ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 25-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2024 |
25-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
118-01 |
118-20 |
0-19 |
0.5% |
120-02 |
| High |
119-01 |
119-05 |
0-04 |
0.1% |
120-06 |
| Low |
117-29 |
118-01 |
0-04 |
0.1% |
117-25 |
| Close |
118-24 |
118-09 |
-0-15 |
-0.4% |
118-09 |
| Range |
1-04 |
1-04 |
0-00 |
0.0% |
2-13 |
| ATR |
1-04 |
1-04 |
0-00 |
0.0% |
0-00 |
| Volume |
496,729 |
399,365 |
-97,364 |
-19.6% |
2,274,265 |
|
| Daily Pivots for day following 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-28 |
121-06 |
118-29 |
|
| R3 |
120-24 |
120-02 |
118-19 |
|
| R2 |
119-20 |
119-20 |
118-16 |
|
| R1 |
118-30 |
118-30 |
118-12 |
118-23 |
| PP |
118-16 |
118-16 |
118-16 |
118-12 |
| S1 |
117-26 |
117-26 |
118-06 |
117-19 |
| S2 |
117-12 |
117-12 |
118-02 |
|
| S3 |
116-08 |
116-22 |
117-31 |
|
| S4 |
115-04 |
115-18 |
117-21 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-31 |
124-17 |
119-19 |
|
| R3 |
123-18 |
122-04 |
118-30 |
|
| R2 |
121-05 |
121-05 |
118-23 |
|
| R1 |
119-23 |
119-23 |
118-16 |
119-08 |
| PP |
118-24 |
118-24 |
118-24 |
118-16 |
| S1 |
117-10 |
117-10 |
118-02 |
116-26 |
| S2 |
116-11 |
116-11 |
117-27 |
|
| S3 |
113-30 |
114-29 |
117-20 |
|
| S4 |
111-17 |
112-16 |
116-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-06 |
117-25 |
2-13 |
2.0% |
1-04 |
0.9% |
21% |
False |
False |
454,853 |
| 10 |
121-23 |
117-25 |
3-30 |
3.3% |
1-02 |
0.9% |
13% |
False |
False |
404,332 |
| 20 |
125-25 |
117-25 |
8-00 |
6.8% |
1-04 |
0.9% |
6% |
False |
False |
443,785 |
| 40 |
127-22 |
117-25 |
9-29 |
8.4% |
1-05 |
1.0% |
5% |
False |
False |
458,046 |
| 60 |
127-22 |
117-25 |
9-29 |
8.4% |
1-06 |
1.0% |
5% |
False |
False |
362,153 |
| 80 |
127-22 |
117-19 |
10-03 |
8.5% |
1-05 |
1.0% |
7% |
False |
False |
271,738 |
| 100 |
127-22 |
116-01 |
11-21 |
9.9% |
1-05 |
1.0% |
19% |
False |
False |
217,405 |
| 120 |
127-22 |
114-22 |
13-00 |
11.0% |
1-02 |
0.9% |
28% |
False |
False |
181,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-30 |
|
2.618 |
122-03 |
|
1.618 |
120-31 |
|
1.000 |
120-09 |
|
0.618 |
119-27 |
|
HIGH |
119-05 |
|
0.618 |
118-23 |
|
0.500 |
118-19 |
|
0.382 |
118-15 |
|
LOW |
118-01 |
|
0.618 |
117-11 |
|
1.000 |
116-29 |
|
1.618 |
116-07 |
|
2.618 |
115-03 |
|
4.250 |
113-08 |
|
|
| Fisher Pivots for day following 25-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-19 |
118-15 |
| PP |
118-16 |
118-13 |
| S1 |
118-12 |
118-11 |
|