ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 21-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2024 |
21-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
124-10 |
125-05 |
0-27 |
0.7% |
123-03 |
| High |
125-08 |
125-23 |
0-15 |
0.4% |
124-31 |
| Low |
124-02 |
124-24 |
0-22 |
0.6% |
122-22 |
| Close |
125-02 |
125-18 |
0-16 |
0.4% |
123-27 |
| Range |
1-06 |
0-31 |
-0-07 |
-18.4% |
2-09 |
| ATR |
1-09 |
1-09 |
-0-01 |
-1.8% |
0-00 |
| Volume |
53,239 |
69,322 |
16,083 |
30.2% |
55,503 |
|
| Daily Pivots for day following 21-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-08 |
127-28 |
126-03 |
|
| R3 |
127-09 |
126-29 |
125-27 |
|
| R2 |
126-10 |
126-10 |
125-24 |
|
| R1 |
125-30 |
125-30 |
125-21 |
126-04 |
| PP |
125-11 |
125-11 |
125-11 |
125-14 |
| S1 |
124-31 |
124-31 |
125-15 |
125-05 |
| S2 |
124-12 |
124-12 |
125-12 |
|
| S3 |
123-13 |
124-00 |
125-09 |
|
| S4 |
122-14 |
123-01 |
125-01 |
|
|
| 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 |
125-23 |
122-27 |
2-28 |
2.3% |
1-05 |
0.9% |
95% |
True |
False |
34,354 |
| 10 |
125-23 |
121-23 |
4-00 |
3.2% |
1-05 |
0.9% |
96% |
True |
False |
21,550 |
| 20 |
126-30 |
118-07 |
8-23 |
6.9% |
1-12 |
1.1% |
84% |
False |
False |
11,725 |
| 40 |
126-30 |
116-01 |
10-29 |
8.7% |
1-07 |
1.0% |
87% |
False |
False |
6,053 |
| 60 |
126-30 |
114-22 |
12-08 |
9.8% |
1-04 |
0.9% |
89% |
False |
False |
4,048 |
| 80 |
126-30 |
113-27 |
13-03 |
10.4% |
1-00 |
0.8% |
89% |
False |
False |
3,036 |
| 100 |
126-30 |
113-04 |
13-26 |
11.0% |
0-28 |
0.7% |
90% |
False |
False |
2,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-27 |
|
2.618 |
128-08 |
|
1.618 |
127-09 |
|
1.000 |
126-22 |
|
0.618 |
126-10 |
|
HIGH |
125-23 |
|
0.618 |
125-11 |
|
0.500 |
125-08 |
|
0.382 |
125-04 |
|
LOW |
124-24 |
|
0.618 |
124-05 |
|
1.000 |
123-25 |
|
1.618 |
123-06 |
|
2.618 |
122-07 |
|
4.250 |
120-20 |
|
|
| Fisher Pivots for day following 21-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
125-14 |
125-09 |
| PP |
125-11 |
124-31 |
| S1 |
125-08 |
124-22 |
|