ECBOT 30 Year Treasury Bond Future December 2024


Trading Metrics calculated at close of trading on 02-Aug-2024
Day Change Summary
Previous Current
01-Aug-2024 02-Aug-2024 Change Change % Previous Week
Open 121-25 122-25 1-00 0.8% 119-20
High 122-29 125-12 2-15 2.0% 125-12
Low 121-15 122-13 0-30 0.8% 119-15
Close 122-21 125-06 2-17 2.1% 125-06
Range 1-14 2-31 1-17 106.5% 5-29
ATR 1-05 1-09 0-04 11.0% 0-00
Volume 1,018 3,440 2,422 237.9% 6,090
Daily Pivots for day following 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 133-07 132-06 126-26
R3 130-08 129-07 126-00
R2 127-09 127-09 125-23
R1 126-08 126-08 125-15 126-24
PP 124-10 124-10 124-10 124-19
S1 123-09 123-09 124-29 123-26
S2 121-11 121-11 124-21
S3 118-12 120-10 124-12
S4 115-13 117-11 123-18
Weekly Pivots for week ending 02-Aug-2024
Classic Woodie Camarilla DeMark
R4 141-02 139-01 128-14
R3 135-05 133-04 126-26
R2 129-08 129-08 126-09
R1 127-07 127-07 125-23 128-08
PP 123-11 123-11 123-11 123-27
S1 121-10 121-10 124-21 122-10
S2 117-14 117-14 124-03
S3 111-17 115-13 123-18
S4 105-20 109-16 121-30
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-12 119-15 5-29 4.7% 1-18 1.2% 97% True False 1,218
10 125-12 118-01 7-11 5.9% 1-10 1.0% 97% True False 789
20 125-12 118-01 7-11 5.9% 1-03 0.9% 97% True False 659
40 125-12 116-01 9-11 7.5% 1-03 0.9% 98% True False 368
60 125-12 114-22 10-22 8.5% 0-31 0.8% 98% True False 248
80 125-12 113-04 12-08 9.8% 0-27 0.7% 98% True False 186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 95 trading days
Fibonacci Retracements and Extensions
4.250 138-00
2.618 133-05
1.618 130-06
1.000 128-11
0.618 127-07
HIGH 125-12
0.618 124-08
0.500 123-28
0.382 123-17
LOW 122-13
0.618 120-18
1.000 119-14
1.618 117-19
2.618 114-20
4.250 109-25
Fisher Pivots for day following 02-Aug-2024
Pivot 1 day 3 day
R1 124-24 124-12
PP 124-10 123-18
S1 123-28 122-24

These figures are updated between 7pm and 10pm EST after a trading day.

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