ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 27-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2024 |
27-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
124-28 |
124-24 |
-0-04 |
-0.1% |
123-29 |
| High |
125-08 |
124-27 |
-0-13 |
-0.3% |
125-23 |
| Low |
124-16 |
123-26 |
-0-22 |
-0.6% |
123-21 |
| Close |
124-23 |
124-11 |
-0-12 |
-0.3% |
124-25 |
| Range |
0-24 |
1-01 |
0-09 |
37.5% |
2-02 |
| ATR |
1-07 |
1-07 |
0-00 |
-1.2% |
0-00 |
| Volume |
812,258 |
678,435 |
-133,823 |
-16.5% |
980,106 |
|
| Daily Pivots for day following 27-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-14 |
126-29 |
124-29 |
|
| R3 |
126-13 |
125-28 |
124-20 |
|
| R2 |
125-12 |
125-12 |
124-17 |
|
| R1 |
124-27 |
124-27 |
124-14 |
124-19 |
| PP |
124-11 |
124-11 |
124-11 |
124-06 |
| S1 |
123-26 |
123-26 |
124-08 |
123-18 |
| S2 |
123-10 |
123-10 |
124-05 |
|
| S3 |
122-09 |
122-25 |
124-02 |
|
| S4 |
121-08 |
121-24 |
123-25 |
|
|
| 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 |
123-26 |
1-29 |
1.5% |
1-00 |
0.8% |
28% |
False |
True |
478,699 |
| 10 |
125-23 |
122-27 |
2-28 |
2.3% |
1-02 |
0.9% |
52% |
False |
False |
251,148 |
| 20 |
126-30 |
120-03 |
6-27 |
5.5% |
1-12 |
1.1% |
62% |
False |
False |
127,875 |
| 40 |
126-30 |
116-13 |
10-17 |
8.5% |
1-05 |
0.9% |
75% |
False |
False |
64,144 |
| 60 |
126-30 |
116-01 |
10-29 |
8.8% |
1-05 |
0.9% |
76% |
False |
False |
42,783 |
| 80 |
126-30 |
114-22 |
12-08 |
9.9% |
1-00 |
0.8% |
79% |
False |
False |
32,089 |
| 100 |
126-30 |
113-04 |
13-26 |
11.1% |
0-28 |
0.7% |
81% |
False |
False |
25,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-07 |
|
2.618 |
127-17 |
|
1.618 |
126-16 |
|
1.000 |
125-28 |
|
0.618 |
125-15 |
|
HIGH |
124-27 |
|
0.618 |
124-14 |
|
0.500 |
124-10 |
|
0.382 |
124-07 |
|
LOW |
123-26 |
|
0.618 |
123-06 |
|
1.000 |
122-25 |
|
1.618 |
122-05 |
|
2.618 |
121-04 |
|
4.250 |
119-14 |
|
|
| Fisher Pivots for day following 27-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-11 |
124-17 |
| PP |
124-11 |
124-15 |
| S1 |
124-10 |
124-13 |
|