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
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 3 trading days
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

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

View Archives - Comment on this page... - Back to Index of Symbols