ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 16-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2024 |
16-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
124-17 |
123-19 |
-0-30 |
-0.8% |
123-03 |
| High |
124-22 |
124-08 |
-0-14 |
-0.4% |
124-31 |
| Low |
122-27 |
123-14 |
0-19 |
0.5% |
122-22 |
| Close |
123-14 |
123-27 |
0-13 |
0.3% |
123-27 |
| Range |
1-27 |
0-26 |
-1-01 |
-55.9% |
2-09 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.9% |
0-00 |
| Volume |
11,883 |
13,268 |
1,385 |
11.7% |
55,503 |
|
| Daily Pivots for day following 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-09 |
125-28 |
124-09 |
|
| R3 |
125-15 |
125-02 |
124-02 |
|
| R2 |
124-21 |
124-21 |
124-00 |
|
| R1 |
124-08 |
124-08 |
123-29 |
124-14 |
| PP |
123-27 |
123-27 |
123-27 |
123-30 |
| S1 |
123-14 |
123-14 |
123-25 |
123-20 |
| S2 |
123-01 |
123-01 |
123-22 |
|
| S3 |
122-07 |
122-20 |
123-20 |
|
| S4 |
121-13 |
121-26 |
123-13 |
|
|
| Weekly Pivots for week ending 16-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-22 |
129-17 |
125-03 |
|
| R3 |
128-13 |
127-08 |
124-15 |
|
| R2 |
126-04 |
126-04 |
124-08 |
|
| R1 |
124-31 |
124-31 |
124-02 |
125-18 |
| PP |
123-27 |
123-27 |
123-27 |
124-04 |
| S1 |
122-22 |
122-22 |
123-20 |
123-08 |
| S2 |
121-18 |
121-18 |
123-14 |
|
| S3 |
119-09 |
120-13 |
123-07 |
|
| S4 |
117-00 |
118-04 |
122-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-31 |
122-22 |
2-09 |
1.8% |
1-04 |
0.9% |
51% |
False |
False |
11,100 |
| 10 |
126-30 |
121-23 |
5-07 |
4.2% |
1-13 |
1.1% |
41% |
False |
False |
8,139 |
| 20 |
126-30 |
118-01 |
8-29 |
7.2% |
1-12 |
1.1% |
65% |
False |
False |
4,464 |
| 40 |
126-30 |
116-01 |
10-29 |
8.8% |
1-06 |
1.0% |
72% |
False |
False |
2,390 |
| 60 |
126-30 |
114-22 |
12-08 |
9.9% |
1-04 |
0.9% |
75% |
False |
False |
1,604 |
| 80 |
126-30 |
113-04 |
13-26 |
11.2% |
0-31 |
0.8% |
78% |
False |
False |
1,204 |
| 100 |
126-30 |
113-04 |
13-26 |
11.2% |
0-27 |
0.7% |
78% |
False |
False |
963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-22 |
|
2.618 |
126-12 |
|
1.618 |
125-18 |
|
1.000 |
125-02 |
|
0.618 |
124-24 |
|
HIGH |
124-08 |
|
0.618 |
123-30 |
|
0.500 |
123-27 |
|
0.382 |
123-24 |
|
LOW |
123-14 |
|
0.618 |
122-30 |
|
1.000 |
122-20 |
|
1.618 |
122-04 |
|
2.618 |
121-10 |
|
4.250 |
120-00 |
|
|
| Fisher Pivots for day following 16-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
123-27 |
123-29 |
| PP |
123-27 |
123-28 |
| S1 |
123-27 |
123-28 |
|