ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 03-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2024 |
03-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
116-12 |
116-24 |
0-12 |
0.3% |
119-23 |
| High |
117-01 |
118-04 |
1-03 |
0.9% |
120-20 |
| Low |
116-09 |
116-19 |
0-10 |
0.3% |
117-14 |
| Close |
116-21 |
118-00 |
1-11 |
1.2% |
118-10 |
| Range |
0-24 |
1-17 |
0-25 |
104.2% |
3-06 |
| ATR |
1-10 |
1-10 |
0-01 |
1.2% |
0-00 |
| Volume |
491,420 |
406,666 |
-84,754 |
-17.2% |
2,360,540 |
|
| Daily Pivots for day following 03-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-05 |
121-20 |
118-27 |
|
| R3 |
120-20 |
120-03 |
118-13 |
|
| R2 |
119-03 |
119-03 |
118-09 |
|
| R1 |
118-18 |
118-18 |
118-04 |
118-26 |
| PP |
117-18 |
117-18 |
117-18 |
117-23 |
| S1 |
117-01 |
117-01 |
117-28 |
117-10 |
| S2 |
116-01 |
116-01 |
117-23 |
|
| S3 |
114-16 |
115-16 |
117-19 |
|
| S4 |
112-31 |
113-31 |
117-05 |
|
|
| 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 |
119-20 |
115-30 |
3-22 |
3.1% |
1-14 |
1.2% |
56% |
False |
False |
554,478 |
| 10 |
120-20 |
115-30 |
4-22 |
4.0% |
1-08 |
1.0% |
44% |
False |
False |
472,397 |
| 20 |
120-24 |
115-30 |
4-26 |
4.1% |
1-09 |
1.1% |
43% |
False |
False |
480,122 |
| 40 |
120-24 |
114-13 |
6-11 |
5.4% |
1-06 |
1.0% |
57% |
False |
False |
366,298 |
| 60 |
120-24 |
112-29 |
7-27 |
6.6% |
1-06 |
1.0% |
65% |
False |
False |
244,338 |
| 80 |
122-01 |
112-29 |
9-04 |
7.7% |
1-04 |
1.0% |
56% |
False |
False |
183,268 |
| 100 |
122-07 |
112-29 |
9-10 |
7.9% |
1-02 |
0.9% |
55% |
False |
False |
146,618 |
| 120 |
124-06 |
112-29 |
11-09 |
9.6% |
0-29 |
0.8% |
45% |
False |
False |
122,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-20 |
|
2.618 |
122-04 |
|
1.618 |
120-19 |
|
1.000 |
119-21 |
|
0.618 |
119-02 |
|
HIGH |
118-04 |
|
0.618 |
117-17 |
|
0.500 |
117-12 |
|
0.382 |
117-06 |
|
LOW |
116-19 |
|
0.618 |
115-21 |
|
1.000 |
115-02 |
|
1.618 |
114-04 |
|
2.618 |
112-19 |
|
4.250 |
110-03 |
|
|
| Fisher Pivots for day following 03-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-25 |
117-22 |
| PP |
117-18 |
117-11 |
| S1 |
117-12 |
117-01 |
|