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 |
|
|
|
| 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 |
|