ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 15-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2024 |
15-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
119-22 |
119-10 |
-0-12 |
-0.3% |
118-19 |
| High |
120-03 |
119-20 |
-0-15 |
-0.4% |
120-12 |
| Low |
119-10 |
118-26 |
-0-16 |
-0.4% |
118-04 |
| Close |
120-01 |
119-08 |
-0-25 |
-0.7% |
120-01 |
| Range |
0-25 |
0-26 |
0-01 |
4.0% |
2-08 |
| ATR |
1-04 |
1-05 |
0-00 |
0.5% |
0-00 |
| Volume |
110 |
668 |
558 |
507.3% |
2,595 |
|
| Daily Pivots for day following 15-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-21 |
121-09 |
119-22 |
|
| R3 |
120-27 |
120-15 |
119-15 |
|
| R2 |
120-01 |
120-01 |
119-13 |
|
| R1 |
119-21 |
119-21 |
119-10 |
119-14 |
| PP |
119-07 |
119-07 |
119-07 |
119-04 |
| S1 |
118-27 |
118-27 |
119-06 |
118-20 |
| S2 |
118-13 |
118-13 |
119-03 |
|
| S3 |
117-19 |
118-01 |
119-01 |
|
| S4 |
116-25 |
117-07 |
118-26 |
|
|
| Weekly Pivots for week ending 12-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-08 |
125-13 |
121-09 |
|
| R3 |
124-00 |
123-05 |
120-21 |
|
| R2 |
121-24 |
121-24 |
120-14 |
|
| R1 |
120-29 |
120-29 |
120-08 |
121-10 |
| PP |
119-16 |
119-16 |
119-16 |
119-23 |
| S1 |
118-21 |
118-21 |
119-26 |
119-02 |
| S2 |
117-08 |
117-08 |
119-20 |
|
| S3 |
115-00 |
116-13 |
119-13 |
|
| S4 |
112-24 |
114-05 |
118-25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-12 |
118-04 |
2-08 |
1.9% |
0-30 |
0.8% |
50% |
False |
False |
412 |
| 10 |
120-12 |
116-01 |
4-11 |
3.6% |
1-02 |
0.9% |
74% |
False |
False |
380 |
| 20 |
120-23 |
116-01 |
4-22 |
3.9% |
1-01 |
0.9% |
69% |
False |
False |
225 |
| 40 |
120-23 |
114-22 |
6-01 |
5.1% |
0-31 |
0.8% |
76% |
False |
False |
124 |
| 60 |
120-23 |
113-04 |
7-19 |
6.4% |
0-26 |
0.7% |
81% |
False |
False |
83 |
| 80 |
120-23 |
113-04 |
7-19 |
6.4% |
0-21 |
0.6% |
81% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-02 |
|
2.618 |
121-24 |
|
1.618 |
120-30 |
|
1.000 |
120-14 |
|
0.618 |
120-04 |
|
HIGH |
119-20 |
|
0.618 |
119-10 |
|
0.500 |
119-07 |
|
0.382 |
119-04 |
|
LOW |
118-26 |
|
0.618 |
118-10 |
|
1.000 |
118-00 |
|
1.618 |
117-16 |
|
2.618 |
116-22 |
|
4.250 |
115-12 |
|
|
| Fisher Pivots for day following 15-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-08 |
119-16 |
| PP |
119-07 |
119-13 |
| S1 |
119-07 |
119-10 |
|