ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 01-Aug-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2024 |
01-Aug-2024 |
Change |
Change % |
Previous Week |
| Open |
120-11 |
121-25 |
1-14 |
1.2% |
119-16 |
| High |
121-29 |
122-29 |
1-00 |
0.8% |
119-24 |
| Low |
120-03 |
121-15 |
1-12 |
1.1% |
118-01 |
| Close |
120-29 |
122-21 |
1-24 |
1.4% |
119-14 |
| Range |
1-26 |
1-14 |
-0-12 |
-20.7% |
1-23 |
| ATR |
1-03 |
1-05 |
0-02 |
5.8% |
0-00 |
| Volume |
855 |
1,018 |
163 |
19.1% |
1,808 |
|
| Daily Pivots for day following 01-Aug-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-21 |
126-03 |
123-14 |
|
| R3 |
125-07 |
124-21 |
123-02 |
|
| R2 |
123-25 |
123-25 |
122-29 |
|
| R1 |
123-07 |
123-07 |
122-25 |
123-16 |
| PP |
122-11 |
122-11 |
122-11 |
122-16 |
| S1 |
121-25 |
121-25 |
122-17 |
122-02 |
| S2 |
120-29 |
120-29 |
122-13 |
|
| S3 |
119-15 |
120-11 |
122-08 |
|
| S4 |
118-01 |
118-29 |
121-28 |
|
|
| 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 |
122-29 |
118-17 |
4-12 |
3.6% |
1-06 |
1.0% |
94% |
True |
False |
547 |
| 10 |
122-29 |
118-01 |
4-28 |
4.0% |
1-03 |
0.9% |
95% |
True |
False |
471 |
| 20 |
122-29 |
117-19 |
5-10 |
4.3% |
1-01 |
0.8% |
95% |
True |
False |
490 |
| 40 |
122-29 |
116-01 |
6-28 |
5.6% |
1-02 |
0.9% |
96% |
True |
False |
283 |
| 60 |
122-29 |
114-22 |
8-07 |
6.7% |
0-30 |
0.8% |
97% |
True |
False |
191 |
| 80 |
122-29 |
113-04 |
9-25 |
8.0% |
0-26 |
0.7% |
97% |
True |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-00 |
|
2.618 |
126-21 |
|
1.618 |
125-07 |
|
1.000 |
124-11 |
|
0.618 |
123-25 |
|
HIGH |
122-29 |
|
0.618 |
122-11 |
|
0.500 |
122-06 |
|
0.382 |
122-01 |
|
LOW |
121-15 |
|
0.618 |
120-19 |
|
1.000 |
120-01 |
|
1.618 |
119-05 |
|
2.618 |
117-23 |
|
4.250 |
115-12 |
|
|
| Fisher Pivots for day following 01-Aug-2024 |
| Pivot |
1 day |
3 day |
| R1 |
122-16 |
122-06 |
| PP |
122-11 |
121-23 |
| S1 |
122-06 |
121-08 |
|