ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 07-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2024 |
07-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
125-11 |
123-29 |
-1-14 |
-1.1% |
119-12 |
| High |
125-14 |
123-29 |
-1-17 |
-1.2% |
125-08 |
| Low |
123-13 |
122-09 |
-1-04 |
-0.9% |
119-10 |
| Close |
123-22 |
122-14 |
-1-08 |
-1.0% |
125-02 |
| Range |
2-01 |
1-20 |
-0-13 |
-20.0% |
5-30 |
| ATR |
1-15 |
1-16 |
0-00 |
0.7% |
0-00 |
| Volume |
614,049 |
599,582 |
-14,467 |
-2.4% |
2,776,645 |
|
| Daily Pivots for day following 07-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-24 |
126-23 |
123-11 |
|
| R3 |
126-04 |
125-03 |
122-28 |
|
| R2 |
124-16 |
124-16 |
122-24 |
|
| R1 |
123-15 |
123-15 |
122-19 |
123-06 |
| PP |
122-28 |
122-28 |
122-28 |
122-23 |
| S1 |
121-27 |
121-27 |
122-09 |
121-18 |
| S2 |
121-08 |
121-08 |
122-04 |
|
| S3 |
119-20 |
120-07 |
122-00 |
|
| S4 |
118-00 |
118-19 |
121-17 |
|
|
| 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 |
121-10 |
5-17 |
4.5% |
2-02 |
1.7% |
20% |
False |
False |
733,712 |
| 10 |
126-27 |
118-00 |
8-27 |
7.2% |
1-21 |
1.3% |
50% |
False |
False |
581,297 |
| 20 |
126-27 |
117-29 |
8-30 |
7.3% |
1-11 |
1.1% |
51% |
False |
False |
508,677 |
| 40 |
126-27 |
115-30 |
10-29 |
8.9% |
1-09 |
1.1% |
60% |
False |
False |
492,540 |
| 60 |
126-27 |
114-13 |
12-14 |
10.2% |
1-08 |
1.0% |
65% |
False |
False |
439,923 |
| 80 |
126-27 |
112-29 |
13-30 |
11.4% |
1-07 |
1.0% |
68% |
False |
False |
330,171 |
| 100 |
126-27 |
112-29 |
13-30 |
11.4% |
1-06 |
1.0% |
68% |
False |
False |
264,165 |
| 120 |
126-27 |
112-29 |
13-30 |
11.4% |
1-04 |
0.9% |
68% |
False |
False |
220,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-26 |
|
2.618 |
128-05 |
|
1.618 |
126-17 |
|
1.000 |
125-17 |
|
0.618 |
124-29 |
|
HIGH |
123-29 |
|
0.618 |
123-09 |
|
0.500 |
123-03 |
|
0.382 |
122-29 |
|
LOW |
122-09 |
|
0.618 |
121-09 |
|
1.000 |
120-21 |
|
1.618 |
119-21 |
|
2.618 |
118-01 |
|
4.250 |
115-12 |
|
|
| Fisher Pivots for day following 07-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
123-03 |
124-18 |
| PP |
122-28 |
123-27 |
| S1 |
122-21 |
123-05 |
|