ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 16-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2024 |
16-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
119-12 |
119-03 |
-0-09 |
-0.2% |
118-23 |
| High |
119-18 |
120-12 |
0-26 |
0.7% |
120-11 |
| Low |
118-23 |
119-03 |
0-12 |
0.3% |
118-01 |
| Close |
119-06 |
120-09 |
1-03 |
0.9% |
119-30 |
| Range |
0-27 |
1-09 |
0-14 |
51.9% |
2-10 |
| ATR |
1-09 |
1-09 |
0-00 |
0.1% |
0-00 |
| Volume |
464,771 |
463,623 |
-1,148 |
-0.2% |
2,073,486 |
|
| Daily Pivots for day following 16-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-24 |
123-10 |
121-00 |
|
| R3 |
122-15 |
122-01 |
120-20 |
|
| R2 |
121-06 |
121-06 |
120-17 |
|
| R1 |
120-24 |
120-24 |
120-13 |
120-31 |
| PP |
119-29 |
119-29 |
119-29 |
120-01 |
| S1 |
119-15 |
119-15 |
120-05 |
119-22 |
| S2 |
118-20 |
118-20 |
120-01 |
|
| S3 |
117-11 |
118-06 |
119-30 |
|
| S4 |
116-02 |
116-29 |
119-18 |
|
|
| 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 |
120-12 |
118-09 |
2-03 |
1.7% |
1-03 |
0.9% |
96% |
True |
False |
457,100 |
| 10 |
120-12 |
116-09 |
4-03 |
3.4% |
1-05 |
1.0% |
98% |
True |
False |
435,663 |
| 20 |
120-20 |
115-30 |
4-22 |
3.9% |
1-06 |
1.0% |
93% |
False |
False |
459,974 |
| 40 |
120-24 |
114-13 |
6-11 |
5.3% |
1-07 |
1.0% |
93% |
False |
False |
451,097 |
| 60 |
120-24 |
112-29 |
7-27 |
6.5% |
1-05 |
1.0% |
94% |
False |
False |
301,938 |
| 80 |
120-24 |
112-29 |
7-27 |
6.5% |
1-05 |
1.0% |
94% |
False |
False |
226,499 |
| 100 |
122-07 |
112-29 |
9-10 |
7.7% |
1-04 |
0.9% |
79% |
False |
False |
181,203 |
| 120 |
124-06 |
112-29 |
11-09 |
9.4% |
0-31 |
0.8% |
65% |
False |
False |
151,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-26 |
|
2.618 |
123-23 |
|
1.618 |
122-14 |
|
1.000 |
121-21 |
|
0.618 |
121-05 |
|
HIGH |
120-12 |
|
0.618 |
119-28 |
|
0.500 |
119-24 |
|
0.382 |
119-19 |
|
LOW |
119-03 |
|
0.618 |
118-10 |
|
1.000 |
117-26 |
|
1.618 |
117-01 |
|
2.618 |
115-24 |
|
4.250 |
113-21 |
|
|
| Fisher Pivots for day following 16-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-03 |
120-01 |
| PP |
119-29 |
119-25 |
| S1 |
119-24 |
119-18 |
|