ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 01-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2024 |
01-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
119-10 |
117-10 |
-2-00 |
-1.7% |
119-23 |
| High |
119-20 |
117-18 |
-2-02 |
-1.7% |
120-20 |
| Low |
117-14 |
115-30 |
-1-16 |
-1.3% |
117-14 |
| Close |
118-10 |
116-03 |
-2-07 |
-1.9% |
118-10 |
| Range |
2-06 |
1-20 |
-0-18 |
-25.7% |
3-06 |
| ATR |
1-08 |
1-11 |
0-03 |
6.3% |
0-00 |
| Volume |
797,426 |
641,867 |
-155,559 |
-19.5% |
2,360,540 |
|
| Daily Pivots for day following 01-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-13 |
120-12 |
117-00 |
|
| R3 |
119-25 |
118-24 |
116-17 |
|
| R2 |
118-05 |
118-05 |
116-13 |
|
| R1 |
117-04 |
117-04 |
116-08 |
116-26 |
| PP |
116-17 |
116-17 |
116-17 |
116-12 |
| S1 |
115-16 |
115-16 |
115-30 |
115-06 |
| S2 |
114-29 |
114-29 |
115-25 |
|
| S3 |
113-09 |
113-28 |
115-21 |
|
| S4 |
111-21 |
112-08 |
115-06 |
|
|
| Weekly Pivots for week ending 28-Jun-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-11 |
126-17 |
120-02 |
|
| R3 |
125-05 |
123-11 |
119-06 |
|
| R2 |
121-31 |
121-31 |
118-29 |
|
| R1 |
120-05 |
120-05 |
118-19 |
119-15 |
| PP |
118-25 |
118-25 |
118-25 |
118-14 |
| S1 |
116-31 |
116-31 |
118-01 |
116-09 |
| S2 |
115-19 |
115-19 |
117-23 |
|
| S3 |
112-13 |
113-25 |
117-14 |
|
| S4 |
109-07 |
110-19 |
116-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-20 |
115-30 |
4-22 |
4.0% |
1-13 |
1.2% |
3% |
False |
True |
534,217 |
| 10 |
120-20 |
115-30 |
4-22 |
4.0% |
1-08 |
1.1% |
3% |
False |
True |
484,285 |
| 20 |
120-24 |
115-30 |
4-26 |
4.1% |
1-10 |
1.1% |
3% |
False |
True |
480,120 |
| 40 |
120-24 |
114-13 |
6-11 |
5.5% |
1-06 |
1.0% |
27% |
False |
False |
343,881 |
| 60 |
120-24 |
112-29 |
7-27 |
6.8% |
1-06 |
1.0% |
41% |
False |
False |
229,377 |
| 80 |
122-07 |
112-29 |
9-10 |
8.0% |
1-04 |
1.0% |
34% |
False |
False |
172,043 |
| 100 |
122-07 |
112-29 |
9-10 |
8.0% |
1-01 |
0.9% |
34% |
False |
False |
137,637 |
| 120 |
124-06 |
112-29 |
11-09 |
9.7% |
0-28 |
0.8% |
28% |
False |
False |
114,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-15 |
|
2.618 |
121-26 |
|
1.618 |
120-06 |
|
1.000 |
119-06 |
|
0.618 |
118-18 |
|
HIGH |
117-18 |
|
0.618 |
116-30 |
|
0.500 |
116-24 |
|
0.382 |
116-18 |
|
LOW |
115-30 |
|
0.618 |
114-30 |
|
1.000 |
114-10 |
|
1.618 |
113-10 |
|
2.618 |
111-22 |
|
4.250 |
109-01 |
|
|
| Fisher Pivots for day following 01-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-24 |
117-25 |
| PP |
116-17 |
117-07 |
| S1 |
116-10 |
116-21 |
|