ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 15-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
119-20 |
119-12 |
-0-08 |
-0.2% |
118-23 |
| High |
120-01 |
119-18 |
-0-15 |
-0.4% |
120-11 |
| Low |
119-06 |
118-23 |
-0-15 |
-0.4% |
118-01 |
| Close |
119-30 |
119-06 |
-0-24 |
-0.6% |
119-30 |
| Range |
0-27 |
0-27 |
0-00 |
0.0% |
2-10 |
| ATR |
1-09 |
1-09 |
0-00 |
-0.3% |
0-00 |
| Volume |
380,288 |
464,771 |
84,483 |
22.2% |
2,073,486 |
|
| Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-22 |
121-09 |
119-21 |
|
| R3 |
120-27 |
120-14 |
119-13 |
|
| R2 |
120-00 |
120-00 |
119-11 |
|
| R1 |
119-19 |
119-19 |
119-08 |
119-12 |
| PP |
119-05 |
119-05 |
119-05 |
119-02 |
| S1 |
118-24 |
118-24 |
119-04 |
118-17 |
| S2 |
118-10 |
118-10 |
119-01 |
|
| S3 |
117-15 |
117-29 |
118-31 |
|
| S4 |
116-20 |
117-02 |
118-23 |
|
|
| 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% |
50% |
False |
False |
442,900 |
| 10 |
120-11 |
115-30 |
4-13 |
3.7% |
1-06 |
1.0% |
74% |
False |
False |
453,488 |
| 20 |
120-24 |
115-30 |
4-26 |
4.0% |
1-06 |
1.0% |
68% |
False |
False |
467,554 |
| 40 |
120-24 |
114-13 |
6-11 |
5.3% |
1-06 |
1.0% |
75% |
False |
False |
439,690 |
| 60 |
120-24 |
112-29 |
7-27 |
6.6% |
1-05 |
1.0% |
80% |
False |
False |
294,212 |
| 80 |
120-24 |
112-29 |
7-27 |
6.6% |
1-05 |
1.0% |
80% |
False |
False |
220,704 |
| 100 |
122-07 |
112-29 |
9-10 |
7.8% |
1-04 |
0.9% |
67% |
False |
False |
176,567 |
| 120 |
124-06 |
112-29 |
11-09 |
9.5% |
0-31 |
0.8% |
56% |
False |
False |
147,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-05 |
|
2.618 |
121-25 |
|
1.618 |
120-30 |
|
1.000 |
120-13 |
|
0.618 |
120-03 |
|
HIGH |
119-18 |
|
0.618 |
119-08 |
|
0.500 |
119-04 |
|
0.382 |
119-01 |
|
LOW |
118-23 |
|
0.618 |
118-06 |
|
1.000 |
117-28 |
|
1.618 |
117-11 |
|
2.618 |
116-16 |
|
4.250 |
115-04 |
|
|
| Fisher Pivots for day following 15-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-06 |
119-14 |
| PP |
119-05 |
119-11 |
| S1 |
119-04 |
119-08 |
|