ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 19-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2024 |
19-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
120-10 |
119-21 |
-0-21 |
-0.5% |
119-12 |
| High |
120-11 |
119-29 |
-0-14 |
-0.4% |
120-17 |
| Low |
119-19 |
118-31 |
-0-20 |
-0.5% |
118-23 |
| Close |
119-26 |
119-04 |
-0-22 |
-0.6% |
119-04 |
| Range |
0-24 |
0-30 |
0-06 |
25.0% |
1-26 |
| ATR |
1-07 |
1-06 |
-0-01 |
-1.6% |
0-00 |
| Volume |
406,526 |
326,006 |
-80,520 |
-19.8% |
2,098,878 |
|
| Daily Pivots for day following 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-05 |
121-18 |
119-20 |
|
| R3 |
121-07 |
120-20 |
119-12 |
|
| R2 |
120-09 |
120-09 |
119-10 |
|
| R1 |
119-22 |
119-22 |
119-07 |
119-16 |
| PP |
119-11 |
119-11 |
119-11 |
119-08 |
| S1 |
118-24 |
118-24 |
119-01 |
118-18 |
| S2 |
118-13 |
118-13 |
118-30 |
|
| S3 |
117-15 |
117-26 |
118-28 |
|
| S4 |
116-17 |
116-28 |
118-20 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-29 |
123-26 |
120-04 |
|
| R3 |
123-03 |
122-00 |
119-20 |
|
| R2 |
121-09 |
121-09 |
119-15 |
|
| R1 |
120-06 |
120-06 |
119-09 |
119-26 |
| PP |
119-15 |
119-15 |
119-15 |
119-09 |
| S1 |
118-12 |
118-12 |
118-31 |
118-00 |
| S2 |
117-21 |
117-21 |
118-25 |
|
| S3 |
115-27 |
116-18 |
118-20 |
|
| S4 |
114-01 |
114-24 |
118-04 |
|
|
| 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% |
0-29 |
0.8% |
22% |
False |
False |
419,775 |
| 10 |
120-17 |
118-01 |
2-16 |
2.1% |
0-31 |
0.8% |
44% |
False |
False |
417,236 |
| 20 |
120-20 |
115-30 |
4-22 |
3.9% |
1-04 |
0.9% |
68% |
False |
False |
443,712 |
| 40 |
120-24 |
114-13 |
6-11 |
5.3% |
1-07 |
1.0% |
74% |
False |
False |
476,171 |
| 60 |
120-24 |
112-29 |
7-27 |
6.6% |
1-04 |
1.0% |
79% |
False |
False |
321,437 |
| 80 |
120-24 |
112-29 |
7-27 |
6.6% |
1-05 |
1.0% |
79% |
False |
False |
241,128 |
| 100 |
122-07 |
112-29 |
9-10 |
7.8% |
1-04 |
0.9% |
67% |
False |
False |
192,908 |
| 120 |
124-06 |
112-29 |
11-09 |
9.5% |
1-00 |
0.8% |
55% |
False |
False |
160,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-28 |
|
2.618 |
122-12 |
|
1.618 |
121-14 |
|
1.000 |
120-27 |
|
0.618 |
120-16 |
|
HIGH |
119-29 |
|
0.618 |
119-18 |
|
0.500 |
119-14 |
|
0.382 |
119-10 |
|
LOW |
118-31 |
|
0.618 |
118-12 |
|
1.000 |
118-01 |
|
1.618 |
117-14 |
|
2.618 |
116-16 |
|
4.250 |
115-00 |
|
|
| Fisher Pivots for day following 19-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-14 |
119-24 |
| PP |
119-11 |
119-17 |
| S1 |
119-07 |
119-11 |
|