ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 24-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2024 |
24-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
118-28 |
118-26 |
-0-02 |
-0.1% |
119-12 |
| High |
119-11 |
119-09 |
-0-02 |
-0.1% |
120-17 |
| Low |
118-25 |
117-29 |
-0-28 |
-0.7% |
118-23 |
| Close |
119-01 |
118-01 |
-1-00 |
-0.8% |
119-04 |
| Range |
0-18 |
1-12 |
0-26 |
144.4% |
1-26 |
| ATR |
1-05 |
1-05 |
0-01 |
1.4% |
0-00 |
| Volume |
361,821 |
549,179 |
187,358 |
51.8% |
2,098,878 |
|
| Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-17 |
121-21 |
118-25 |
|
| R3 |
121-05 |
120-09 |
118-13 |
|
| R2 |
119-25 |
119-25 |
118-09 |
|
| R1 |
118-29 |
118-29 |
118-05 |
118-21 |
| PP |
118-13 |
118-13 |
118-13 |
118-09 |
| S1 |
117-17 |
117-17 |
117-29 |
117-09 |
| S2 |
117-01 |
117-01 |
117-25 |
|
| S3 |
115-21 |
116-05 |
117-21 |
|
| S4 |
114-09 |
114-25 |
117-09 |
|
|
| 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 |
120-11 |
117-29 |
2-14 |
2.1% |
0-31 |
0.8% |
5% |
False |
True |
409,121 |
| 10 |
120-17 |
117-29 |
2-20 |
2.2% |
1-01 |
0.9% |
5% |
False |
True |
436,056 |
| 20 |
120-17 |
115-30 |
4-19 |
3.9% |
1-05 |
1.0% |
46% |
False |
False |
456,776 |
| 40 |
120-24 |
114-13 |
6-11 |
5.4% |
1-07 |
1.0% |
57% |
False |
False |
481,739 |
| 60 |
120-24 |
113-25 |
6-31 |
5.9% |
1-04 |
1.0% |
61% |
False |
False |
343,301 |
| 80 |
120-24 |
112-29 |
7-27 |
6.6% |
1-06 |
1.0% |
65% |
False |
False |
257,540 |
| 100 |
122-07 |
112-29 |
9-10 |
7.9% |
1-04 |
0.9% |
55% |
False |
False |
206,037 |
| 120 |
124-06 |
112-29 |
11-09 |
9.6% |
1-00 |
0.9% |
45% |
False |
False |
171,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-04 |
|
2.618 |
122-28 |
|
1.618 |
121-16 |
|
1.000 |
120-21 |
|
0.618 |
120-04 |
|
HIGH |
119-09 |
|
0.618 |
118-24 |
|
0.500 |
118-19 |
|
0.382 |
118-14 |
|
LOW |
117-29 |
|
0.618 |
117-02 |
|
1.000 |
116-17 |
|
1.618 |
115-22 |
|
2.618 |
114-10 |
|
4.250 |
112-02 |
|
|
| Fisher Pivots for day following 24-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-19 |
118-26 |
| PP |
118-13 |
118-18 |
| S1 |
118-07 |
118-10 |
|