ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 12-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2024 |
12-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
118-21 |
119-20 |
0-31 |
0.8% |
118-23 |
| High |
120-11 |
120-01 |
-0-10 |
-0.3% |
120-11 |
| Low |
118-16 |
119-06 |
0-22 |
0.6% |
118-01 |
| Close |
119-27 |
119-30 |
0-03 |
0.1% |
119-30 |
| Range |
1-27 |
0-27 |
-1-00 |
-54.2% |
2-10 |
| ATR |
1-10 |
1-09 |
-0-01 |
-2.5% |
0-00 |
| Volume |
568,326 |
380,288 |
-188,038 |
-33.1% |
2,073,486 |
|
| Daily Pivots for day following 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-08 |
121-30 |
120-13 |
|
| R3 |
121-13 |
121-03 |
120-05 |
|
| R2 |
120-18 |
120-18 |
120-03 |
|
| R1 |
120-08 |
120-08 |
120-00 |
120-13 |
| PP |
119-23 |
119-23 |
119-23 |
119-26 |
| S1 |
119-13 |
119-13 |
119-28 |
119-18 |
| S2 |
118-28 |
118-28 |
119-25 |
|
| S3 |
118-01 |
118-18 |
119-23 |
|
| S4 |
117-06 |
117-23 |
119-15 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-12 |
125-15 |
121-07 |
|
| R3 |
124-02 |
123-05 |
120-18 |
|
| R2 |
121-24 |
121-24 |
120-12 |
|
| R1 |
120-27 |
120-27 |
120-05 |
121-10 |
| PP |
119-14 |
119-14 |
119-14 |
119-21 |
| S1 |
118-17 |
118-17 |
119-23 |
119-00 |
| S2 |
117-04 |
117-04 |
119-16 |
|
| S3 |
114-26 |
116-07 |
119-10 |
|
| S4 |
112-16 |
113-29 |
118-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-11 |
118-01 |
2-10 |
1.9% |
1-01 |
0.9% |
82% |
False |
False |
414,697 |
| 10 |
120-11 |
115-30 |
4-13 |
3.7% |
1-10 |
1.1% |
91% |
False |
False |
486,753 |
| 20 |
120-24 |
115-30 |
4-26 |
4.0% |
1-07 |
1.0% |
83% |
False |
False |
472,067 |
| 40 |
120-24 |
114-13 |
6-11 |
5.3% |
1-07 |
1.0% |
87% |
False |
False |
428,765 |
| 60 |
120-24 |
112-29 |
7-27 |
6.5% |
1-05 |
1.0% |
90% |
False |
False |
286,467 |
| 80 |
120-24 |
112-29 |
7-27 |
6.5% |
1-05 |
1.0% |
90% |
False |
False |
214,894 |
| 100 |
122-07 |
112-29 |
9-10 |
7.8% |
1-03 |
0.9% |
76% |
False |
False |
171,920 |
| 120 |
124-06 |
112-29 |
11-09 |
9.4% |
0-31 |
0.8% |
62% |
False |
False |
143,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-20 |
|
2.618 |
122-08 |
|
1.618 |
121-13 |
|
1.000 |
120-28 |
|
0.618 |
120-18 |
|
HIGH |
120-01 |
|
0.618 |
119-23 |
|
0.500 |
119-20 |
|
0.382 |
119-16 |
|
LOW |
119-06 |
|
0.618 |
118-21 |
|
1.000 |
118-11 |
|
1.618 |
117-26 |
|
2.618 |
116-31 |
|
4.250 |
115-19 |
|
|
| Fisher Pivots for day following 12-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-26 |
119-23 |
| PP |
119-23 |
119-17 |
| S1 |
119-20 |
119-10 |
|