ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 06-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2024 |
06-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
125-09 |
125-15 |
0-06 |
0.1% |
119-20 |
| High |
126-30 |
125-17 |
-1-13 |
-1.1% |
125-12 |
| Low |
124-26 |
123-18 |
-1-08 |
-1.0% |
119-15 |
| Close |
125-17 |
123-26 |
-1-23 |
-1.4% |
125-06 |
| Range |
2-04 |
1-31 |
-0-05 |
-7.4% |
5-29 |
| ATR |
1-11 |
1-13 |
0-01 |
3.2% |
0-00 |
| Volume |
3,809 |
3,478 |
-331 |
-8.7% |
6,090 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-07 |
128-31 |
124-29 |
|
| R3 |
128-08 |
127-00 |
124-11 |
|
| R2 |
126-09 |
126-09 |
124-06 |
|
| R1 |
125-01 |
125-01 |
124-00 |
124-22 |
| PP |
124-10 |
124-10 |
124-10 |
124-04 |
| S1 |
123-02 |
123-02 |
123-20 |
122-22 |
| S2 |
122-11 |
122-11 |
123-14 |
|
| S3 |
120-12 |
121-03 |
123-09 |
|
| S4 |
118-13 |
119-04 |
122-23 |
|
|
| 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 |
120-03 |
6-27 |
5.5% |
2-02 |
1.7% |
54% |
False |
False |
2,520 |
| 10 |
126-30 |
118-01 |
8-29 |
7.2% |
1-18 |
1.3% |
65% |
False |
False |
1,455 |
| 20 |
126-30 |
118-01 |
8-29 |
7.2% |
1-07 |
1.0% |
65% |
False |
False |
934 |
| 40 |
126-30 |
116-01 |
10-29 |
8.8% |
1-05 |
0.9% |
71% |
False |
False |
547 |
| 60 |
126-30 |
114-22 |
12-08 |
9.9% |
1-01 |
0.8% |
74% |
False |
False |
370 |
| 80 |
126-30 |
113-04 |
13-26 |
11.2% |
0-28 |
0.7% |
77% |
False |
False |
277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-29 |
|
2.618 |
130-22 |
|
1.618 |
128-23 |
|
1.000 |
127-16 |
|
0.618 |
126-24 |
|
HIGH |
125-17 |
|
0.618 |
124-25 |
|
0.500 |
124-18 |
|
0.382 |
124-10 |
|
LOW |
123-18 |
|
0.618 |
122-11 |
|
1.000 |
121-19 |
|
1.618 |
120-12 |
|
2.618 |
118-13 |
|
4.250 |
115-06 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-18 |
124-22 |
| PP |
124-10 |
124-12 |
| S1 |
124-02 |
124-03 |
|