Better yet, it should points to the last read post/last new post. For example, if a thread has 12 posts and you scrolled to the end, the next time you checked it has 24 posts, the link should point to post #13 (with anchor ofc)
The last read post marker should be a separate link and only applied to threads the user has opened, but I'll agree that it would be useful as well.
Here's an example from Something Awful: the first thread hasn't been opened, the second one has no new posts and the third one has 195 new posts since last read. The X removes the marker.