ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 28-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2024 |
28-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
124-24 |
124-17 |
-0-07 |
-0.2% |
123-29 |
| High |
124-27 |
124-26 |
-0-01 |
0.0% |
125-23 |
| Low |
123-26 |
124-03 |
0-09 |
0.2% |
123-21 |
| Close |
124-11 |
124-05 |
-0-06 |
-0.2% |
124-25 |
| Range |
1-01 |
0-23 |
-0-10 |
-30.3% |
2-02 |
| ATR |
1-07 |
1-06 |
-0-01 |
-2.9% |
0-00 |
| Volume |
678,435 |
433,889 |
-244,546 |
-36.0% |
980,106 |
|
| Daily Pivots for day following 28-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-16 |
126-02 |
124-18 |
|
| R3 |
125-25 |
125-11 |
124-11 |
|
| R2 |
125-02 |
125-02 |
124-09 |
|
| R1 |
124-20 |
124-20 |
124-07 |
124-16 |
| PP |
124-11 |
124-11 |
124-11 |
124-09 |
| S1 |
123-29 |
123-29 |
124-03 |
123-24 |
| S2 |
123-20 |
123-20 |
124-01 |
|
| S3 |
122-29 |
123-06 |
123-31 |
|
| S4 |
122-06 |
122-15 |
123-24 |
|
|
| 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 |
125-10 |
123-26 |
1-16 |
1.2% |
0-30 |
0.8% |
23% |
False |
False |
551,613 |
| 10 |
125-23 |
122-27 |
2-28 |
2.3% |
1-02 |
0.8% |
46% |
False |
False |
292,983 |
| 20 |
126-30 |
121-15 |
5-15 |
4.4% |
1-10 |
1.1% |
49% |
False |
False |
149,526 |
| 40 |
126-30 |
116-23 |
10-07 |
8.2% |
1-05 |
0.9% |
73% |
False |
False |
74,985 |
| 60 |
126-30 |
116-01 |
10-29 |
8.8% |
1-04 |
0.9% |
74% |
False |
False |
50,014 |
| 80 |
126-30 |
114-22 |
12-08 |
9.9% |
1-00 |
0.8% |
77% |
False |
False |
37,512 |
| 100 |
126-30 |
113-04 |
13-26 |
11.1% |
0-29 |
0.7% |
80% |
False |
False |
30,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-28 |
|
2.618 |
126-22 |
|
1.618 |
125-31 |
|
1.000 |
125-17 |
|
0.618 |
125-08 |
|
HIGH |
124-26 |
|
0.618 |
124-17 |
|
0.500 |
124-14 |
|
0.382 |
124-12 |
|
LOW |
124-03 |
|
0.618 |
123-21 |
|
1.000 |
123-12 |
|
1.618 |
122-30 |
|
2.618 |
122-07 |
|
4.250 |
121-01 |
|
|
| Fisher Pivots for day following 28-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-14 |
124-17 |
| PP |
124-11 |
124-13 |
| S1 |
124-08 |
124-09 |
|