ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 21-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2024 |
21-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
120-03 |
120-02 |
-0-01 |
0.0% |
120-00 |
| High |
120-16 |
120-06 |
-0-10 |
-0.3% |
121-23 |
| Low |
119-18 |
118-15 |
-1-03 |
-0.9% |
119-14 |
| Close |
120-08 |
118-22 |
-1-18 |
-1.3% |
120-08 |
| Range |
0-30 |
1-23 |
0-25 |
83.3% |
2-09 |
| ATR |
1-04 |
1-06 |
0-01 |
4.0% |
0-00 |
| Volume |
379,656 |
411,276 |
31,620 |
8.3% |
1,769,057 |
|
| Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-09 |
123-06 |
119-20 |
|
| R3 |
122-18 |
121-15 |
119-05 |
|
| R2 |
120-27 |
120-27 |
119-00 |
|
| R1 |
119-24 |
119-24 |
118-27 |
119-14 |
| PP |
119-04 |
119-04 |
119-04 |
118-30 |
| S1 |
118-01 |
118-01 |
118-17 |
117-23 |
| S2 |
117-13 |
117-13 |
118-12 |
|
| S3 |
115-22 |
116-10 |
118-07 |
|
| S4 |
113-31 |
114-19 |
117-24 |
|
|
| 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 |
118-15 |
3-08 |
2.7% |
1-07 |
1.0% |
7% |
False |
True |
407,241 |
| 10 |
121-23 |
118-15 |
3-08 |
2.7% |
1-02 |
0.9% |
7% |
False |
True |
388,680 |
| 20 |
125-25 |
118-15 |
7-10 |
6.2% |
1-04 |
1.0% |
3% |
False |
True |
437,944 |
| 40 |
127-22 |
118-15 |
9-07 |
7.8% |
1-05 |
1.0% |
2% |
False |
True |
470,032 |
| 60 |
127-22 |
118-15 |
9-07 |
7.8% |
1-07 |
1.0% |
2% |
False |
True |
331,148 |
| 80 |
127-22 |
116-01 |
11-21 |
9.8% |
1-06 |
1.0% |
23% |
False |
False |
248,459 |
| 100 |
127-22 |
115-16 |
12-06 |
10.3% |
1-04 |
1.0% |
26% |
False |
False |
198,776 |
| 120 |
127-22 |
114-08 |
13-14 |
11.3% |
1-02 |
0.9% |
33% |
False |
False |
165,647 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-16 |
|
2.618 |
124-22 |
|
1.618 |
122-31 |
|
1.000 |
121-29 |
|
0.618 |
121-08 |
|
HIGH |
120-06 |
|
0.618 |
119-17 |
|
0.500 |
119-10 |
|
0.382 |
119-04 |
|
LOW |
118-15 |
|
0.618 |
117-13 |
|
1.000 |
116-24 |
|
1.618 |
115-22 |
|
2.618 |
113-31 |
|
4.250 |
111-05 |
|
|
| Fisher Pivots for day following 21-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-10 |
119-30 |
| PP |
119-04 |
119-16 |
| S1 |
118-29 |
119-03 |
|