ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 18-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2024 |
18-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
120-10 |
120-10 |
0-00 |
0.0% |
118-23 |
| High |
120-17 |
120-11 |
-0-06 |
-0.2% |
120-11 |
| Low |
119-27 |
119-19 |
-0-08 |
-0.2% |
118-01 |
| Close |
120-17 |
119-26 |
-0-23 |
-0.6% |
119-30 |
| Range |
0-22 |
0-24 |
0-02 |
9.1% |
2-10 |
| ATR |
1-07 |
1-07 |
-0-01 |
-1.7% |
0-00 |
| Volume |
437,952 |
406,526 |
-31,426 |
-7.2% |
2,073,486 |
|
| Daily Pivots for day following 18-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-05 |
121-24 |
120-07 |
|
| R3 |
121-13 |
121-00 |
120-01 |
|
| R2 |
120-21 |
120-21 |
119-30 |
|
| R1 |
120-08 |
120-08 |
119-28 |
120-02 |
| PP |
119-29 |
119-29 |
119-29 |
119-27 |
| S1 |
119-16 |
119-16 |
119-24 |
119-10 |
| S2 |
119-05 |
119-05 |
119-22 |
|
| S3 |
118-13 |
118-24 |
119-19 |
|
| S4 |
117-21 |
118-00 |
119-13 |
|
|
| 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 |
118-23 |
1-26 |
1.5% |
0-28 |
0.7% |
60% |
False |
False |
430,632 |
| 10 |
120-17 |
117-02 |
3-15 |
2.9% |
1-02 |
0.9% |
79% |
False |
False |
430,302 |
| 20 |
120-20 |
115-30 |
4-22 |
3.9% |
1-05 |
1.0% |
83% |
False |
False |
451,350 |
| 40 |
120-24 |
114-13 |
6-11 |
5.3% |
1-07 |
1.0% |
85% |
False |
False |
471,187 |
| 60 |
120-24 |
112-29 |
7-27 |
6.5% |
1-04 |
0.9% |
88% |
False |
False |
316,008 |
| 80 |
120-24 |
112-29 |
7-27 |
6.5% |
1-05 |
1.0% |
88% |
False |
False |
237,054 |
| 100 |
122-07 |
112-29 |
9-10 |
7.8% |
1-04 |
0.9% |
74% |
False |
False |
189,648 |
| 120 |
124-06 |
112-29 |
11-09 |
9.4% |
0-31 |
0.8% |
61% |
False |
False |
158,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-17 |
|
2.618 |
122-10 |
|
1.618 |
121-18 |
|
1.000 |
121-03 |
|
0.618 |
120-26 |
|
HIGH |
120-11 |
|
0.618 |
120-02 |
|
0.500 |
119-31 |
|
0.382 |
119-28 |
|
LOW |
119-19 |
|
0.618 |
119-04 |
|
1.000 |
118-27 |
|
1.618 |
118-12 |
|
2.618 |
117-20 |
|
4.250 |
116-13 |
|
|
| Fisher Pivots for day following 18-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-31 |
119-26 |
| PP |
119-29 |
119-26 |
| S1 |
119-28 |
119-26 |
|