ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 25-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2024 |
25-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
118-26 |
118-00 |
-0-26 |
-0.7% |
119-12 |
| High |
119-09 |
119-13 |
0-04 |
0.1% |
120-17 |
| Low |
117-29 |
118-00 |
0-03 |
0.1% |
118-23 |
| Close |
118-01 |
118-20 |
0-19 |
0.5% |
119-04 |
| Range |
1-12 |
1-13 |
0-01 |
2.3% |
1-26 |
| ATR |
1-05 |
1-06 |
0-01 |
1.5% |
0-00 |
| Volume |
549,179 |
550,373 |
1,194 |
0.2% |
2,098,878 |
|
| Daily Pivots for day following 25-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-29 |
122-05 |
119-13 |
|
| R3 |
121-16 |
120-24 |
119-00 |
|
| R2 |
120-03 |
120-03 |
118-28 |
|
| R1 |
119-11 |
119-11 |
118-24 |
119-23 |
| PP |
118-22 |
118-22 |
118-22 |
118-28 |
| S1 |
117-30 |
117-30 |
118-16 |
118-10 |
| S2 |
117-09 |
117-09 |
118-12 |
|
| S3 |
115-28 |
116-17 |
118-08 |
|
| S4 |
114-15 |
115-04 |
117-27 |
|
|
| 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 |
119-29 |
117-29 |
2-00 |
1.7% |
1-04 |
0.9% |
36% |
False |
False |
437,891 |
| 10 |
120-17 |
117-29 |
2-20 |
2.2% |
1-00 |
0.8% |
27% |
False |
False |
434,261 |
| 20 |
120-17 |
115-30 |
4-19 |
3.9% |
1-05 |
1.0% |
59% |
False |
False |
463,243 |
| 40 |
120-24 |
114-13 |
6-11 |
5.3% |
1-07 |
1.0% |
67% |
False |
False |
468,798 |
| 60 |
120-24 |
113-25 |
6-31 |
5.9% |
1-05 |
1.0% |
70% |
False |
False |
352,470 |
| 80 |
120-24 |
112-29 |
7-27 |
6.6% |
1-05 |
1.0% |
73% |
False |
False |
264,419 |
| 100 |
122-07 |
112-29 |
9-10 |
7.9% |
1-04 |
0.9% |
61% |
False |
False |
211,541 |
| 120 |
122-07 |
112-29 |
9-10 |
7.9% |
1-01 |
0.9% |
61% |
False |
False |
176,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-12 |
|
2.618 |
123-03 |
|
1.618 |
121-22 |
|
1.000 |
120-26 |
|
0.618 |
120-09 |
|
HIGH |
119-13 |
|
0.618 |
118-28 |
|
0.500 |
118-22 |
|
0.382 |
118-17 |
|
LOW |
118-00 |
|
0.618 |
117-04 |
|
1.000 |
116-19 |
|
1.618 |
115-23 |
|
2.618 |
114-10 |
|
4.250 |
112-01 |
|
|
| Fisher Pivots for day following 25-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-22 |
118-21 |
| PP |
118-22 |
118-21 |
| S1 |
118-21 |
118-20 |
|