ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 22-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2024 |
22-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
119-28 |
119-16 |
-0-12 |
-0.3% |
119-10 |
| High |
119-31 |
119-24 |
-0-07 |
-0.2% |
120-20 |
| Low |
119-02 |
118-20 |
-0-14 |
-0.4% |
118-26 |
| Close |
119-07 |
118-28 |
-0-11 |
-0.3% |
119-07 |
| Range |
0-29 |
1-04 |
0-07 |
24.1% |
1-26 |
| ATR |
1-03 |
1-03 |
0-00 |
0.3% |
0-00 |
| Volume |
257 |
533 |
276 |
107.4% |
2,698 |
|
| Daily Pivots for day following 22-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-15 |
121-25 |
119-16 |
|
| R3 |
121-11 |
120-21 |
119-06 |
|
| R2 |
120-07 |
120-07 |
119-03 |
|
| R1 |
119-17 |
119-17 |
118-31 |
119-10 |
| PP |
119-03 |
119-03 |
119-03 |
118-31 |
| S1 |
118-13 |
118-13 |
118-25 |
118-06 |
| S2 |
117-31 |
117-31 |
118-21 |
|
| S3 |
116-27 |
117-09 |
118-18 |
|
| S4 |
115-23 |
116-05 |
118-08 |
|
|
| 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 |
118-20 |
2-00 |
1.7% |
0-30 |
0.8% |
13% |
False |
True |
512 |
| 10 |
120-20 |
118-04 |
2-16 |
2.1% |
0-30 |
0.8% |
30% |
False |
False |
462 |
| 20 |
120-22 |
116-01 |
4-21 |
3.9% |
1-01 |
0.9% |
61% |
False |
False |
341 |
| 40 |
120-23 |
114-22 |
6-01 |
5.1% |
1-00 |
0.9% |
69% |
False |
False |
187 |
| 60 |
120-23 |
113-04 |
7-19 |
6.4% |
0-27 |
0.7% |
76% |
False |
False |
126 |
| 80 |
120-23 |
113-04 |
7-19 |
6.4% |
0-23 |
0.6% |
76% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-17 |
|
2.618 |
122-22 |
|
1.618 |
121-18 |
|
1.000 |
120-28 |
|
0.618 |
120-14 |
|
HIGH |
119-24 |
|
0.618 |
119-10 |
|
0.500 |
119-06 |
|
0.382 |
119-02 |
|
LOW |
118-20 |
|
0.618 |
117-30 |
|
1.000 |
117-16 |
|
1.618 |
116-26 |
|
2.618 |
115-22 |
|
4.250 |
113-27 |
|
|
| Fisher Pivots for day following 22-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-06 |
119-17 |
| PP |
119-03 |
119-10 |
| S1 |
118-31 |
119-03 |
|