ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 16-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2024 |
16-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
120-03 |
121-01 |
0-30 |
0.8% |
121-30 |
| High |
121-07 |
121-23 |
0-16 |
0.4% |
122-08 |
| Low |
120-01 |
120-31 |
0-30 |
0.8% |
119-23 |
| Close |
121-02 |
121-11 |
0-09 |
0.2% |
120-12 |
| Range |
1-06 |
0-24 |
-0-14 |
-36.8% |
2-17 |
| ATR |
1-05 |
1-04 |
-0-01 |
-2.5% |
0-00 |
| Volume |
432,661 |
381,387 |
-51,274 |
-11.9% |
2,147,638 |
|
| Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-19 |
123-07 |
121-24 |
|
| R3 |
122-27 |
122-15 |
121-18 |
|
| R2 |
122-03 |
122-03 |
121-15 |
|
| R1 |
121-23 |
121-23 |
121-13 |
121-29 |
| PP |
121-11 |
121-11 |
121-11 |
121-14 |
| S1 |
120-31 |
120-31 |
121-09 |
121-05 |
| S2 |
120-19 |
120-19 |
121-07 |
|
| S3 |
119-27 |
120-07 |
121-04 |
|
| S4 |
119-03 |
119-15 |
120-30 |
|
|
| 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 |
121-23 |
119-14 |
2-09 |
1.9% |
0-30 |
0.8% |
84% |
True |
False |
379,365 |
| 10 |
124-11 |
119-14 |
4-29 |
4.0% |
1-02 |
0.9% |
39% |
False |
False |
410,071 |
| 20 |
125-29 |
119-14 |
6-15 |
5.3% |
1-03 |
0.9% |
29% |
False |
False |
449,211 |
| 40 |
127-22 |
119-14 |
8-08 |
6.8% |
1-04 |
0.9% |
23% |
False |
False |
462,048 |
| 60 |
127-22 |
118-01 |
9-21 |
8.0% |
1-07 |
1.0% |
34% |
False |
False |
310,798 |
| 80 |
127-22 |
116-01 |
11-21 |
9.6% |
1-05 |
1.0% |
46% |
False |
False |
233,185 |
| 100 |
127-22 |
114-22 |
13-00 |
10.7% |
1-04 |
0.9% |
51% |
False |
False |
186,555 |
| 120 |
127-22 |
113-27 |
13-27 |
11.4% |
1-01 |
0.8% |
54% |
False |
False |
155,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-29 |
|
2.618 |
123-22 |
|
1.618 |
122-30 |
|
1.000 |
122-15 |
|
0.618 |
122-06 |
|
HIGH |
121-23 |
|
0.618 |
121-14 |
|
0.500 |
121-11 |
|
0.382 |
121-08 |
|
LOW |
120-31 |
|
0.618 |
120-16 |
|
1.000 |
120-07 |
|
1.618 |
119-24 |
|
2.618 |
119-00 |
|
4.250 |
117-25 |
|
|
| Fisher Pivots for day following 16-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
121-11 |
121-03 |
| PP |
121-11 |
120-27 |
| S1 |
121-11 |
120-18 |
|