ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 15-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2024 |
15-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
120-00 |
120-03 |
0-03 |
0.1% |
121-30 |
| High |
120-04 |
121-07 |
1-03 |
0.9% |
122-08 |
| Low |
119-14 |
120-01 |
0-19 |
0.5% |
119-23 |
| Close |
119-25 |
121-02 |
1-09 |
1.1% |
120-12 |
| Range |
0-22 |
1-06 |
0-16 |
72.7% |
2-17 |
| ATR |
1-04 |
1-05 |
0-01 |
1.9% |
0-00 |
| Volume |
144,128 |
432,661 |
288,533 |
200.2% |
2,147,638 |
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-11 |
123-28 |
121-23 |
|
| R3 |
123-05 |
122-22 |
121-12 |
|
| R2 |
121-31 |
121-31 |
121-09 |
|
| R1 |
121-16 |
121-16 |
121-05 |
121-24 |
| PP |
120-25 |
120-25 |
120-25 |
120-28 |
| S1 |
120-10 |
120-10 |
120-31 |
120-18 |
| S2 |
119-19 |
119-19 |
120-27 |
|
| S3 |
118-13 |
119-04 |
120-24 |
|
| S4 |
117-07 |
117-30 |
120-13 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-12 |
126-29 |
121-25 |
|
| R3 |
125-27 |
124-12 |
121-02 |
|
| R2 |
123-10 |
123-10 |
120-27 |
|
| R1 |
121-27 |
121-27 |
120-19 |
121-10 |
| PP |
120-25 |
120-25 |
120-25 |
120-16 |
| S1 |
119-10 |
119-10 |
120-05 |
118-25 |
| S2 |
118-08 |
118-08 |
119-29 |
|
| S3 |
115-23 |
116-25 |
119-22 |
|
| S4 |
113-06 |
114-08 |
118-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-16 |
119-14 |
2-02 |
1.7% |
0-31 |
0.8% |
79% |
False |
False |
382,642 |
| 10 |
125-09 |
119-14 |
5-27 |
4.8% |
1-05 |
0.9% |
28% |
False |
False |
423,447 |
| 20 |
126-31 |
119-14 |
7-17 |
6.2% |
1-04 |
0.9% |
22% |
False |
False |
456,333 |
| 40 |
127-22 |
119-14 |
8-08 |
6.8% |
1-04 |
0.9% |
20% |
False |
False |
453,845 |
| 60 |
127-22 |
118-01 |
9-21 |
8.0% |
1-07 |
1.0% |
31% |
False |
False |
304,443 |
| 80 |
127-22 |
116-01 |
11-21 |
9.6% |
1-05 |
1.0% |
43% |
False |
False |
228,418 |
| 100 |
127-22 |
114-22 |
13-00 |
10.7% |
1-04 |
0.9% |
49% |
False |
False |
182,741 |
| 120 |
127-22 |
113-04 |
14-18 |
12.0% |
1-01 |
0.8% |
55% |
False |
False |
152,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-08 |
|
2.618 |
124-10 |
|
1.618 |
123-04 |
|
1.000 |
122-13 |
|
0.618 |
121-30 |
|
HIGH |
121-07 |
|
0.618 |
120-24 |
|
0.500 |
120-20 |
|
0.382 |
120-16 |
|
LOW |
120-01 |
|
0.618 |
119-10 |
|
1.000 |
118-27 |
|
1.618 |
118-04 |
|
2.618 |
116-30 |
|
4.250 |
115-00 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-29 |
120-26 |
| PP |
120-25 |
120-18 |
| S1 |
120-20 |
120-10 |
|