ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 30-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2024 |
30-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
119-20 |
119-25 |
0-05 |
0.1% |
119-16 |
| High |
120-08 |
120-14 |
0-06 |
0.2% |
119-24 |
| Low |
119-15 |
119-20 |
0-05 |
0.1% |
118-01 |
| Close |
119-24 |
120-09 |
0-17 |
0.4% |
119-14 |
| Range |
0-25 |
0-26 |
0-01 |
4.0% |
1-23 |
| ATR |
1-02 |
1-02 |
-0-01 |
-1.7% |
0-00 |
| Volume |
212 |
565 |
353 |
166.5% |
1,808 |
|
| Daily Pivots for day following 30-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-18 |
122-07 |
120-23 |
|
| R3 |
121-24 |
121-13 |
120-16 |
|
| R2 |
120-30 |
120-30 |
120-14 |
|
| R1 |
120-19 |
120-19 |
120-11 |
120-24 |
| PP |
120-04 |
120-04 |
120-04 |
120-06 |
| S1 |
119-25 |
119-25 |
120-07 |
119-30 |
| S2 |
119-10 |
119-10 |
120-04 |
|
| S3 |
118-16 |
118-31 |
120-02 |
|
| S4 |
117-22 |
118-05 |
119-27 |
|
|
| 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 |
120-14 |
118-01 |
2-13 |
2.0% |
1-01 |
0.9% |
94% |
True |
False |
390 |
| 10 |
120-20 |
118-01 |
2-19 |
2.2% |
0-29 |
0.8% |
87% |
False |
False |
388 |
| 20 |
120-20 |
116-13 |
4-07 |
3.5% |
0-31 |
0.8% |
92% |
False |
False |
414 |
| 40 |
120-23 |
116-01 |
4-22 |
3.9% |
1-01 |
0.9% |
91% |
False |
False |
237 |
| 60 |
120-23 |
114-22 |
6-01 |
5.0% |
0-29 |
0.7% |
93% |
False |
False |
160 |
| 80 |
120-23 |
113-04 |
7-19 |
6.3% |
0-25 |
0.6% |
94% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-28 |
|
2.618 |
122-18 |
|
1.618 |
121-24 |
|
1.000 |
121-08 |
|
0.618 |
120-30 |
|
HIGH |
120-14 |
|
0.618 |
120-04 |
|
0.500 |
120-01 |
|
0.382 |
119-30 |
|
LOW |
119-20 |
|
0.618 |
119-04 |
|
1.000 |
118-26 |
|
1.618 |
118-10 |
|
2.618 |
117-16 |
|
4.250 |
116-06 |
|
|
| Fisher Pivots for day following 30-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-06 |
120-00 |
| PP |
120-04 |
119-24 |
| S1 |
120-01 |
119-16 |
|