ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 13-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2024 |
13-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
123-03 |
123-15 |
0-12 |
0.3% |
125-09 |
| High |
123-19 |
124-08 |
0-21 |
0.5% |
126-30 |
| Low |
122-22 |
123-05 |
0-15 |
0.4% |
121-23 |
| Close |
123-15 |
124-05 |
0-22 |
0.6% |
123-01 |
| Range |
0-29 |
1-03 |
0-06 |
20.7% |
5-07 |
| ATR |
1-12 |
1-12 |
-0-01 |
-1.5% |
0-00 |
| Volume |
2,863 |
11,959 |
9,096 |
317.7% |
25,887 |
|
| Daily Pivots for day following 13-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-04 |
126-24 |
124-24 |
|
| R3 |
126-01 |
125-21 |
124-15 |
|
| R2 |
124-30 |
124-30 |
124-11 |
|
| R1 |
124-18 |
124-18 |
124-08 |
124-24 |
| PP |
123-27 |
123-27 |
123-27 |
123-30 |
| S1 |
123-15 |
123-15 |
124-02 |
123-21 |
| S2 |
122-24 |
122-24 |
123-31 |
|
| S3 |
121-21 |
122-12 |
123-27 |
|
| S4 |
120-18 |
121-09 |
123-18 |
|
|
| 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 |
124-08 |
121-23 |
2-17 |
2.0% |
1-09 |
1.0% |
96% |
True |
False |
6,684 |
| 10 |
126-30 |
120-03 |
6-27 |
5.5% |
1-22 |
1.3% |
59% |
False |
False |
4,602 |
| 20 |
126-30 |
118-01 |
8-29 |
7.2% |
1-09 |
1.0% |
69% |
False |
False |
2,495 |
| 40 |
126-30 |
116-01 |
10-29 |
8.8% |
1-05 |
0.9% |
74% |
False |
False |
1,376 |
| 60 |
126-30 |
114-22 |
12-08 |
9.9% |
1-03 |
0.9% |
77% |
False |
False |
926 |
| 80 |
126-30 |
113-04 |
13-26 |
11.1% |
0-30 |
0.8% |
80% |
False |
False |
695 |
| 100 |
126-30 |
113-04 |
13-26 |
11.1% |
0-26 |
0.6% |
80% |
False |
False |
556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-29 |
|
2.618 |
127-04 |
|
1.618 |
126-01 |
|
1.000 |
125-11 |
|
0.618 |
124-30 |
|
HIGH |
124-08 |
|
0.618 |
123-27 |
|
0.500 |
123-22 |
|
0.382 |
123-18 |
|
LOW |
123-05 |
|
0.618 |
122-15 |
|
1.000 |
122-02 |
|
1.618 |
121-12 |
|
2.618 |
120-09 |
|
4.250 |
118-16 |
|
|
| Fisher Pivots for day following 13-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-00 |
123-27 |
| PP |
123-27 |
123-17 |
| S1 |
123-22 |
123-07 |
|