ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 09-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2024 |
09-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
122-24 |
122-09 |
-0-15 |
-0.4% |
125-09 |
| High |
123-16 |
123-10 |
-0-06 |
-0.2% |
126-30 |
| Low |
121-23 |
122-06 |
0-15 |
0.4% |
121-23 |
| Close |
122-04 |
123-01 |
0-29 |
0.7% |
123-01 |
| Range |
1-25 |
1-04 |
-0-21 |
-36.8% |
5-07 |
| ATR |
1-14 |
1-13 |
-0-01 |
-1.2% |
0-00 |
| Volume |
4,687 |
8,693 |
4,006 |
85.5% |
25,887 |
|
| Daily Pivots for day following 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-07 |
125-24 |
123-21 |
|
| R3 |
125-03 |
124-20 |
123-11 |
|
| R2 |
123-31 |
123-31 |
123-08 |
|
| R1 |
123-16 |
123-16 |
123-04 |
123-24 |
| PP |
122-27 |
122-27 |
122-27 |
122-31 |
| S1 |
122-12 |
122-12 |
122-30 |
122-20 |
| S2 |
121-23 |
121-23 |
122-26 |
|
| S3 |
120-19 |
121-08 |
122-23 |
|
| S4 |
119-15 |
120-04 |
122-13 |
|
|
| Weekly Pivots for week ending 09-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-18 |
136-16 |
125-29 |
|
| R3 |
134-11 |
131-09 |
124-15 |
|
| R2 |
129-04 |
129-04 |
124-00 |
|
| R1 |
126-02 |
126-02 |
123-16 |
125-00 |
| PP |
123-29 |
123-29 |
123-29 |
123-11 |
| S1 |
120-27 |
120-27 |
122-18 |
119-24 |
| S2 |
118-22 |
118-22 |
122-02 |
|
| S3 |
113-15 |
115-20 |
121-19 |
|
| S4 |
108-08 |
110-13 |
120-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
126-30 |
121-23 |
5-07 |
4.2% |
1-23 |
1.4% |
25% |
False |
False |
5,177 |
| 10 |
126-30 |
119-15 |
7-15 |
6.1% |
1-20 |
1.3% |
48% |
False |
False |
3,197 |
| 20 |
126-30 |
118-01 |
8-29 |
7.2% |
1-09 |
1.1% |
56% |
False |
False |
1,824 |
| 40 |
126-30 |
116-01 |
10-29 |
8.9% |
1-06 |
1.0% |
64% |
False |
False |
1,009 |
| 60 |
126-30 |
114-22 |
12-08 |
10.0% |
1-02 |
0.9% |
68% |
False |
False |
680 |
| 80 |
126-30 |
113-04 |
13-26 |
11.2% |
0-30 |
0.8% |
72% |
False |
False |
510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-03 |
|
2.618 |
126-08 |
|
1.618 |
125-04 |
|
1.000 |
124-14 |
|
0.618 |
124-00 |
|
HIGH |
123-10 |
|
0.618 |
122-28 |
|
0.500 |
122-24 |
|
0.382 |
122-20 |
|
LOW |
122-06 |
|
0.618 |
121-16 |
|
1.000 |
121-02 |
|
1.618 |
120-12 |
|
2.618 |
119-08 |
|
4.250 |
117-13 |
|
|
| Fisher Pivots for day following 09-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
122-30 |
122-31 |
| PP |
122-27 |
122-29 |
| S1 |
122-24 |
122-27 |
|