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 |
|
|
|
| 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 |
|