ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 08-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2024 |
08-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
123-29 |
122-20 |
-1-09 |
-1.0% |
119-12 |
| High |
123-29 |
123-12 |
-0-17 |
-0.4% |
125-08 |
| Low |
122-09 |
121-17 |
-0-24 |
-0.6% |
119-10 |
| Close |
122-14 |
122-00 |
-0-14 |
-0.4% |
125-02 |
| Range |
1-20 |
1-27 |
0-07 |
13.5% |
5-30 |
| ATR |
1-16 |
1-16 |
0-01 |
1.7% |
0-00 |
| Volume |
599,582 |
541,204 |
-58,378 |
-9.7% |
2,776,645 |
|
| Daily Pivots for day following 08-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-27 |
126-24 |
123-00 |
|
| R3 |
126-00 |
124-29 |
122-16 |
|
| R2 |
124-05 |
124-05 |
122-11 |
|
| R1 |
123-02 |
123-02 |
122-05 |
122-22 |
| PP |
122-10 |
122-10 |
122-10 |
122-04 |
| S1 |
121-07 |
121-07 |
121-27 |
120-27 |
| S2 |
120-15 |
120-15 |
121-21 |
|
| S3 |
118-20 |
119-12 |
121-16 |
|
| S4 |
116-25 |
117-17 |
121-00 |
|
|
| 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 |
121-17 |
5-10 |
4.4% |
2-04 |
1.8% |
9% |
False |
True |
705,166 |
| 10 |
126-27 |
118-12 |
8-15 |
6.9% |
1-22 |
1.4% |
43% |
False |
False |
580,380 |
| 20 |
126-27 |
117-29 |
8-30 |
7.3% |
1-11 |
1.1% |
46% |
False |
False |
507,320 |
| 40 |
126-27 |
115-30 |
10-29 |
8.9% |
1-10 |
1.1% |
56% |
False |
False |
495,807 |
| 60 |
126-27 |
114-13 |
12-14 |
10.2% |
1-08 |
1.0% |
61% |
False |
False |
448,742 |
| 80 |
126-27 |
112-29 |
13-30 |
11.4% |
1-07 |
1.0% |
65% |
False |
False |
336,931 |
| 100 |
126-27 |
112-29 |
13-30 |
11.4% |
1-06 |
1.0% |
65% |
False |
False |
269,577 |
| 120 |
126-27 |
112-29 |
13-30 |
11.4% |
1-04 |
0.9% |
65% |
False |
False |
224,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-07 |
|
2.618 |
128-06 |
|
1.618 |
126-11 |
|
1.000 |
125-07 |
|
0.618 |
124-16 |
|
HIGH |
123-12 |
|
0.618 |
122-21 |
|
0.500 |
122-14 |
|
0.382 |
122-08 |
|
LOW |
121-17 |
|
0.618 |
120-13 |
|
1.000 |
119-22 |
|
1.618 |
118-18 |
|
2.618 |
116-23 |
|
4.250 |
113-22 |
|
|
| Fisher Pivots for day following 08-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
122-14 |
123-16 |
| PP |
122-10 |
123-00 |
| S1 |
122-05 |
122-16 |
|