ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 01-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2024 |
01-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
120-08 |
121-23 |
1-15 |
1.2% |
119-15 |
| High |
121-26 |
122-26 |
1-00 |
0.8% |
119-24 |
| Low |
119-31 |
121-10 |
1-11 |
1.1% |
117-29 |
| Close |
120-25 |
122-17 |
1-24 |
1.4% |
119-11 |
| Range |
1-27 |
1-16 |
-0-11 |
-18.6% |
1-27 |
| ATR |
1-06 |
1-08 |
0-02 |
5.1% |
0-00 |
| Volume |
625,435 |
683,934 |
58,499 |
9.4% |
2,190,799 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-23 |
126-04 |
123-11 |
|
| R3 |
125-07 |
124-20 |
122-30 |
|
| R2 |
123-23 |
123-23 |
122-26 |
|
| R1 |
123-04 |
123-04 |
122-21 |
123-14 |
| PP |
122-07 |
122-07 |
122-07 |
122-12 |
| S1 |
121-20 |
121-20 |
122-13 |
121-30 |
| S2 |
120-23 |
120-23 |
122-08 |
|
| S3 |
119-07 |
120-04 |
122-04 |
|
| S4 |
117-23 |
118-20 |
121-23 |
|
|
| 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 |
122-26 |
118-12 |
4-14 |
3.6% |
1-08 |
1.0% |
94% |
True |
False |
455,594 |
| 10 |
122-26 |
117-29 |
4-29 |
4.0% |
1-06 |
1.0% |
94% |
True |
False |
446,742 |
| 20 |
122-26 |
117-02 |
5-24 |
4.7% |
1-04 |
0.9% |
95% |
True |
False |
438,522 |
| 40 |
122-26 |
115-30 |
6-28 |
5.6% |
1-07 |
1.0% |
96% |
True |
False |
459,322 |
| 60 |
122-26 |
114-13 |
8-13 |
6.9% |
1-05 |
0.9% |
97% |
True |
False |
390,373 |
| 80 |
122-26 |
112-29 |
9-29 |
8.1% |
1-06 |
1.0% |
97% |
True |
False |
292,884 |
| 100 |
122-26 |
112-29 |
9-29 |
8.1% |
1-04 |
0.9% |
97% |
True |
False |
234,319 |
| 120 |
122-26 |
112-29 |
9-29 |
8.1% |
1-02 |
0.9% |
97% |
True |
False |
195,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-06 |
|
2.618 |
126-24 |
|
1.618 |
125-08 |
|
1.000 |
124-10 |
|
0.618 |
123-24 |
|
HIGH |
122-26 |
|
0.618 |
122-08 |
|
0.500 |
122-02 |
|
0.382 |
121-28 |
|
LOW |
121-10 |
|
0.618 |
120-12 |
|
1.000 |
119-26 |
|
1.618 |
118-28 |
|
2.618 |
117-12 |
|
4.250 |
114-30 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
122-12 |
122-02 |
| PP |
122-07 |
121-20 |
| S1 |
122-02 |
121-05 |
|