ECBOT 30 Year Treasury Bond Future December 2024


Trading Metrics calculated at close of trading on 30-Aug-2024
Day Change Summary
Previous Current
29-Aug-2024 30-Aug-2024 Change Change % Previous Week
Open 124-10 123-30 -0-12 -0.3% 124-28
High 124-20 124-04 -0-16 -0.4% 125-08
Low 123-12 122-21 -0-23 -0.6% 122-21
Close 123-25 123-04 -0-21 -0.5% 123-04
Range 1-08 1-15 0-07 17.5% 2-19
ATR 1-06 1-07 0-01 1.7% 0-00
Volume 417,874 619,832 201,958 48.3% 2,962,288
Daily Pivots for day following 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 127-23 126-28 123-30
R3 126-08 125-13 123-17
R2 124-25 124-25 123-13
R1 123-30 123-30 123-08 123-20
PP 123-10 123-10 123-10 123-04
S1 122-15 122-15 123-00 122-05
S2 121-27 121-27 122-27
S3 120-12 121-00 122-23
S4 118-29 119-17 122-10
Weekly Pivots for week ending 30-Aug-2024
Classic Woodie Camarilla DeMark
R4 131-15 129-28 124-18
R3 128-28 127-09 123-27
R2 126-09 126-09 123-19
R1 124-22 124-22 123-12 124-06
PP 123-22 123-22 123-22 123-14
S1 122-03 122-03 122-28 121-19
S2 121-03 121-03 122-21
S3 118-16 119-16 122-13
S4 115-29 116-29 121-22
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-08 122-21 2-19 2.1% 1-01 0.8% 18% False True 592,457
10 125-23 122-21 3-02 2.5% 1-02 0.9% 15% False True 394,239
20 126-30 121-23 5-07 4.2% 1-08 1.0% 27% False False 201,189
40 126-30 118-01 8-29 7.2% 1-05 0.9% 57% False False 100,924
60 126-30 116-01 10-29 8.9% 1-05 0.9% 65% False False 67,308
80 126-30 114-22 12-08 9.9% 1-01 0.8% 69% False False 50,483
100 126-30 113-04 13-26 11.2% 0-29 0.7% 72% False False 40,387
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-08
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 130-12
2.618 127-31
1.618 126-16
1.000 125-19
0.618 125-01
HIGH 124-04
0.618 123-18
0.500 123-12
0.382 123-07
LOW 122-21
0.618 121-24
1.000 121-06
1.618 120-09
2.618 118-26
4.250 116-13
Fisher Pivots for day following 30-Aug-2024
Pivot 1 day 3 day
R1 123-12 123-24
PP 123-10 123-17
S1 123-07 123-10

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

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