ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 09-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2024 |
09-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
118-23 |
118-26 |
0-03 |
0.1% |
117-10 |
| High |
119-01 |
118-30 |
-0-03 |
-0.1% |
118-30 |
| Low |
118-05 |
118-01 |
-0-04 |
-0.1% |
115-30 |
| Close |
119-00 |
118-14 |
-0-18 |
-0.5% |
118-26 |
| Range |
0-28 |
0-29 |
0-01 |
3.6% |
3-00 |
| ATR |
1-11 |
1-10 |
-0-01 |
-1.9% |
0-00 |
| Volume |
323,755 |
392,622 |
68,867 |
21.3% |
1,996,624 |
|
| Daily Pivots for day following 09-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-06 |
120-23 |
118-30 |
|
| R3 |
120-09 |
119-26 |
118-22 |
|
| R2 |
119-12 |
119-12 |
118-19 |
|
| R1 |
118-29 |
118-29 |
118-17 |
118-22 |
| PP |
118-15 |
118-15 |
118-15 |
118-12 |
| S1 |
118-00 |
118-00 |
118-11 |
117-25 |
| S2 |
117-18 |
117-18 |
118-09 |
|
| S3 |
116-21 |
117-03 |
118-06 |
|
| S4 |
115-24 |
116-06 |
117-30 |
|
|
| 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 |
119-01 |
116-09 |
2-24 |
2.3% |
1-06 |
1.0% |
78% |
False |
False |
414,226 |
| 10 |
120-20 |
115-30 |
4-22 |
4.0% |
1-10 |
1.1% |
53% |
False |
False |
474,222 |
| 20 |
120-24 |
115-30 |
4-26 |
4.1% |
1-08 |
1.1% |
52% |
False |
False |
472,566 |
| 40 |
120-24 |
114-13 |
6-11 |
5.4% |
1-06 |
1.0% |
64% |
False |
False |
395,435 |
| 60 |
120-24 |
112-29 |
7-27 |
6.6% |
1-05 |
1.0% |
71% |
False |
False |
263,863 |
| 80 |
120-24 |
112-29 |
7-27 |
6.6% |
1-05 |
1.0% |
71% |
False |
False |
197,931 |
| 100 |
122-07 |
112-29 |
9-10 |
7.9% |
1-03 |
0.9% |
59% |
False |
False |
158,349 |
| 120 |
124-06 |
112-29 |
11-09 |
9.5% |
0-30 |
0.8% |
49% |
False |
False |
131,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-25 |
|
2.618 |
121-10 |
|
1.618 |
120-13 |
|
1.000 |
119-27 |
|
0.618 |
119-16 |
|
HIGH |
118-30 |
|
0.618 |
118-19 |
|
0.500 |
118-16 |
|
0.382 |
118-12 |
|
LOW |
118-01 |
|
0.618 |
117-15 |
|
1.000 |
117-04 |
|
1.618 |
116-18 |
|
2.618 |
115-21 |
|
4.250 |
114-06 |
|
|
| Fisher Pivots for day following 09-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-16 |
118-10 |
| PP |
118-15 |
118-06 |
| S1 |
118-14 |
118-02 |
|