ECBOT 30 Year Treasury Bond Future December 2024


Trading Metrics calculated at close of trading on 26-Aug-2024
Day Change Summary
Previous Current
23-Aug-2024 26-Aug-2024 Change Change % Previous Week
Open 124-10 124-28 0-18 0.5% 123-29
High 125-04 125-08 0-04 0.1% 125-23
Low 124-07 124-16 0-09 0.2% 123-21
Close 124-25 124-23 -0-02 -0.1% 124-25
Range 0-29 0-24 -0-05 -17.2% 2-02
ATR 1-09 1-07 -0-01 -2.9% 0-00
Volume 411,832 812,258 400,426 97.2% 980,106
Daily Pivots for day following 26-Aug-2024
Classic Woodie Camarilla DeMark
R4 127-02 126-21 125-04
R3 126-10 125-29 124-30
R2 125-18 125-18 124-27
R1 125-05 125-05 124-25 125-00
PP 124-26 124-26 124-26 124-24
S1 124-13 124-13 124-21 124-08
S2 124-02 124-02 124-19
S3 123-10 123-21 124-16
S4 122-18 122-29 124-10
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
5 125-23 123-31 1-24 1.4% 1-01 0.8% 43% False False 353,660
10 125-23 122-27 2-28 2.3% 1-03 0.9% 65% False False 184,500
20 126-30 119-20 7-10 5.9% 1-12 1.1% 70% False False 93,981
40 126-30 116-01 10-29 8.7% 1-06 0.9% 80% False False 47,187
60 126-30 116-01 10-29 8.7% 1-04 0.9% 80% False False 31,476
80 126-30 114-08 12-22 10.2% 1-00 0.8% 83% False False 23,608
100 126-30 113-04 13-26 11.1% 0-28 0.7% 84% False False 18,887
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Narrowest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 128-14
2.618 127-07
1.618 126-15
1.000 126-00
0.618 125-23
HIGH 125-08
0.618 124-31
0.500 124-28
0.382 124-25
LOW 124-16
0.618 124-01
1.000 123-24
1.618 123-09
2.618 122-17
4.250 121-10
Fisher Pivots for day following 26-Aug-2024
Pivot 1 day 3 day
R1 124-28 124-22
PP 124-26 124-21
S1 124-25 124-20

These figures are updated between 7pm and 10pm EST after a trading day.

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