500 |
125-24 |
|
0.382 |
125-16 |
|
LOW |
124-21 |
|
0.618 |
123-10 |
|
1.000 |
122-15 |
|
1.618 |
121-04 |
|
2.618 |
118-30 |
|
4.250 |
115-12 |
|
|
| Fisher Pivots for day following 05-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
125-24 |
124-31 |
| PP |
125-20 |
124-17 |
| S1 |
125-17 |
124-02 |
|