ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 17-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2024 |
17-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
119-03 |
120-10 |
1-07 |
1.0% |
118-23 |
| High |
120-12 |
120-17 |
0-05 |
0.1% |
120-11 |
| Low |
119-03 |
119-27 |
0-24 |
0.6% |
118-01 |
| Close |
120-09 |
120-17 |
0-08 |
0.2% |
119-30 |
| Range |
1-09 |
0-22 |
-0-19 |
-46.3% |
2-10 |
| ATR |
1-09 |
1-07 |
-0-01 |
-3.3% |
0-00 |
| Volume |
463,623 |
437,952 |
-25,671 |
-5.5% |
2,073,486 |
|
| Daily Pivots for day following 17-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-12 |
122-04 |
120-29 |
|
| R3 |
121-22 |
121-14 |
120-23 |
|
| R2 |
121-00 |
121-00 |
120-21 |
|
| R1 |
120-24 |
120-24 |
120-19 |
120-28 |
| PP |
120-10 |
120-10 |
120-10 |
120-12 |
| S1 |
120-02 |
120-02 |
120-15 |
120-06 |
| S2 |
119-20 |
119-20 |
120-13 |
|
| S3 |
118-30 |
119-12 |
120-11 |
|
| S4 |
118-08 |
118-22 |
120-05 |
|
|
| 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 |
120-17 |
118-16 |
2-01 |
1.7% |
1-03 |
0.9% |
100% |
True |
False |
462,992 |
| 10 |
120-17 |
116-19 |
3-30 |
3.3% |
1-04 |
0.9% |
100% |
True |
False |
430,316 |
| 20 |
120-20 |
115-30 |
4-22 |
3.9% |
1-06 |
1.0% |
98% |
False |
False |
458,335 |
| 40 |
120-24 |
114-13 |
6-11 |
5.3% |
1-06 |
1.0% |
97% |
False |
False |
461,741 |
| 60 |
120-24 |
112-29 |
7-27 |
6.5% |
1-04 |
0.9% |
97% |
False |
False |
309,234 |
| 80 |
120-24 |
112-29 |
7-27 |
6.5% |
1-05 |
1.0% |
97% |
False |
False |
231,973 |
| 100 |
122-07 |
112-29 |
9-10 |
7.7% |
1-04 |
0.9% |
82% |
False |
False |
185,583 |
| 120 |
124-06 |
112-29 |
11-09 |
9.4% |
0-31 |
0.8% |
68% |
False |
False |
154,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-14 |
|
2.618 |
122-11 |
|
1.618 |
121-21 |
|
1.000 |
121-07 |
|
0.618 |
120-31 |
|
HIGH |
120-17 |
|
0.618 |
120-09 |
|
0.500 |
120-06 |
|
0.382 |
120-03 |
|
LOW |
119-27 |
|
0.618 |
119-13 |
|
1.000 |
119-05 |
|
1.618 |
118-23 |
|
2.618 |
118-01 |
|
4.250 |
116-30 |
|
|
| Fisher Pivots for day following 17-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-13 |
120-07 |
| PP |
120-10 |
119-30 |
| S1 |
120-06 |
119-20 |
|