ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 08-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2024 |
08-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
123-31 |
122-24 |
-1-07 |
-1.0% |
119-20 |
| High |
123-31 |
123-16 |
-0-15 |
-0.4% |
125-12 |
| Low |
122-14 |
121-23 |
-0-23 |
-0.6% |
119-15 |
| Close |
122-18 |
122-04 |
-0-14 |
-0.4% |
125-06 |
| Range |
1-17 |
1-25 |
0-08 |
16.3% |
5-29 |
| ATR |
1-13 |
1-14 |
0-01 |
1.9% |
0-00 |
| Volume |
5,220 |
4,687 |
-533 |
-10.2% |
6,090 |
|
| Daily Pivots for day following 08-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-25 |
126-24 |
123-03 |
|
| R3 |
126-00 |
124-31 |
122-20 |
|
| R2 |
124-07 |
124-07 |
122-14 |
|
| R1 |
123-06 |
123-06 |
122-09 |
122-26 |
| PP |
122-14 |
122-14 |
122-14 |
122-08 |
| S1 |
121-13 |
121-13 |
121-31 |
121-01 |
| S2 |
120-21 |
120-21 |
121-26 |
|
| S3 |
118-28 |
119-20 |
121-20 |
|
| S4 |
117-03 |
117-27 |
121-05 |
|
|
| 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 |
121-23 |
5-07 |
4.3% |
2-02 |
1.7% |
8% |
False |
True |
4,126 |
| 10 |
126-30 |
118-17 |
8-13 |
6.9% |
1-20 |
1.3% |
43% |
False |
False |
2,337 |
| 20 |
126-30 |
118-01 |
8-29 |
7.3% |
1-09 |
1.0% |
46% |
False |
False |
1,395 |
| 40 |
126-30 |
116-01 |
10-29 |
8.9% |
1-06 |
1.0% |
56% |
False |
False |
792 |
| 60 |
126-30 |
114-22 |
12-08 |
10.0% |
1-02 |
0.9% |
61% |
False |
False |
535 |
| 80 |
126-30 |
113-04 |
13-26 |
11.3% |
0-29 |
0.7% |
65% |
False |
False |
401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-02 |
|
2.618 |
128-05 |
|
1.618 |
126-12 |
|
1.000 |
125-09 |
|
0.618 |
124-19 |
|
HIGH |
123-16 |
|
0.618 |
122-26 |
|
0.500 |
122-20 |
|
0.382 |
122-13 |
|
LOW |
121-23 |
|
0.618 |
120-20 |
|
1.000 |
119-30 |
|
1.618 |
118-27 |
|
2.618 |
117-02 |
|
4.250 |
114-05 |
|
|
| Fisher Pivots for day following 08-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
122-20 |
123-20 |
| PP |
122-14 |
123-04 |
| S1 |
122-09 |
122-20 |
|