ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 31-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2024 |
31-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
119-23 |
120-08 |
0-17 |
0.4% |
119-15 |
| High |
120-12 |
121-26 |
1-14 |
1.2% |
119-24 |
| Low |
119-16 |
119-31 |
0-15 |
0.4% |
117-29 |
| Close |
120-06 |
120-25 |
0-19 |
0.5% |
119-11 |
| Range |
0-28 |
1-27 |
0-31 |
110.7% |
1-27 |
| ATR |
1-04 |
1-06 |
0-02 |
4.4% |
0-00 |
| Volume |
345,965 |
625,435 |
279,470 |
80.8% |
2,190,799 |
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-12 |
125-14 |
121-25 |
|
| R3 |
124-17 |
123-19 |
121-09 |
|
| R2 |
122-22 |
122-22 |
121-04 |
|
| R1 |
121-24 |
121-24 |
120-30 |
122-07 |
| PP |
120-27 |
120-27 |
120-27 |
121-03 |
| S1 |
119-29 |
119-29 |
120-20 |
120-12 |
| S2 |
119-00 |
119-00 |
120-14 |
|
| S3 |
117-05 |
118-02 |
120-09 |
|
| S4 |
115-10 |
116-07 |
119-25 |
|
|
| 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 |
121-26 |
118-00 |
3-26 |
3.2% |
1-07 |
1.0% |
73% |
True |
False |
428,882 |
| 10 |
121-26 |
117-29 |
3-29 |
3.2% |
1-03 |
0.9% |
74% |
True |
False |
419,001 |
| 20 |
121-26 |
116-19 |
5-07 |
4.3% |
1-04 |
0.9% |
80% |
True |
False |
424,659 |
| 40 |
121-26 |
115-30 |
5-28 |
4.9% |
1-06 |
1.0% |
82% |
True |
False |
453,072 |
| 60 |
121-26 |
114-13 |
7-13 |
6.1% |
1-05 |
0.9% |
86% |
True |
False |
378,985 |
| 80 |
121-26 |
112-29 |
8-29 |
7.4% |
1-05 |
1.0% |
88% |
True |
False |
284,338 |
| 100 |
122-02 |
112-29 |
9-05 |
7.6% |
1-04 |
0.9% |
86% |
False |
False |
227,480 |
| 120 |
122-07 |
112-29 |
9-10 |
7.7% |
1-02 |
0.9% |
85% |
False |
False |
189,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-21 |
|
2.618 |
126-20 |
|
1.618 |
124-25 |
|
1.000 |
123-21 |
|
0.618 |
122-30 |
|
HIGH |
121-26 |
|
0.618 |
121-03 |
|
0.500 |
120-28 |
|
0.382 |
120-22 |
|
LOW |
119-31 |
|
0.618 |
118-27 |
|
1.000 |
118-04 |
|
1.618 |
117-00 |
|
2.618 |
115-05 |
|
4.250 |
112-04 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-28 |
120-23 |
| PP |
120-27 |
120-20 |
| S1 |
120-26 |
120-18 |
|