ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 05-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2024 |
05-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
116-24 |
117-24 |
1-00 |
0.9% |
117-10 |
| High |
118-04 |
118-30 |
0-26 |
0.7% |
118-30 |
| Low |
116-19 |
117-02 |
0-15 |
0.4% |
115-30 |
| Close |
118-00 |
118-26 |
0-26 |
0.7% |
118-26 |
| Range |
1-17 |
1-28 |
0-11 |
22.4% |
3-00 |
| ATR |
1-10 |
1-12 |
0-01 |
2.9% |
0-00 |
| Volume |
406,666 |
456,671 |
50,005 |
12.3% |
1,996,624 |
|
| Daily Pivots for day following 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-29 |
123-07 |
119-27 |
|
| R3 |
122-01 |
121-11 |
119-10 |
|
| R2 |
120-05 |
120-05 |
119-05 |
|
| R1 |
119-15 |
119-15 |
119-00 |
119-26 |
| PP |
118-09 |
118-09 |
118-09 |
118-14 |
| S1 |
117-19 |
117-19 |
118-20 |
117-30 |
| S2 |
116-13 |
116-13 |
118-15 |
|
| S3 |
114-17 |
115-23 |
118-10 |
|
| S4 |
112-21 |
113-27 |
117-25 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-29 |
125-27 |
120-15 |
|
| R3 |
123-29 |
122-27 |
119-20 |
|
| R2 |
120-29 |
120-29 |
119-12 |
|
| R1 |
119-27 |
119-27 |
119-03 |
120-12 |
| PP |
117-29 |
117-29 |
117-29 |
118-05 |
| S1 |
116-27 |
116-27 |
118-17 |
117-12 |
| S2 |
114-29 |
114-29 |
118-08 |
|
| S3 |
111-29 |
113-27 |
118-00 |
|
| S4 |
108-29 |
110-27 |
117-05 |
|
|
| 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% |
1-19 |
1.3% |
78% |
False |
False |
558,810 |
| 10 |
120-20 |
115-30 |
4-22 |
3.9% |
1-09 |
1.1% |
61% |
False |
False |
470,187 |
| 20 |
120-24 |
115-30 |
4-26 |
4.1% |
1-10 |
1.1% |
60% |
False |
False |
479,687 |
| 40 |
120-24 |
114-13 |
6-11 |
5.3% |
1-06 |
1.0% |
69% |
False |
False |
377,645 |
| 60 |
120-24 |
112-29 |
7-27 |
6.6% |
1-07 |
1.0% |
75% |
False |
False |
251,947 |
| 80 |
121-25 |
112-29 |
8-28 |
7.5% |
1-05 |
1.0% |
67% |
False |
False |
188,976 |
| 100 |
122-07 |
112-29 |
9-10 |
7.8% |
1-03 |
0.9% |
63% |
False |
False |
151,185 |
| 120 |
124-06 |
112-29 |
11-09 |
9.5% |
0-29 |
0.8% |
52% |
False |
False |
125,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-29 |
|
2.618 |
123-27 |
|
1.618 |
121-31 |
|
1.000 |
120-26 |
|
0.618 |
120-03 |
|
HIGH |
118-30 |
|
0.618 |
118-07 |
|
0.500 |
118-00 |
|
0.382 |
117-25 |
|
LOW |
117-02 |
|
0.618 |
115-29 |
|
1.000 |
115-06 |
|
1.618 |
114-01 |
|
2.618 |
112-05 |
|
4.250 |
109-03 |
|
|
| Fisher Pivots for day following 05-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-17 |
118-13 |
| PP |
118-09 |
118-00 |
| S1 |
118-00 |
117-20 |
|