ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 10-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2024 |
10-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
118-26 |
118-16 |
-0-10 |
-0.3% |
117-10 |
| High |
118-30 |
118-31 |
0-01 |
0.0% |
118-30 |
| Low |
118-01 |
118-09 |
0-08 |
0.2% |
115-30 |
| Close |
118-14 |
118-24 |
0-10 |
0.3% |
118-26 |
| Range |
0-29 |
0-22 |
-0-07 |
-24.1% |
3-00 |
| ATR |
1-10 |
1-08 |
-0-01 |
-3.4% |
0-00 |
| Volume |
392,622 |
408,495 |
15,873 |
4.0% |
1,996,624 |
|
| Daily Pivots for day following 10-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-23 |
120-14 |
119-04 |
|
| R3 |
120-01 |
119-24 |
118-30 |
|
| R2 |
119-11 |
119-11 |
118-28 |
|
| R1 |
119-02 |
119-02 |
118-26 |
119-06 |
| PP |
118-21 |
118-21 |
118-21 |
118-24 |
| S1 |
118-12 |
118-12 |
118-22 |
118-16 |
| S2 |
117-31 |
117-31 |
118-20 |
|
| S3 |
117-09 |
117-22 |
118-18 |
|
| S4 |
116-19 |
117-00 |
118-12 |
|
|
| 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 |
116-19 |
2-14 |
2.1% |
1-06 |
1.0% |
88% |
False |
False |
397,641 |
| 10 |
120-03 |
115-30 |
4-05 |
3.5% |
1-09 |
1.1% |
68% |
False |
False |
477,495 |
| 20 |
120-24 |
115-30 |
4-26 |
4.1% |
1-08 |
1.1% |
58% |
False |
False |
476,403 |
| 40 |
120-24 |
114-13 |
6-11 |
5.3% |
1-06 |
1.0% |
68% |
False |
False |
405,546 |
| 60 |
120-24 |
112-29 |
7-27 |
6.6% |
1-05 |
1.0% |
75% |
False |
False |
270,670 |
| 80 |
120-24 |
112-29 |
7-27 |
6.6% |
1-04 |
1.0% |
75% |
False |
False |
203,037 |
| 100 |
122-07 |
112-29 |
9-10 |
7.8% |
1-03 |
0.9% |
63% |
False |
False |
162,434 |
| 120 |
124-06 |
112-29 |
11-09 |
9.5% |
0-30 |
0.8% |
52% |
False |
False |
135,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-28 |
|
2.618 |
120-25 |
|
1.618 |
120-03 |
|
1.000 |
119-21 |
|
0.618 |
119-13 |
|
HIGH |
118-31 |
|
0.618 |
118-23 |
|
0.500 |
118-20 |
|
0.382 |
118-17 |
|
LOW |
118-09 |
|
0.618 |
117-27 |
|
1.000 |
117-19 |
|
1.618 |
117-05 |
|
2.618 |
116-15 |
|
4.250 |
115-12 |
|
|
| Fisher Pivots for day following 10-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-23 |
118-22 |
| PP |
118-21 |
118-19 |
| S1 |
118-20 |
118-17 |
|