ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 19-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2024 |
19-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
120-11 |
119-28 |
-0-15 |
-0.4% |
119-10 |
| High |
120-14 |
119-31 |
-0-15 |
-0.4% |
120-20 |
| Low |
119-23 |
119-02 |
-0-21 |
-0.5% |
118-26 |
| Close |
119-29 |
119-07 |
-0-22 |
-0.6% |
119-07 |
| Range |
0-23 |
0-29 |
0-06 |
26.1% |
1-26 |
| ATR |
1-03 |
1-03 |
0-00 |
-1.3% |
0-00 |
| Volume |
411 |
257 |
-154 |
-37.5% |
2,698 |
|
| Daily Pivots for day following 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-04 |
121-19 |
119-23 |
|
| R3 |
121-07 |
120-22 |
119-15 |
|
| R2 |
120-10 |
120-10 |
119-12 |
|
| R1 |
119-25 |
119-25 |
119-10 |
119-19 |
| PP |
119-13 |
119-13 |
119-13 |
119-10 |
| S1 |
118-28 |
118-28 |
119-04 |
118-22 |
| S2 |
118-16 |
118-16 |
119-02 |
|
| S3 |
117-19 |
117-31 |
118-31 |
|
| S4 |
116-22 |
117-02 |
118-23 |
|
|
| Weekly Pivots for week ending 19-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-00 |
123-29 |
120-07 |
|
| R3 |
123-06 |
122-03 |
119-23 |
|
| R2 |
121-12 |
121-12 |
119-18 |
|
| R1 |
120-09 |
120-09 |
119-12 |
119-30 |
| PP |
119-18 |
119-18 |
119-18 |
119-12 |
| S1 |
118-15 |
118-15 |
119-02 |
118-04 |
| S2 |
117-24 |
117-24 |
118-28 |
|
| S3 |
115-30 |
116-21 |
118-23 |
|
| S4 |
114-04 |
114-27 |
118-07 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-20 |
118-26 |
1-26 |
1.5% |
0-28 |
0.7% |
22% |
False |
False |
539 |
| 10 |
120-20 |
118-04 |
2-16 |
2.1% |
0-29 |
0.8% |
44% |
False |
False |
529 |
| 20 |
120-22 |
116-01 |
4-21 |
3.9% |
1-00 |
0.8% |
68% |
False |
False |
316 |
| 40 |
120-23 |
114-22 |
6-01 |
5.1% |
1-00 |
0.8% |
75% |
False |
False |
174 |
| 60 |
120-23 |
113-04 |
7-19 |
6.4% |
0-27 |
0.7% |
80% |
False |
False |
117 |
| 80 |
120-23 |
113-04 |
7-19 |
6.4% |
0-23 |
0.6% |
80% |
False |
False |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-26 |
|
2.618 |
122-11 |
|
1.618 |
121-14 |
|
1.000 |
120-28 |
|
0.618 |
120-17 |
|
HIGH |
119-31 |
|
0.618 |
119-20 |
|
0.500 |
119-16 |
|
0.382 |
119-13 |
|
LOW |
119-02 |
|
0.618 |
118-16 |
|
1.000 |
118-05 |
|
1.618 |
117-19 |
|
2.618 |
116-22 |
|
4.250 |
115-07 |
|
|
| Fisher Pivots for day following 19-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-16 |
119-27 |
| PP |
119-13 |
119-20 |
| S1 |
119-10 |
119-14 |
|