ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 22-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2024 |
22-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
125-05 |
125-05 |
0-00 |
0.0% |
123-03 |
| High |
125-23 |
125-10 |
-0-13 |
-0.3% |
124-31 |
| Low |
124-24 |
123-31 |
-0-25 |
-0.6% |
122-22 |
| Close |
125-18 |
124-07 |
-1-11 |
-1.1% |
123-27 |
| Range |
0-31 |
1-11 |
0-12 |
38.7% |
2-09 |
| ATR |
1-09 |
1-09 |
0-01 |
1.8% |
0-00 |
| Volume |
69,322 |
421,652 |
352,330 |
508.3% |
55,503 |
|
| Daily Pivots for day following 22-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-17 |
127-23 |
124-31 |
|
| R3 |
127-06 |
126-12 |
124-19 |
|
| R2 |
125-27 |
125-27 |
124-15 |
|
| R1 |
125-01 |
125-01 |
124-11 |
124-24 |
| PP |
124-16 |
124-16 |
124-16 |
124-12 |
| S1 |
123-22 |
123-22 |
124-03 |
123-14 |
| S2 |
123-05 |
123-05 |
123-31 |
|
| S3 |
121-26 |
122-11 |
123-27 |
|
| S4 |
120-15 |
121-00 |
123-15 |
|
|
| 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 |
123-14 |
2-09 |
1.8% |
1-01 |
0.8% |
34% |
False |
False |
116,308 |
| 10 |
125-23 |
122-06 |
3-17 |
2.8% |
1-04 |
0.9% |
58% |
False |
False |
63,247 |
| 20 |
126-30 |
118-17 |
8-13 |
6.8% |
1-12 |
1.1% |
68% |
False |
False |
32,792 |
| 40 |
126-30 |
116-01 |
10-29 |
8.8% |
1-07 |
1.0% |
75% |
False |
False |
16,591 |
| 60 |
126-30 |
114-22 |
12-08 |
9.9% |
1-04 |
0.9% |
78% |
False |
False |
11,075 |
| 80 |
126-30 |
113-27 |
13-03 |
10.5% |
1-00 |
0.8% |
79% |
False |
False |
8,307 |
| 100 |
126-30 |
113-04 |
13-26 |
11.1% |
0-28 |
0.7% |
80% |
False |
False |
6,646 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-01 |
|
2.618 |
128-27 |
|
1.618 |
127-16 |
|
1.000 |
126-21 |
|
0.618 |
126-05 |
|
HIGH |
125-10 |
|
0.618 |
124-26 |
|
0.500 |
124-20 |
|
0.382 |
124-15 |
|
LOW |
123-31 |
|
0.618 |
123-04 |
|
1.000 |
122-20 |
|
1.618 |
121-25 |
|
2.618 |
120-14 |
|
4.250 |
118-08 |
|
|
| Fisher Pivots for day following 22-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-20 |
124-27 |
| PP |
124-16 |
124-20 |
| S1 |
124-12 |
124-14 |
|