ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 24-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2024 |
24-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
119-00 |
118-28 |
-0-04 |
-0.1% |
119-10 |
| High |
119-13 |
119-11 |
-0-02 |
-0.1% |
120-20 |
| Low |
118-30 |
118-01 |
-0-29 |
-0.8% |
118-26 |
| Close |
119-04 |
118-04 |
-1-00 |
-0.8% |
119-07 |
| Range |
0-15 |
1-10 |
0-27 |
180.0% |
1-26 |
| ATR |
1-02 |
1-02 |
0-01 |
1.8% |
0-00 |
| Volume |
100 |
763 |
663 |
663.0% |
2,698 |
|
| Daily Pivots for day following 24-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-14 |
121-19 |
118-27 |
|
| R3 |
121-04 |
120-09 |
118-16 |
|
| R2 |
119-26 |
119-26 |
118-12 |
|
| R1 |
118-31 |
118-31 |
118-08 |
118-24 |
| PP |
118-16 |
118-16 |
118-16 |
118-12 |
| S1 |
117-21 |
117-21 |
118-00 |
117-14 |
| S2 |
117-06 |
117-06 |
117-28 |
|
| S3 |
115-28 |
116-11 |
117-24 |
|
| S4 |
114-18 |
115-01 |
117-13 |
|
|
| 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 |
120-14 |
118-01 |
2-13 |
2.0% |
0-29 |
0.8% |
4% |
False |
True |
412 |
| 10 |
120-20 |
118-01 |
2-19 |
2.2% |
0-31 |
0.8% |
4% |
False |
True |
477 |
| 20 |
120-20 |
116-01 |
4-19 |
3.9% |
1-02 |
0.9% |
46% |
False |
False |
380 |
| 40 |
120-23 |
114-22 |
6-01 |
5.1% |
1-01 |
0.9% |
57% |
False |
False |
209 |
| 60 |
120-23 |
113-27 |
6-28 |
5.8% |
0-28 |
0.7% |
62% |
False |
False |
140 |
| 80 |
120-23 |
113-04 |
7-19 |
6.4% |
0-24 |
0.6% |
66% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-30 |
|
2.618 |
122-25 |
|
1.618 |
121-15 |
|
1.000 |
120-21 |
|
0.618 |
120-05 |
|
HIGH |
119-11 |
|
0.618 |
118-27 |
|
0.500 |
118-22 |
|
0.382 |
118-17 |
|
LOW |
118-01 |
|
0.618 |
117-07 |
|
1.000 |
116-23 |
|
1.618 |
115-29 |
|
2.618 |
114-19 |
|
4.250 |
112-14 |
|
|
| Fisher Pivots for day following 24-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-22 |
118-28 |
| PP |
118-16 |
118-20 |
| S1 |
118-10 |
118-12 |
|