ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 28-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2024 |
28-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
118-20 |
118-06 |
-0-14 |
-0.4% |
120-02 |
| High |
119-05 |
118-12 |
-0-25 |
-0.7% |
120-06 |
| Low |
118-01 |
117-00 |
-1-01 |
-0.9% |
117-25 |
| Close |
118-09 |
117-21 |
-0-20 |
-0.5% |
118-09 |
| Range |
1-04 |
1-12 |
0-08 |
22.2% |
2-13 |
| ATR |
1-04 |
1-05 |
0-01 |
1.6% |
0-00 |
| Volume |
399,365 |
470,694 |
71,329 |
17.9% |
2,274,265 |
|
| Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-26 |
121-03 |
118-13 |
|
| R3 |
120-14 |
119-23 |
118-01 |
|
| R2 |
119-02 |
119-02 |
117-29 |
|
| R1 |
118-11 |
118-11 |
117-25 |
118-00 |
| PP |
117-22 |
117-22 |
117-22 |
117-16 |
| S1 |
116-31 |
116-31 |
117-17 |
116-20 |
| S2 |
116-10 |
116-10 |
117-13 |
|
| S3 |
114-30 |
115-19 |
117-09 |
|
| S4 |
113-18 |
114-07 |
116-29 |
|
|
| 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 |
119-05 |
117-00 |
2-05 |
1.8% |
1-01 |
0.9% |
30% |
False |
True |
466,736 |
| 10 |
121-23 |
117-00 |
4-23 |
4.0% |
1-04 |
1.0% |
14% |
False |
True |
436,988 |
| 20 |
125-25 |
117-00 |
8-25 |
7.5% |
1-05 |
1.0% |
7% |
False |
True |
437,056 |
| 40 |
127-22 |
117-00 |
10-22 |
9.1% |
1-05 |
1.0% |
6% |
False |
True |
454,317 |
| 60 |
127-22 |
117-00 |
10-22 |
9.1% |
1-06 |
1.0% |
6% |
False |
True |
369,941 |
| 80 |
127-22 |
117-00 |
10-22 |
9.1% |
1-05 |
1.0% |
6% |
False |
True |
277,620 |
| 100 |
127-22 |
116-01 |
11-21 |
9.9% |
1-05 |
1.0% |
14% |
False |
False |
222,112 |
| 120 |
127-22 |
114-22 |
13-00 |
11.0% |
1-02 |
0.9% |
23% |
False |
False |
185,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-07 |
|
2.618 |
121-31 |
|
1.618 |
120-19 |
|
1.000 |
119-24 |
|
0.618 |
119-07 |
|
HIGH |
118-12 |
|
0.618 |
117-27 |
|
0.500 |
117-22 |
|
0.382 |
117-17 |
|
LOW |
117-00 |
|
0.618 |
116-05 |
|
1.000 |
115-20 |
|
1.618 |
114-25 |
|
2.618 |
113-13 |
|
4.250 |
111-05 |
|
|
| Fisher Pivots for day following 28-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-22 |
118-02 |
| PP |
117-22 |
117-30 |
| S1 |
117-21 |
117-26 |
|