ECBOT 30 Year Treasury Bond Future December 2024


Trading Metrics calculated at close of trading on 07-Oct-2024
Day Change Summary
Previous Current
04-Oct-2024 07-Oct-2024 Change Change % Previous Week
Open 123-15 121-30 -1-17 -1.2% 124-26
High 123-22 122-08 -1-14 -1.2% 125-25
Low 121-25 121-07 -0-18 -0.5% 121-25
Close 121-31 121-10 -0-21 -0.5% 121-31
Range 1-29 1-01 -0-28 -45.9% 4-00
ATR 1-07 1-07 0-00 -1.1% 0-00
Volume 597,754 441,169 -156,585 -26.2% 2,684,757
Daily Pivots for day following 07-Oct-2024
Classic Woodie Camarilla DeMark
R4 124-22 124-01 121-28
R3 123-21 123-00 121-19
R2 122-20 122-20 121-16
R1 121-31 121-31 121-13 121-25
PP 121-19 121-19 121-19 121-16
S1 120-30 120-30 121-07 120-24
S2 120-18 120-18 121-04
S3 119-17 119-29 121-01
S4 118-16 118-28 120-24
Weekly Pivots for week ending 04-Oct-2024
Classic Woodie Camarilla DeMark
R4 135-06 132-18 124-05
R3 131-06 128-18 123-02
R2 127-06 127-06 122-22
R1 124-18 124-18 122-11 123-28
PP 123-06 123-06 123-06 122-26
S1 120-18 120-18 121-19 119-28
S2 119-06 119-06 121-08
S3 115-06 116-18 120-28
S4 111-06 112-18 119-25
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-25 121-07 4-18 3.8% 1-13 1.2% 2% False True 504,130
10 125-25 121-07 4-18 3.8% 1-07 1.0% 2% False True 487,208
20 127-22 121-07 6-15 5.3% 1-05 0.9% 1% False True 470,465
40 127-22 121-07 6-15 5.3% 1-05 0.9% 1% False True 398,752
60 127-22 118-01 9-21 8.0% 1-06 1.0% 34% False False 266,443
80 127-22 116-01 11-21 9.6% 1-05 1.0% 45% False False 199,880
100 127-22 114-22 13-00 10.7% 1-03 0.9% 51% False False 159,909
120 127-22 113-04 14-18 12.0% 1-00 0.8% 56% False False 133,257
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-06
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-20
2.618 124-30
1.618 123-29
1.000 123-09
0.618 122-28
HIGH 122-08
0.618 121-27
0.500 121-24
0.382 121-20
LOW 121-07
0.618 120-19
1.000 120-06
1.618 119-18
2.618 118-17
4.250 116-27
Fisher Pivots for day following 07-Oct-2024
Pivot 1 day 3 day
R1 121-24 122-25
PP 121-19 122-09
S1 121-14 121-26

These figures are updated between 7pm and 10pm EST after a trading day.

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