ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 02-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2024 |
02-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
117-10 |
116-12 |
-0-30 |
-0.8% |
119-23 |
| High |
117-18 |
117-01 |
-0-17 |
-0.5% |
120-20 |
| Low |
115-30 |
116-09 |
0-11 |
0.3% |
117-14 |
| Close |
116-03 |
116-21 |
0-18 |
0.5% |
118-10 |
| Range |
1-20 |
0-24 |
-0-28 |
-53.8% |
3-06 |
| ATR |
1-11 |
1-10 |
-0-01 |
-2.1% |
0-00 |
| Volume |
641,867 |
491,420 |
-150,447 |
-23.4% |
2,360,540 |
|
| Daily Pivots for day following 02-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-29 |
118-17 |
117-02 |
|
| R3 |
118-05 |
117-25 |
116-28 |
|
| R2 |
117-13 |
117-13 |
116-25 |
|
| R1 |
117-01 |
117-01 |
116-23 |
117-07 |
| PP |
116-21 |
116-21 |
116-21 |
116-24 |
| S1 |
116-09 |
116-09 |
116-19 |
116-15 |
| S2 |
115-29 |
115-29 |
116-17 |
|
| S3 |
115-05 |
115-17 |
116-14 |
|
| S4 |
114-13 |
114-25 |
116-08 |
|
|
| 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 |
120-03 |
115-30 |
4-05 |
3.6% |
1-13 |
1.2% |
17% |
False |
False |
557,349 |
| 10 |
120-20 |
115-30 |
4-22 |
4.0% |
1-07 |
1.0% |
15% |
False |
False |
486,354 |
| 20 |
120-24 |
115-30 |
4-26 |
4.1% |
1-09 |
1.1% |
15% |
False |
False |
481,485 |
| 40 |
120-24 |
114-13 |
6-11 |
5.4% |
1-05 |
1.0% |
35% |
False |
False |
356,148 |
| 60 |
120-24 |
112-29 |
7-27 |
6.7% |
1-06 |
1.0% |
48% |
False |
False |
237,565 |
| 80 |
122-02 |
112-29 |
9-05 |
7.8% |
1-04 |
1.0% |
41% |
False |
False |
178,185 |
| 100 |
122-07 |
112-29 |
9-10 |
8.0% |
1-02 |
0.9% |
40% |
False |
False |
142,552 |
| 120 |
124-06 |
112-29 |
11-09 |
9.7% |
0-28 |
0.8% |
33% |
False |
False |
118,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-07 |
|
2.618 |
119-00 |
|
1.618 |
118-08 |
|
1.000 |
117-25 |
|
0.618 |
117-16 |
|
HIGH |
117-01 |
|
0.618 |
116-24 |
|
0.500 |
116-21 |
|
0.382 |
116-18 |
|
LOW |
116-09 |
|
0.618 |
115-26 |
|
1.000 |
115-17 |
|
1.618 |
115-02 |
|
2.618 |
114-10 |
|
4.250 |
113-03 |
|
|
| Fisher Pivots for day following 02-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-21 |
117-25 |
| PP |
116-21 |
117-13 |
| S1 |
116-21 |
117-01 |
|