ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 06-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2024 |
06-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
125-06 |
125-11 |
0-05 |
0.1% |
119-12 |
| High |
126-27 |
125-14 |
-1-13 |
-1.1% |
125-08 |
| Low |
124-21 |
123-13 |
-1-08 |
-1.0% |
119-10 |
| Close |
125-13 |
123-22 |
-1-23 |
-1.4% |
125-02 |
| Range |
2-06 |
2-01 |
-0-05 |
-7.1% |
5-30 |
| ATR |
1-14 |
1-15 |
0-01 |
3.0% |
0-00 |
| Volume |
944,974 |
614,049 |
-330,925 |
-35.0% |
2,776,645 |
|
| Daily Pivots for day following 06-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-09 |
129-00 |
124-26 |
|
| R3 |
128-08 |
126-31 |
124-08 |
|
| R2 |
126-07 |
126-07 |
124-02 |
|
| R1 |
124-30 |
124-30 |
123-28 |
124-18 |
| PP |
124-06 |
124-06 |
124-06 |
124-00 |
| S1 |
122-29 |
122-29 |
123-16 |
122-17 |
| S2 |
122-05 |
122-05 |
123-10 |
|
| S3 |
120-04 |
120-28 |
123-04 |
|
| S4 |
118-03 |
118-27 |
122-18 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-01 |
138-31 |
128-10 |
|
| R3 |
135-03 |
133-01 |
126-22 |
|
| R2 |
129-05 |
129-05 |
126-05 |
|
| R1 |
127-03 |
127-03 |
125-19 |
128-04 |
| PP |
123-07 |
123-07 |
123-07 |
123-23 |
| S1 |
121-05 |
121-05 |
124-17 |
122-06 |
| S2 |
117-09 |
117-09 |
123-31 |
|
| S3 |
111-11 |
115-07 |
123-14 |
|
| S4 |
105-13 |
109-09 |
121-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-27 |
119-31 |
6-28 |
5.6% |
2-04 |
1.7% |
54% |
False |
False |
738,883 |
| 10 |
126-27 |
117-29 |
8-30 |
7.2% |
1-20 |
1.3% |
65% |
False |
False |
576,256 |
| 20 |
126-27 |
117-29 |
8-30 |
7.2% |
1-10 |
1.0% |
65% |
False |
False |
499,122 |
| 40 |
126-27 |
115-30 |
10-29 |
8.8% |
1-09 |
1.0% |
71% |
False |
False |
485,844 |
| 60 |
126-27 |
114-13 |
12-14 |
10.1% |
1-07 |
1.0% |
75% |
False |
False |
429,998 |
| 80 |
126-27 |
112-29 |
13-30 |
11.3% |
1-06 |
1.0% |
77% |
False |
False |
322,678 |
| 100 |
126-27 |
112-29 |
13-30 |
11.3% |
1-06 |
1.0% |
77% |
False |
False |
258,169 |
| 120 |
126-27 |
112-29 |
13-30 |
11.3% |
1-04 |
0.9% |
77% |
False |
False |
215,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-02 |
|
2.618 |
130-24 |
|
1.618 |
128-23 |
|
1.000 |
127-15 |
|
0.618 |
126-22 |
|
HIGH |
125-14 |
|
0.618 |
124-21 |
|
0.500 |
124-14 |
|
0.382 |
124-06 |
|
LOW |
123-13 |
|
0.618 |
122-05 |
|
1.000 |
121-12 |
|
1.618 |
120-04 |
|
2.618 |
118-03 |
|
4.250 |
114-25 |
|
|
| Fisher Pivots for day following 06-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-14 |
124-18 |
| PP |
124-06 |
124-08 |
| S1 |
123-30 |
123-31 |
|