ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 23-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2024 |
23-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
118-15 |
118-11 |
-0-04 |
-0.1% |
120-00 |
| High |
118-31 |
118-15 |
-0-16 |
-0.4% |
121-23 |
| Low |
118-02 |
117-25 |
-0-09 |
-0.2% |
119-14 |
| Close |
118-15 |
118-01 |
-0-14 |
-0.4% |
120-08 |
| Range |
0-29 |
0-22 |
-0-07 |
-24.1% |
2-09 |
| ATR |
1-05 |
1-04 |
-0-01 |
-2.9% |
0-00 |
| Volume |
484,935 |
481,960 |
-2,975 |
-0.6% |
1,769,057 |
|
| Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-05 |
119-25 |
118-13 |
|
| R3 |
119-15 |
119-03 |
118-07 |
|
| R2 |
118-25 |
118-25 |
118-05 |
|
| R1 |
118-13 |
118-13 |
118-03 |
118-08 |
| PP |
118-03 |
118-03 |
118-03 |
118-00 |
| S1 |
117-23 |
117-23 |
117-31 |
117-18 |
| S2 |
117-13 |
117-13 |
117-29 |
|
| S3 |
116-23 |
117-01 |
117-27 |
|
| S4 |
116-01 |
116-11 |
117-21 |
|
|
| 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 |
121-12 |
117-25 |
3-19 |
3.0% |
1-04 |
1.0% |
7% |
False |
True |
437,810 |
| 10 |
121-23 |
117-25 |
3-30 |
3.3% |
1-01 |
0.9% |
6% |
False |
True |
408,588 |
| 20 |
125-25 |
117-25 |
8-00 |
6.8% |
1-03 |
0.9% |
3% |
False |
True |
443,795 |
| 40 |
127-22 |
117-25 |
9-29 |
8.4% |
1-04 |
1.0% |
3% |
False |
True |
456,937 |
| 60 |
127-22 |
117-25 |
9-29 |
8.4% |
1-07 |
1.0% |
3% |
False |
True |
347,250 |
| 80 |
127-22 |
116-13 |
11-09 |
9.6% |
1-05 |
1.0% |
14% |
False |
False |
260,541 |
| 100 |
127-22 |
116-01 |
11-21 |
9.9% |
1-05 |
1.0% |
17% |
False |
False |
208,444 |
| 120 |
127-22 |
114-22 |
13-00 |
11.0% |
1-02 |
0.9% |
26% |
False |
False |
173,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-12 |
|
2.618 |
120-09 |
|
1.618 |
119-19 |
|
1.000 |
119-05 |
|
0.618 |
118-29 |
|
HIGH |
118-15 |
|
0.618 |
118-07 |
|
0.500 |
118-04 |
|
0.382 |
118-01 |
|
LOW |
117-25 |
|
0.618 |
117-11 |
|
1.000 |
117-03 |
|
1.618 |
116-21 |
|
2.618 |
115-31 |
|
4.250 |
114-28 |
|
|
| Fisher Pivots for day following 23-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-04 |
119-00 |
| PP |
118-03 |
118-21 |
| S1 |
118-02 |
118-11 |
|