ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 23-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2024 |
23-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
119-15 |
118-28 |
-0-19 |
-0.5% |
119-12 |
| High |
119-24 |
119-11 |
-0-13 |
-0.3% |
120-17 |
| Low |
118-15 |
118-25 |
0-10 |
0.3% |
118-23 |
| Close |
118-25 |
119-01 |
0-08 |
0.2% |
119-04 |
| Range |
1-09 |
0-18 |
-0-23 |
-56.1% |
1-26 |
| ATR |
1-06 |
1-05 |
-0-01 |
-3.8% |
0-00 |
| Volume |
402,077 |
361,821 |
-40,256 |
-10.0% |
2,098,878 |
|
| Daily Pivots for day following 23-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-24 |
120-14 |
119-11 |
|
| R3 |
120-06 |
119-28 |
119-06 |
|
| R2 |
119-20 |
119-20 |
119-04 |
|
| R1 |
119-10 |
119-10 |
119-03 |
119-15 |
| PP |
119-02 |
119-02 |
119-02 |
119-04 |
| S1 |
118-24 |
118-24 |
118-31 |
118-29 |
| S2 |
118-16 |
118-16 |
118-30 |
|
| S3 |
117-30 |
118-06 |
118-28 |
|
| S4 |
117-12 |
117-20 |
118-23 |
|
|
| 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 |
118-15 |
2-02 |
1.7% |
0-27 |
0.7% |
27% |
False |
False |
386,876 |
| 10 |
120-17 |
118-09 |
2-08 |
1.9% |
0-31 |
0.8% |
33% |
False |
False |
421,988 |
| 20 |
120-20 |
115-30 |
4-22 |
3.9% |
1-04 |
1.0% |
66% |
False |
False |
448,105 |
| 40 |
120-24 |
114-13 |
6-11 |
5.3% |
1-07 |
1.0% |
73% |
False |
False |
477,677 |
| 60 |
120-24 |
113-08 |
7-16 |
6.3% |
1-04 |
0.9% |
77% |
False |
False |
334,152 |
| 80 |
120-24 |
112-29 |
7-27 |
6.6% |
1-05 |
1.0% |
78% |
False |
False |
250,676 |
| 100 |
122-07 |
112-29 |
9-10 |
7.8% |
1-04 |
0.9% |
66% |
False |
False |
200,546 |
| 120 |
124-06 |
112-29 |
11-09 |
9.5% |
1-00 |
0.8% |
54% |
False |
False |
167,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-24 |
|
2.618 |
120-26 |
|
1.618 |
120-08 |
|
1.000 |
119-29 |
|
0.618 |
119-22 |
|
HIGH |
119-11 |
|
0.618 |
119-04 |
|
0.500 |
119-02 |
|
0.382 |
119-00 |
|
LOW |
118-25 |
|
0.618 |
118-14 |
|
1.000 |
118-07 |
|
1.618 |
117-28 |
|
2.618 |
117-10 |
|
4.250 |
116-12 |
|
|
| Fisher Pivots for day following 23-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-02 |
119-06 |
| PP |
119-02 |
119-04 |
| S1 |
119-01 |
119-03 |
|