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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0-09
Narrowest range in 9 trading days
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

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

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