ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 30-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2024 |
30-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
119-12 |
119-23 |
0-11 |
0.3% |
119-15 |
| High |
120-05 |
120-12 |
0-07 |
0.2% |
119-24 |
| Low |
119-10 |
119-16 |
0-06 |
0.2% |
117-29 |
| Close |
119-21 |
120-06 |
0-17 |
0.4% |
119-11 |
| Range |
0-27 |
0-28 |
0-01 |
3.7% |
1-27 |
| ATR |
1-05 |
1-04 |
-0-01 |
-1.7% |
0-00 |
| Volume |
295,288 |
345,965 |
50,677 |
17.2% |
2,190,799 |
|
| Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-21 |
122-09 |
120-21 |
|
| R3 |
121-25 |
121-13 |
120-14 |
|
| R2 |
120-29 |
120-29 |
120-11 |
|
| R1 |
120-17 |
120-17 |
120-09 |
120-23 |
| PP |
120-01 |
120-01 |
120-01 |
120-04 |
| S1 |
119-21 |
119-21 |
120-03 |
119-27 |
| S2 |
119-05 |
119-05 |
120-01 |
|
| S3 |
118-09 |
118-25 |
119-30 |
|
| S4 |
117-13 |
117-29 |
119-23 |
|
|
| 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 |
120-12 |
117-29 |
2-15 |
2.1% |
1-04 |
0.9% |
92% |
True |
False |
413,630 |
| 10 |
120-17 |
117-29 |
2-20 |
2.2% |
1-00 |
0.8% |
87% |
False |
False |
400,253 |
| 20 |
120-17 |
116-09 |
4-08 |
3.5% |
1-02 |
0.9% |
92% |
False |
False |
417,958 |
| 40 |
120-24 |
115-30 |
4-26 |
4.0% |
1-06 |
1.0% |
88% |
False |
False |
449,039 |
| 60 |
120-24 |
114-13 |
6-11 |
5.3% |
1-05 |
0.9% |
91% |
False |
False |
368,573 |
| 80 |
120-24 |
112-29 |
7-27 |
6.5% |
1-05 |
1.0% |
93% |
False |
False |
276,522 |
| 100 |
122-07 |
112-29 |
9-10 |
7.7% |
1-04 |
0.9% |
78% |
False |
False |
221,226 |
| 120 |
122-07 |
112-29 |
9-10 |
7.7% |
1-02 |
0.9% |
78% |
False |
False |
184,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-03 |
|
2.618 |
122-21 |
|
1.618 |
121-25 |
|
1.000 |
121-08 |
|
0.618 |
120-29 |
|
HIGH |
120-12 |
|
0.618 |
120-01 |
|
0.500 |
119-30 |
|
0.382 |
119-27 |
|
LOW |
119-16 |
|
0.618 |
118-31 |
|
1.000 |
118-20 |
|
1.618 |
118-03 |
|
2.618 |
117-07 |
|
4.250 |
115-25 |
|
|
| Fisher Pivots for day following 30-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-03 |
119-29 |
| PP |
120-01 |
119-21 |
| S1 |
119-30 |
119-12 |
|