ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 23-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2024 |
23-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
125-05 |
124-10 |
-0-27 |
-0.7% |
123-29 |
| High |
125-10 |
125-04 |
-0-06 |
-0.1% |
125-23 |
| Low |
123-31 |
124-07 |
0-08 |
0.2% |
123-21 |
| Close |
124-07 |
124-25 |
0-18 |
0.5% |
124-25 |
| Range |
1-11 |
0-29 |
-0-14 |
-32.6% |
2-02 |
| ATR |
1-09 |
1-09 |
-0-01 |
-2.1% |
0-00 |
| Volume |
421,652 |
411,832 |
-9,820 |
-2.3% |
980,106 |
|
| Daily Pivots for day following 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-14 |
127-00 |
125-09 |
|
| R3 |
126-17 |
126-03 |
125-01 |
|
| R2 |
125-20 |
125-20 |
124-30 |
|
| R1 |
125-06 |
125-06 |
124-28 |
125-13 |
| PP |
124-23 |
124-23 |
124-23 |
124-26 |
| S1 |
124-09 |
124-09 |
124-22 |
124-16 |
| S2 |
123-26 |
123-26 |
124-20 |
|
| S3 |
122-29 |
123-12 |
124-17 |
|
| S4 |
122-00 |
122-15 |
124-09 |
|
|
| Weekly Pivots for week ending 23-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-29 |
129-29 |
125-29 |
|
| R3 |
128-27 |
127-27 |
125-11 |
|
| R2 |
126-25 |
126-25 |
125-05 |
|
| R1 |
125-25 |
125-25 |
124-31 |
126-09 |
| PP |
124-23 |
124-23 |
124-23 |
124-31 |
| S1 |
123-23 |
123-23 |
124-19 |
124-07 |
| S2 |
122-21 |
122-21 |
124-13 |
|
| S3 |
120-19 |
121-21 |
124-07 |
|
| S4 |
118-17 |
119-19 |
123-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-23 |
123-21 |
2-02 |
1.7% |
1-02 |
0.9% |
55% |
False |
False |
196,021 |
| 10 |
125-23 |
122-22 |
3-01 |
2.4% |
1-03 |
0.9% |
69% |
False |
False |
103,560 |
| 20 |
126-30 |
119-15 |
7-15 |
6.0% |
1-12 |
1.1% |
71% |
False |
False |
53,379 |
| 40 |
126-30 |
116-01 |
10-29 |
8.7% |
1-07 |
1.0% |
80% |
False |
False |
26,887 |
| 60 |
126-30 |
115-16 |
11-14 |
9.2% |
1-04 |
0.9% |
81% |
False |
False |
17,939 |
| 80 |
126-30 |
114-08 |
12-22 |
10.2% |
1-00 |
0.8% |
83% |
False |
False |
13,455 |
| 100 |
126-30 |
113-04 |
13-26 |
11.1% |
0-28 |
0.7% |
84% |
False |
False |
10,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-31 |
|
2.618 |
127-16 |
|
1.618 |
126-19 |
|
1.000 |
126-01 |
|
0.618 |
125-22 |
|
HIGH |
125-04 |
|
0.618 |
124-25 |
|
0.500 |
124-22 |
|
0.382 |
124-18 |
|
LOW |
124-07 |
|
0.618 |
123-21 |
|
1.000 |
123-10 |
|
1.618 |
122-24 |
|
2.618 |
121-27 |
|
4.250 |
120-12 |
|
|
| Fisher Pivots for day following 23-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-24 |
124-27 |
| PP |
124-23 |
124-26 |
| S1 |
124-22 |
124-26 |
|