ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 26-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2024 |
26-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
118-07 |
118-25 |
0-18 |
0.5% |
119-16 |
| High |
119-14 |
119-20 |
0-06 |
0.2% |
119-24 |
| Low |
118-07 |
118-17 |
0-10 |
0.3% |
118-01 |
| Close |
118-23 |
119-14 |
0-23 |
0.6% |
119-14 |
| Range |
1-07 |
1-03 |
-0-04 |
-10.3% |
1-23 |
| ATR |
1-03 |
1-03 |
0-00 |
0.1% |
0-00 |
| Volume |
325 |
87 |
-238 |
-73.2% |
1,808 |
|
| Daily Pivots for day following 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-15 |
122-02 |
120-01 |
|
| R3 |
121-12 |
120-31 |
119-24 |
|
| R2 |
120-09 |
120-09 |
119-20 |
|
| R1 |
119-28 |
119-28 |
119-17 |
120-02 |
| PP |
119-06 |
119-06 |
119-06 |
119-10 |
| S1 |
118-25 |
118-25 |
119-11 |
119-00 |
| S2 |
118-03 |
118-03 |
119-08 |
|
| S3 |
117-00 |
117-22 |
119-04 |
|
| S4 |
115-29 |
116-19 |
118-27 |
|
|
| Weekly Pivots for week ending 26-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-07 |
123-18 |
120-12 |
|
| R3 |
122-16 |
121-27 |
119-29 |
|
| R2 |
120-25 |
120-25 |
119-24 |
|
| R1 |
120-04 |
120-04 |
119-19 |
119-19 |
| PP |
119-02 |
119-02 |
119-02 |
118-26 |
| S1 |
118-13 |
118-13 |
119-09 |
117-28 |
| S2 |
117-11 |
117-11 |
119-04 |
|
| S3 |
115-20 |
116-22 |
118-31 |
|
| S4 |
113-29 |
114-31 |
118-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-24 |
118-01 |
1-23 |
1.4% |
1-01 |
0.9% |
82% |
False |
False |
361 |
| 10 |
120-20 |
118-01 |
2-19 |
2.2% |
0-30 |
0.8% |
54% |
False |
False |
450 |
| 20 |
120-20 |
116-01 |
4-19 |
3.8% |
1-02 |
0.9% |
74% |
False |
False |
395 |
| 40 |
120-23 |
115-16 |
5-07 |
4.4% |
1-01 |
0.9% |
75% |
False |
False |
219 |
| 60 |
120-23 |
114-08 |
6-15 |
5.4% |
0-29 |
0.7% |
80% |
False |
False |
147 |
| 80 |
120-23 |
113-04 |
7-19 |
6.4% |
0-24 |
0.6% |
83% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-09 |
|
2.618 |
122-16 |
|
1.618 |
121-13 |
|
1.000 |
120-23 |
|
0.618 |
120-10 |
|
HIGH |
119-20 |
|
0.618 |
119-07 |
|
0.500 |
119-02 |
|
0.382 |
118-30 |
|
LOW |
118-17 |
|
0.618 |
117-27 |
|
1.000 |
117-14 |
|
1.618 |
116-24 |
|
2.618 |
115-21 |
|
4.250 |
113-28 |
|
|
| Fisher Pivots for day following 26-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-10 |
119-08 |
| PP |
119-06 |
119-01 |
| S1 |
119-02 |
118-26 |
|