ECBOT 30 Year Treasury Bond Future December 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 122-25 125-09 2-16 2.0% 119-20
High 125-12 126-30 1-18 1.2% 125-12
Low 122-13 124-26 2-13 2.0% 119-15
Close 125-06 125-17 0-11 0.3% 125-06
Range 2-31 2-04 -0-27 -28.4% 5-29
ATR 1-09 1-11 0-02 4.6% 0-00
Volume 3,440 3,809 369 10.7% 6,090
Daily Pivots for day following 05-Aug-2024
Classic Woodie Camarilla DeMark
R4 132-04 130-31 126-22
R3 130-00 128-27 126-04
R2 127-28 127-28 125-29
R1 126-23 126-23 125-23 127-10
PP 125-24 125-24 125-24 126-02
S1 124-19 124-19 125-11 125-06
S2 123-20 123-20 125-05
S3 121-16 122-15 124-30
S4 119-12 120-11 124-12
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
5 126-30 119-20 7-10 5.8% 1-27 1.5% 81% True False 1,937
10 126-30 118-01 8-29 7.1% 1-13 1.1% 84% True False 1,117
20 126-30 118-01 8-29 7.1% 1-05 0.9% 84% True False 790
40 126-30 116-01 10-29 8.7% 1-05 0.9% 87% True False 462
60 126-30 114-22 12-08 9.8% 1-00 0.8% 89% True False 312
80 126-30 113-04 13-26 11.0% 0-28 0.7% 90% True False 234
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 135-31
2.618 132-16
1.618 130-12
1.000 129-02
0.618 128-08
HIGH 126-30
0.618 126-04
0.500 125-28
0.382 125-20
LOW 124-26
0.618 123-16
1.000 122-22
1.618 121-12
2.618 119-08
4.250 115-25
Fisher Pivots for day following 05-Aug-2024
Pivot 1 day 3 day
R1 125-28 125-03
PP 125-24 124-21
S1 125-21 124-06

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

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