ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 02-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2024 |
02-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
121-23 |
122-15 |
0-24 |
0.6% |
119-12 |
| High |
122-26 |
125-08 |
2-14 |
2.0% |
125-08 |
| Low |
121-10 |
122-08 |
0-30 |
0.8% |
119-10 |
| Close |
122-17 |
125-02 |
2-17 |
2.1% |
125-02 |
| Range |
1-16 |
3-00 |
1-16 |
100.0% |
5-30 |
| ATR |
1-08 |
1-12 |
0-04 |
10.0% |
0-00 |
| Volume |
683,934 |
826,023 |
142,089 |
20.8% |
2,776,645 |
|
| Daily Pivots for day following 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
133-06 |
132-04 |
126-23 |
|
| R3 |
130-06 |
129-04 |
125-28 |
|
| R2 |
127-06 |
127-06 |
125-20 |
|
| R1 |
126-04 |
126-04 |
125-11 |
126-21 |
| PP |
124-06 |
124-06 |
124-06 |
124-14 |
| S1 |
123-04 |
123-04 |
124-25 |
123-21 |
| S2 |
121-06 |
121-06 |
124-16 |
|
| S3 |
118-06 |
120-04 |
124-08 |
|
| S4 |
115-06 |
117-04 |
123-13 |
|
|
| Weekly Pivots for week ending 02-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141-01 |
138-31 |
128-10 |
|
| R3 |
135-03 |
133-01 |
126-22 |
|
| R2 |
129-05 |
129-05 |
126-05 |
|
| R1 |
127-03 |
127-03 |
125-19 |
128-04 |
| PP |
123-07 |
123-07 |
123-07 |
123-23 |
| S1 |
121-05 |
121-05 |
124-17 |
122-06 |
| S2 |
117-09 |
117-09 |
123-31 |
|
| S3 |
111-11 |
115-07 |
123-14 |
|
| S4 |
105-13 |
109-09 |
121-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
125-08 |
119-10 |
5-30 |
4.7% |
1-20 |
1.3% |
97% |
True |
False |
555,329 |
| 10 |
125-08 |
117-29 |
7-11 |
5.9% |
1-12 |
1.1% |
97% |
True |
False |
496,744 |
| 20 |
125-08 |
117-29 |
7-11 |
5.9% |
1-06 |
0.9% |
97% |
True |
False |
456,990 |
| 40 |
125-08 |
115-30 |
9-10 |
7.4% |
1-08 |
1.0% |
98% |
True |
False |
468,339 |
| 60 |
125-08 |
114-13 |
10-27 |
8.7% |
1-06 |
1.0% |
98% |
True |
False |
404,093 |
| 80 |
125-08 |
112-29 |
12-11 |
9.9% |
1-06 |
1.0% |
98% |
True |
False |
303,208 |
| 100 |
125-08 |
112-29 |
12-11 |
9.9% |
1-05 |
0.9% |
98% |
True |
False |
242,579 |
| 120 |
125-08 |
112-29 |
12-11 |
9.9% |
1-03 |
0.9% |
98% |
True |
False |
202,153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
138-00 |
|
2.618 |
133-03 |
|
1.618 |
130-03 |
|
1.000 |
128-08 |
|
0.618 |
127-03 |
|
HIGH |
125-08 |
|
0.618 |
124-03 |
|
0.500 |
123-24 |
|
0.382 |
123-13 |
|
LOW |
122-08 |
|
0.618 |
120-13 |
|
1.000 |
119-08 |
|
1.618 |
117-13 |
|
2.618 |
114-13 |
|
4.250 |
109-16 |
|
|
| Fisher Pivots for day following 02-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
124-20 |
124-08 |
| PP |
124-06 |
123-14 |
| S1 |
123-24 |
122-20 |
|