ECBOT 30 Year Treasury Bond Future September 2024
| Trading Metrics calculated at close of trading on 11-Jul-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2024 |
11-Jul-2024 |
Change |
Change % |
Previous Week |
| Open |
118-16 |
118-21 |
0-05 |
0.1% |
117-10 |
| High |
118-31 |
120-11 |
1-12 |
1.2% |
118-30 |
| Low |
118-09 |
118-16 |
0-07 |
0.2% |
115-30 |
| Close |
118-24 |
119-27 |
1-03 |
0.9% |
118-26 |
| Range |
0-22 |
1-27 |
1-05 |
168.2% |
3-00 |
| ATR |
1-08 |
1-10 |
0-01 |
3.3% |
0-00 |
| Volume |
408,495 |
568,326 |
159,831 |
39.1% |
1,996,624 |
|
| Daily Pivots for day following 11-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-03 |
124-10 |
120-27 |
|
| R3 |
123-08 |
122-15 |
120-11 |
|
| R2 |
121-13 |
121-13 |
120-06 |
|
| R1 |
120-20 |
120-20 |
120-00 |
121-00 |
| PP |
119-18 |
119-18 |
119-18 |
119-24 |
| S1 |
118-25 |
118-25 |
119-22 |
119-06 |
| S2 |
117-23 |
117-23 |
119-16 |
|
| S3 |
115-28 |
116-30 |
119-11 |
|
| S4 |
114-01 |
115-03 |
118-27 |
|
|
| Weekly Pivots for week ending 05-Jul-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-29 |
125-27 |
120-15 |
|
| R3 |
123-29 |
122-27 |
119-20 |
|
| R2 |
120-29 |
120-29 |
119-12 |
|
| R1 |
119-27 |
119-27 |
119-03 |
120-12 |
| PP |
117-29 |
117-29 |
117-29 |
118-05 |
| S1 |
116-27 |
116-27 |
118-17 |
117-12 |
| S2 |
114-29 |
114-29 |
118-08 |
|
| S3 |
111-29 |
113-27 |
118-00 |
|
| S4 |
108-29 |
110-27 |
117-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-11 |
117-02 |
3-09 |
2.7% |
1-08 |
1.0% |
85% |
True |
False |
429,973 |
| 10 |
120-11 |
115-30 |
4-13 |
3.7% |
1-11 |
1.1% |
89% |
True |
False |
492,226 |
| 20 |
120-24 |
115-30 |
4-26 |
4.0% |
1-09 |
1.1% |
81% |
False |
False |
484,294 |
| 40 |
120-24 |
114-13 |
6-11 |
5.3% |
1-07 |
1.0% |
86% |
False |
False |
419,452 |
| 60 |
120-24 |
112-29 |
7-27 |
6.5% |
1-05 |
1.0% |
88% |
False |
False |
280,135 |
| 80 |
120-24 |
112-29 |
7-27 |
6.5% |
1-05 |
1.0% |
88% |
False |
False |
210,141 |
| 100 |
122-07 |
112-29 |
9-10 |
7.8% |
1-03 |
0.9% |
74% |
False |
False |
168,117 |
| 120 |
124-06 |
112-29 |
11-09 |
9.4% |
0-30 |
0.8% |
61% |
False |
False |
140,097 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-06 |
|
2.618 |
125-05 |
|
1.618 |
123-10 |
|
1.000 |
122-06 |
|
0.618 |
121-15 |
|
HIGH |
120-11 |
|
0.618 |
119-20 |
|
0.500 |
119-14 |
|
0.382 |
119-07 |
|
LOW |
118-16 |
|
0.618 |
117-12 |
|
1.000 |
116-21 |
|
1.618 |
115-17 |
|
2.618 |
113-22 |
|
4.250 |
110-21 |
|
|
| Fisher Pivots for day following 11-Jul-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-22 |
119-20 |
| PP |
119-18 |
119-13 |
| S1 |
119-14 |
119-06 |
|