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 |
|
|
|
| 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 |
|