ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 17-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2024 |
17-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
121-01 |
121-10 |
0-09 |
0.2% |
121-30 |
| High |
121-23 |
121-12 |
-0-11 |
-0.3% |
122-08 |
| Low |
120-31 |
119-30 |
-1-01 |
-0.9% |
119-23 |
| Close |
121-11 |
120-00 |
-1-11 |
-1.1% |
120-12 |
| Range |
0-24 |
1-14 |
0-22 |
91.7% |
2-17 |
| ATR |
1-04 |
1-05 |
0-01 |
1.9% |
0-00 |
| Volume |
381,387 |
431,225 |
49,838 |
13.1% |
2,147,638 |
|
| Daily Pivots for day following 17-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-24 |
123-26 |
120-25 |
|
| R3 |
123-10 |
122-12 |
120-13 |
|
| R2 |
121-28 |
121-28 |
120-08 |
|
| R1 |
120-30 |
120-30 |
120-04 |
120-22 |
| PP |
120-14 |
120-14 |
120-14 |
120-10 |
| S1 |
119-16 |
119-16 |
119-28 |
119-08 |
| S2 |
119-00 |
119-00 |
119-24 |
|
| S3 |
117-18 |
118-02 |
119-19 |
|
| S4 |
116-04 |
116-20 |
119-07 |
|
|
| 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% |
1-00 |
0.8% |
25% |
False |
False |
349,909 |
| 10 |
123-22 |
119-14 |
4-08 |
3.5% |
1-03 |
0.9% |
13% |
False |
False |
413,479 |
| 20 |
125-25 |
119-14 |
6-11 |
5.3% |
1-03 |
0.9% |
9% |
False |
False |
440,871 |
| 40 |
127-22 |
119-14 |
8-08 |
6.9% |
1-04 |
0.9% |
7% |
False |
False |
471,096 |
| 60 |
127-22 |
118-07 |
9-15 |
7.9% |
1-07 |
1.0% |
19% |
False |
False |
317,972 |
| 80 |
127-22 |
116-01 |
11-21 |
9.7% |
1-05 |
1.0% |
34% |
False |
False |
238,574 |
| 100 |
127-22 |
114-22 |
13-00 |
10.8% |
1-04 |
0.9% |
41% |
False |
False |
190,867 |
| 120 |
127-22 |
113-27 |
13-27 |
11.5% |
1-01 |
0.9% |
44% |
False |
False |
159,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-16 |
|
2.618 |
125-04 |
|
1.618 |
123-22 |
|
1.000 |
122-26 |
|
0.618 |
122-08 |
|
HIGH |
121-12 |
|
0.618 |
120-26 |
|
0.500 |
120-21 |
|
0.382 |
120-16 |
|
LOW |
119-30 |
|
0.618 |
119-02 |
|
1.000 |
118-16 |
|
1.618 |
117-20 |
|
2.618 |
116-06 |
|
4.250 |
113-26 |
|
|
| Fisher Pivots for day following 17-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-21 |
120-26 |
| PP |
120-14 |
120-18 |
| S1 |
120-07 |
120-09 |
|