ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 31-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2024 |
31-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
119-25 |
120-11 |
0-18 |
0.5% |
119-16 |
| High |
120-14 |
121-29 |
1-15 |
1.2% |
119-24 |
| Low |
119-20 |
120-03 |
0-15 |
0.4% |
118-01 |
| Close |
120-09 |
120-29 |
0-20 |
0.5% |
119-14 |
| Range |
0-26 |
1-26 |
1-00 |
123.1% |
1-23 |
| ATR |
1-02 |
1-03 |
0-02 |
5.2% |
0-00 |
| Volume |
565 |
855 |
290 |
51.3% |
1,808 |
|
| Daily Pivots for day following 31-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-13 |
125-15 |
121-29 |
|
| R3 |
124-19 |
123-21 |
121-13 |
|
| R2 |
122-25 |
122-25 |
121-08 |
|
| R1 |
121-27 |
121-27 |
121-02 |
122-10 |
| PP |
120-31 |
120-31 |
120-31 |
121-06 |
| S1 |
120-01 |
120-01 |
120-24 |
120-16 |
| S2 |
119-05 |
119-05 |
120-18 |
|
| S3 |
117-11 |
118-07 |
120-13 |
|
| S4 |
115-17 |
116-13 |
119-29 |
|
|
| 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 |
121-29 |
118-07 |
3-22 |
3.0% |
1-05 |
0.9% |
73% |
True |
False |
408 |
| 10 |
121-29 |
118-01 |
3-28 |
3.2% |
1-01 |
0.8% |
74% |
True |
False |
410 |
| 20 |
121-29 |
116-23 |
5-06 |
4.3% |
1-01 |
0.8% |
81% |
True |
False |
443 |
| 40 |
121-29 |
116-01 |
5-28 |
4.9% |
1-01 |
0.9% |
83% |
True |
False |
258 |
| 60 |
121-29 |
114-22 |
7-07 |
6.0% |
0-29 |
0.8% |
86% |
True |
False |
174 |
| 80 |
121-29 |
113-04 |
8-25 |
7.3% |
0-25 |
0.7% |
89% |
True |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-20 |
|
2.618 |
126-21 |
|
1.618 |
124-27 |
|
1.000 |
123-23 |
|
0.618 |
123-01 |
|
HIGH |
121-29 |
|
0.618 |
121-07 |
|
0.500 |
121-00 |
|
0.382 |
120-25 |
|
LOW |
120-03 |
|
0.618 |
118-31 |
|
1.000 |
118-09 |
|
1.618 |
117-05 |
|
2.618 |
115-11 |
|
4.250 |
112-12 |
|
|
| Fisher Pivots for day following 31-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
121-00 |
120-27 |
| PP |
120-31 |
120-24 |
| S1 |
120-30 |
120-22 |
|