ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 29-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2024 |
29-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
124-17 |
124-10 |
-0-07 |
-0.2% |
123-29 |
| High |
124-26 |
124-20 |
-0-06 |
-0.2% |
125-23 |
| Low |
124-03 |
123-12 |
-0-23 |
-0.6% |
123-21 |
| Close |
124-05 |
123-25 |
-0-12 |
-0.3% |
124-25 |
| Range |
0-23 |
1-08 |
0-17 |
73.9% |
2-02 |
| ATR |
1-06 |
1-06 |
0-00 |
0.4% |
0-00 |
| Volume |
433,889 |
417,874 |
-16,015 |
-3.7% |
980,106 |
|
| Daily Pivots for day following 29-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-22 |
126-31 |
124-15 |
|
| R3 |
126-14 |
125-23 |
124-04 |
|
| R2 |
125-06 |
125-06 |
124-00 |
|
| R1 |
124-15 |
124-15 |
123-29 |
124-06 |
| PP |
123-30 |
123-30 |
123-30 |
123-25 |
| S1 |
123-07 |
123-07 |
123-21 |
122-30 |
| S2 |
122-22 |
122-22 |
123-18 |
|
| S3 |
121-14 |
121-31 |
123-14 |
|
| S4 |
120-06 |
120-23 |
123-03 |
|
|
| 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 |
125-08 |
123-12 |
1-28 |
1.5% |
0-30 |
0.8% |
22% |
False |
True |
550,857 |
| 10 |
125-23 |
123-12 |
2-11 |
1.9% |
1-00 |
0.8% |
17% |
False |
True |
333,583 |
| 20 |
126-30 |
121-23 |
5-07 |
4.2% |
1-10 |
1.1% |
40% |
False |
False |
170,369 |
| 40 |
126-30 |
117-19 |
9-11 |
7.5% |
1-05 |
0.9% |
66% |
False |
False |
85,430 |
| 60 |
126-30 |
116-01 |
10-29 |
8.8% |
1-04 |
0.9% |
71% |
False |
False |
56,978 |
| 80 |
126-30 |
114-22 |
12-08 |
9.9% |
1-01 |
0.8% |
74% |
False |
False |
42,736 |
| 100 |
126-30 |
113-04 |
13-26 |
11.2% |
0-29 |
0.7% |
77% |
False |
False |
34,189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-30 |
|
2.618 |
127-29 |
|
1.618 |
126-21 |
|
1.000 |
125-28 |
|
0.618 |
125-13 |
|
HIGH |
124-20 |
|
0.618 |
124-05 |
|
0.500 |
124-00 |
|
0.382 |
123-27 |
|
LOW |
123-12 |
|
0.618 |
122-19 |
|
1.000 |
122-04 |
|
1.618 |
121-11 |
|
2.618 |
120-03 |
|
4.250 |
118-02 |
|
|
| Fisher Pivots for day following 29-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-00 |
124-04 |
| PP |
123-30 |
124-00 |
| S1 |
123-27 |
123-28 |
|