ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 14-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2024 |
14-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
123-15 |
124-07 |
0-24 |
0.6% |
125-09 |
| High |
124-08 |
124-31 |
0-23 |
0.6% |
126-30 |
| Low |
123-05 |
123-31 |
0-26 |
0.7% |
121-23 |
| Close |
124-05 |
124-24 |
0-19 |
0.5% |
123-01 |
| Range |
1-03 |
1-00 |
-0-03 |
-8.6% |
5-07 |
| ATR |
1-12 |
1-11 |
-0-01 |
-1.9% |
0-00 |
| Volume |
11,959 |
15,530 |
3,571 |
29.9% |
25,887 |
|
| Daily Pivots for day following 14-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-18 |
127-05 |
125-10 |
|
| R3 |
126-18 |
126-05 |
125-01 |
|
| R2 |
125-18 |
125-18 |
124-30 |
|
| R1 |
125-05 |
125-05 |
124-27 |
125-12 |
| PP |
124-18 |
124-18 |
124-18 |
124-21 |
| S1 |
124-05 |
124-05 |
124-21 |
124-12 |
| S2 |
123-18 |
123-18 |
124-18 |
|
| S3 |
122-18 |
123-05 |
124-15 |
|
| S4 |
121-18 |
122-05 |
124-06 |
|
|
| 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 |
124-31 |
121-23 |
3-08 |
2.6% |
1-06 |
0.9% |
93% |
True |
False |
8,746 |
| 10 |
126-30 |
121-15 |
5-15 |
4.4% |
1-19 |
1.3% |
60% |
False |
False |
6,069 |
| 20 |
126-30 |
118-01 |
8-29 |
7.1% |
1-10 |
1.0% |
75% |
False |
False |
3,240 |
| 40 |
126-30 |
116-01 |
10-29 |
8.7% |
1-05 |
0.9% |
80% |
False |
False |
1,764 |
| 60 |
126-30 |
114-22 |
12-08 |
9.8% |
1-03 |
0.9% |
82% |
False |
False |
1,185 |
| 80 |
126-30 |
113-04 |
13-26 |
11.1% |
0-30 |
0.8% |
84% |
False |
False |
889 |
| 100 |
126-30 |
113-04 |
13-26 |
11.1% |
0-26 |
0.7% |
84% |
False |
False |
712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-07 |
|
2.618 |
127-19 |
|
1.618 |
126-19 |
|
1.000 |
125-31 |
|
0.618 |
125-19 |
|
HIGH |
124-31 |
|
0.618 |
124-19 |
|
0.500 |
124-15 |
|
0.382 |
124-11 |
|
LOW |
123-31 |
|
0.618 |
123-11 |
|
1.000 |
122-31 |
|
1.618 |
122-11 |
|
2.618 |
121-11 |
|
4.250 |
119-23 |
|
|
| Fisher Pivots for day following 14-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-21 |
124-14 |
| PP |
124-18 |
124-04 |
| S1 |
124-15 |
123-26 |
|