ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 18-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2024 |
18-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
121-10 |
120-03 |
-1-07 |
-1.0% |
120-00 |
| High |
121-12 |
120-16 |
-0-28 |
-0.7% |
121-23 |
| Low |
119-30 |
119-18 |
-0-12 |
-0.3% |
119-14 |
| Close |
120-00 |
120-08 |
0-08 |
0.2% |
120-08 |
| Range |
1-14 |
0-30 |
-0-16 |
-34.8% |
2-09 |
| ATR |
1-05 |
1-04 |
0-00 |
-1.3% |
0-00 |
| Volume |
431,225 |
379,656 |
-51,569 |
-12.0% |
1,769,057 |
|
| Daily Pivots for day following 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-29 |
122-17 |
120-24 |
|
| R3 |
121-31 |
121-19 |
120-16 |
|
| R2 |
121-01 |
121-01 |
120-14 |
|
| R1 |
120-21 |
120-21 |
120-11 |
120-27 |
| PP |
120-03 |
120-03 |
120-03 |
120-06 |
| S1 |
119-23 |
119-23 |
120-05 |
119-29 |
| S2 |
119-05 |
119-05 |
120-02 |
|
| S3 |
118-07 |
118-25 |
120-00 |
|
| S4 |
117-09 |
117-27 |
119-24 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-10 |
126-02 |
121-16 |
|
| R3 |
125-01 |
123-25 |
120-28 |
|
| R2 |
122-24 |
122-24 |
120-21 |
|
| R1 |
121-16 |
121-16 |
120-15 |
122-04 |
| PP |
120-15 |
120-15 |
120-15 |
120-25 |
| S1 |
119-07 |
119-07 |
120-01 |
119-27 |
| S2 |
118-06 |
118-06 |
119-27 |
|
| S3 |
115-29 |
116-30 |
119-20 |
|
| S4 |
113-20 |
114-21 |
119-00 |
|
|
| 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% |
36% |
False |
False |
353,811 |
| 10 |
122-08 |
119-14 |
2-26 |
2.3% |
1-00 |
0.8% |
29% |
False |
False |
391,669 |
| 20 |
125-25 |
119-14 |
6-11 |
5.3% |
1-03 |
0.9% |
13% |
False |
False |
438,584 |
| 40 |
127-22 |
119-14 |
8-08 |
6.9% |
1-04 |
0.9% |
10% |
False |
False |
470,046 |
| 60 |
127-22 |
118-17 |
9-05 |
7.6% |
1-07 |
1.0% |
19% |
False |
False |
324,295 |
| 80 |
127-22 |
116-01 |
11-21 |
9.7% |
1-05 |
1.0% |
36% |
False |
False |
243,319 |
| 100 |
127-22 |
114-22 |
13-00 |
10.8% |
1-04 |
0.9% |
43% |
False |
False |
194,663 |
| 120 |
127-22 |
113-27 |
13-27 |
11.5% |
1-02 |
0.9% |
46% |
False |
False |
162,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-16 |
|
2.618 |
122-31 |
|
1.618 |
122-01 |
|
1.000 |
121-14 |
|
0.618 |
121-03 |
|
HIGH |
120-16 |
|
0.618 |
120-05 |
|
0.500 |
120-01 |
|
0.382 |
119-29 |
|
LOW |
119-18 |
|
0.618 |
118-31 |
|
1.000 |
118-20 |
|
1.618 |
118-01 |
|
2.618 |
117-03 |
|
4.250 |
115-18 |
|
|
| Fisher Pivots for day following 18-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-06 |
120-20 |
| PP |
120-03 |
120-16 |
| S1 |
120-01 |
120-12 |
|