ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 15-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2024 |
15-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
124-07 |
124-17 |
0-10 |
0.3% |
125-09 |
| High |
124-31 |
124-22 |
-0-09 |
-0.2% |
126-30 |
| Low |
123-31 |
122-27 |
-1-04 |
-0.9% |
121-23 |
| Close |
124-24 |
123-14 |
-1-10 |
-1.1% |
123-01 |
| Range |
1-00 |
1-27 |
0-27 |
84.4% |
5-07 |
| ATR |
1-11 |
1-12 |
0-01 |
3.1% |
0-00 |
| Volume |
15,530 |
11,883 |
-3,647 |
-23.5% |
25,887 |
|
| Daily Pivots for day following 15-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-06 |
128-05 |
124-14 |
|
| R3 |
127-11 |
126-10 |
123-30 |
|
| R2 |
125-16 |
125-16 |
123-25 |
|
| R1 |
124-15 |
124-15 |
123-19 |
124-02 |
| PP |
123-21 |
123-21 |
123-21 |
123-14 |
| S1 |
122-20 |
122-20 |
123-09 |
122-07 |
| S2 |
121-26 |
121-26 |
123-03 |
|
| S3 |
119-31 |
120-25 |
122-30 |
|
| S4 |
118-04 |
118-30 |
122-14 |
|
|
| 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 |
122-06 |
2-25 |
2.3% |
1-06 |
1.0% |
45% |
False |
False |
10,185 |
| 10 |
126-30 |
121-23 |
5-07 |
4.2% |
1-20 |
1.3% |
33% |
False |
False |
7,156 |
| 20 |
126-30 |
118-01 |
8-29 |
7.2% |
1-12 |
1.1% |
61% |
False |
False |
3,813 |
| 40 |
126-30 |
116-01 |
10-29 |
8.8% |
1-06 |
1.0% |
68% |
False |
False |
2,061 |
| 60 |
126-30 |
114-22 |
12-08 |
9.9% |
1-03 |
0.9% |
71% |
False |
False |
1,383 |
| 80 |
126-30 |
113-04 |
13-26 |
11.2% |
0-31 |
0.8% |
75% |
False |
False |
1,038 |
| 100 |
126-30 |
113-04 |
13-26 |
11.2% |
0-27 |
0.7% |
75% |
False |
False |
830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-17 |
|
2.618 |
129-16 |
|
1.618 |
127-21 |
|
1.000 |
126-17 |
|
0.618 |
125-26 |
|
HIGH |
124-22 |
|
0.618 |
123-31 |
|
0.500 |
123-24 |
|
0.382 |
123-18 |
|
LOW |
122-27 |
|
0.618 |
121-23 |
|
1.000 |
121-00 |
|
1.618 |
119-28 |
|
2.618 |
118-01 |
|
4.250 |
115-00 |
|
|
| Fisher Pivots for day following 15-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
123-24 |
123-29 |
| PP |
123-21 |
123-24 |
| S1 |
123-18 |
123-19 |
|