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 |
|
|
|
| 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 |
|