ECBOT 30 Year Treasury Bond Future December 2024


Trading Metrics calculated at close of trading on 05-Jul-2024
Day Change Summary
Previous Current
03-Jul-2024 05-Jul-2024 Change Change % Previous Week
Open 116-30 117-19 0-21 0.6% 117-16
High 118-05 118-31 0-26 0.7% 118-31
Low 116-23 117-19 0-28 0.7% 116-01
Close 118-03 118-29 0-26 0.7% 118-29
Range 1-14 1-12 -0-02 -4.3% 2-30
ATR 1-06 1-06 0-00 1.1% 0-00
Volume 78 63 -15 -19.2% 543
Daily Pivots for day following 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 122-20 122-04 119-21
R3 121-08 120-24 119-09
R2 119-28 119-28 119-05
R1 119-12 119-12 119-01 119-20
PP 118-16 118-16 118-16 118-20
S1 118-00 118-00 118-25 118-08
S2 117-04 117-04 118-21
S3 115-24 116-20 118-17
S4 114-12 115-08 118-05
Weekly Pivots for week ending 05-Jul-2024
Classic Woodie Camarilla DeMark
R4 126-25 125-25 120-17
R3 123-27 122-27 119-23
R2 120-29 120-29 119-14
R1 119-29 119-29 119-06 120-13
PP 117-31 117-31 117-31 118-07
S1 116-31 116-31 118-20 117-15
S2 115-01 115-01 118-12
S3 112-03 114-01 118-03
S4 109-05 111-03 117-09
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 119-25 116-01 3-24 3.2% 1-14 1.2% 77% False False 160
10 120-22 116-01 4-21 3.9% 1-03 0.9% 62% False False 103
20 120-23 116-01 4-22 3.9% 1-04 0.9% 61% False False 78
40 120-23 114-22 6-01 5.1% 0-29 0.8% 70% False False 43
60 120-23 113-04 7-19 6.4% 0-24 0.6% 76% False False 29
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-05
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 124-26
2.618 122-18
1.618 121-06
1.000 120-11
0.618 119-26
HIGH 118-31
0.618 118-14
0.500 118-09
0.382 118-04
LOW 117-19
0.618 116-24
1.000 116-07
1.618 115-12
2.618 114-00
4.250 111-24
Fisher Pivots for day following 05-Jul-2024
Pivot 1 day 3 day
R1 118-22 118-16
PP 118-16 118-03
S1 118-09 117-22

These figures are updated between 7pm and 10pm EST after a trading day.

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