ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 26-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2024 |
26-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
118-00 |
118-25 |
0-25 |
0.7% |
119-15 |
| High |
119-13 |
119-18 |
0-05 |
0.1% |
119-24 |
| Low |
118-00 |
118-12 |
0-12 |
0.3% |
117-29 |
| Close |
118-20 |
119-11 |
0-23 |
0.6% |
119-11 |
| Range |
1-13 |
1-06 |
-0-07 |
-15.6% |
1-27 |
| ATR |
1-06 |
1-06 |
0-00 |
0.0% |
0-00 |
| Volume |
550,373 |
327,349 |
-223,024 |
-40.5% |
2,190,799 |
|
| Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-21 |
122-06 |
120-00 |
|
| R3 |
121-15 |
121-00 |
119-21 |
|
| R2 |
120-09 |
120-09 |
119-18 |
|
| R1 |
119-26 |
119-26 |
119-14 |
120-02 |
| PP |
119-03 |
119-03 |
119-03 |
119-07 |
| S1 |
118-20 |
118-20 |
119-08 |
118-28 |
| S2 |
117-29 |
117-29 |
119-04 |
|
| S3 |
116-23 |
117-14 |
119-01 |
|
| S4 |
115-17 |
116-08 |
118-22 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-17 |
123-25 |
120-11 |
|
| R3 |
122-22 |
121-30 |
119-27 |
|
| R2 |
120-27 |
120-27 |
119-22 |
|
| R1 |
120-03 |
120-03 |
119-16 |
119-18 |
| PP |
119-00 |
119-00 |
119-00 |
118-23 |
| S1 |
118-08 |
118-08 |
119-06 |
117-22 |
| S2 |
117-05 |
117-05 |
119-00 |
|
| S3 |
115-10 |
116-13 |
118-27 |
|
| S4 |
113-15 |
114-18 |
118-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-24 |
117-29 |
1-27 |
1.5% |
1-05 |
1.0% |
78% |
False |
False |
438,159 |
| 10 |
120-17 |
117-29 |
2-20 |
2.2% |
1-01 |
0.9% |
55% |
False |
False |
428,967 |
| 20 |
120-17 |
115-30 |
4-19 |
3.8% |
1-06 |
1.0% |
74% |
False |
False |
457,860 |
| 40 |
120-24 |
114-19 |
6-05 |
5.2% |
1-07 |
1.0% |
77% |
False |
False |
458,729 |
| 60 |
120-24 |
113-25 |
6-31 |
5.8% |
1-05 |
1.0% |
80% |
False |
False |
357,909 |
| 80 |
120-24 |
112-29 |
7-27 |
6.6% |
1-05 |
1.0% |
82% |
False |
False |
268,509 |
| 100 |
122-07 |
112-29 |
9-10 |
7.8% |
1-04 |
0.9% |
69% |
False |
False |
214,813 |
| 120 |
122-07 |
112-29 |
9-10 |
7.8% |
1-01 |
0.9% |
69% |
False |
False |
179,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-20 |
|
2.618 |
122-21 |
|
1.618 |
121-15 |
|
1.000 |
120-24 |
|
0.618 |
120-09 |
|
HIGH |
119-18 |
|
0.618 |
119-03 |
|
0.500 |
118-31 |
|
0.382 |
118-27 |
|
LOW |
118-12 |
|
0.618 |
117-21 |
|
1.000 |
117-06 |
|
1.618 |
116-15 |
|
2.618 |
115-09 |
|
4.250 |
113-10 |
|
|
| Fisher Pivots for day following 26-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-07 |
119-04 |
| PP |
119-03 |
118-30 |
| S1 |
118-31 |
118-24 |
|