ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 12-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2024 |
12-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
122-09 |
123-03 |
0-26 |
0.7% |
125-09 |
| High |
123-10 |
123-19 |
0-09 |
0.2% |
126-30 |
| Low |
122-06 |
122-22 |
0-16 |
0.4% |
121-23 |
| Close |
123-01 |
123-15 |
0-14 |
0.4% |
123-01 |
| Range |
1-04 |
0-29 |
-0-07 |
-19.4% |
5-07 |
| ATR |
1-13 |
1-12 |
-0-01 |
-2.6% |
0-00 |
| Volume |
8,693 |
2,863 |
-5,830 |
-67.1% |
25,887 |
|
| Daily Pivots for day following 12-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-31 |
125-20 |
123-31 |
|
| R3 |
125-02 |
124-23 |
123-23 |
|
| R2 |
124-05 |
124-05 |
123-20 |
|
| R1 |
123-26 |
123-26 |
123-18 |
124-00 |
| PP |
123-08 |
123-08 |
123-08 |
123-11 |
| S1 |
122-29 |
122-29 |
123-12 |
123-02 |
| S2 |
122-11 |
122-11 |
123-10 |
|
| S3 |
121-14 |
122-00 |
123-07 |
|
| S4 |
120-17 |
121-03 |
122-31 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-18 |
136-16 |
125-29 |
|
| R3 |
134-11 |
131-09 |
124-15 |
|
| R2 |
129-04 |
129-04 |
124-00 |
|
| R1 |
126-02 |
126-02 |
123-16 |
125-00 |
| PP |
123-29 |
123-29 |
123-29 |
123-11 |
| S1 |
120-27 |
120-27 |
122-18 |
119-24 |
| S2 |
118-22 |
118-22 |
122-02 |
|
| S3 |
113-15 |
115-20 |
121-19 |
|
| S4 |
108-08 |
110-13 |
120-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-17 |
121-23 |
3-26 |
3.1% |
1-15 |
1.2% |
46% |
False |
False |
4,988 |
| 10 |
126-30 |
119-20 |
7-10 |
5.9% |
1-21 |
1.3% |
53% |
False |
False |
3,462 |
| 20 |
126-30 |
118-01 |
8-29 |
7.2% |
1-10 |
1.1% |
61% |
False |
False |
1,933 |
| 40 |
126-30 |
116-01 |
10-29 |
8.8% |
1-05 |
0.9% |
68% |
False |
False |
1,079 |
| 60 |
126-30 |
114-22 |
12-08 |
9.9% |
1-02 |
0.9% |
72% |
False |
False |
727 |
| 80 |
126-30 |
113-04 |
13-26 |
11.2% |
0-30 |
0.8% |
75% |
False |
False |
546 |
| 100 |
126-30 |
113-04 |
13-26 |
11.2% |
0-25 |
0.6% |
75% |
False |
False |
437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-14 |
|
2.618 |
125-31 |
|
1.618 |
125-02 |
|
1.000 |
124-16 |
|
0.618 |
124-05 |
|
HIGH |
123-19 |
|
0.618 |
123-08 |
|
0.500 |
123-04 |
|
0.382 |
123-01 |
|
LOW |
122-22 |
|
0.618 |
122-04 |
|
1.000 |
121-25 |
|
1.618 |
121-07 |
|
2.618 |
120-10 |
|
4.250 |
118-27 |
|
|
| Fisher Pivots for day following 12-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
123-12 |
123-06 |
| PP |
123-08 |
122-30 |
| S1 |
123-04 |
122-21 |
|