ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 29-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2024 |
29-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
118-06 |
117-20 |
-0-18 |
-0.5% |
120-02 |
| High |
118-12 |
118-00 |
-0-12 |
-0.3% |
120-06 |
| Low |
117-00 |
116-24 |
-0-08 |
-0.2% |
117-25 |
| Close |
117-21 |
117-22 |
0-01 |
0.0% |
118-09 |
| Range |
1-12 |
1-08 |
-0-04 |
-9.1% |
2-13 |
| ATR |
1-05 |
1-05 |
0-00 |
0.6% |
0-00 |
| Volume |
470,694 |
512,686 |
41,992 |
8.9% |
2,274,265 |
|
| Daily Pivots for day following 29-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-07 |
120-23 |
118-12 |
|
| R3 |
119-31 |
119-15 |
118-01 |
|
| R2 |
118-23 |
118-23 |
117-29 |
|
| R1 |
118-07 |
118-07 |
117-26 |
118-15 |
| PP |
117-15 |
117-15 |
117-15 |
117-20 |
| S1 |
116-31 |
116-31 |
117-18 |
117-07 |
| S2 |
116-07 |
116-07 |
117-15 |
|
| S3 |
114-31 |
115-23 |
117-11 |
|
| S4 |
113-23 |
114-15 |
117-00 |
|
|
| 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 |
116-24 |
2-13 |
2.0% |
1-04 |
0.9% |
39% |
False |
True |
472,286 |
| 10 |
121-23 |
116-24 |
4-31 |
4.2% |
1-04 |
1.0% |
19% |
False |
True |
444,991 |
| 20 |
125-09 |
116-24 |
8-17 |
7.2% |
1-04 |
1.0% |
11% |
False |
True |
434,219 |
| 40 |
127-22 |
116-24 |
10-30 |
9.3% |
1-04 |
1.0% |
9% |
False |
True |
451,754 |
| 60 |
127-22 |
116-24 |
10-30 |
9.3% |
1-05 |
1.0% |
9% |
False |
True |
378,422 |
| 80 |
127-22 |
116-24 |
10-30 |
9.3% |
1-05 |
1.0% |
9% |
False |
True |
284,014 |
| 100 |
127-22 |
116-01 |
11-21 |
9.9% |
1-05 |
1.0% |
14% |
False |
False |
227,238 |
| 120 |
127-22 |
114-22 |
13-00 |
11.0% |
1-03 |
0.9% |
23% |
False |
False |
189,367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-10 |
|
2.618 |
121-09 |
|
1.618 |
120-01 |
|
1.000 |
119-08 |
|
0.618 |
118-25 |
|
HIGH |
118-00 |
|
0.618 |
117-17 |
|
0.500 |
117-12 |
|
0.382 |
117-07 |
|
LOW |
116-24 |
|
0.618 |
115-31 |
|
1.000 |
115-16 |
|
1.618 |
114-23 |
|
2.618 |
113-15 |
|
4.250 |
111-14 |
|
|
| Fisher Pivots for day following 29-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-19 |
117-30 |
| PP |
117-15 |
117-28 |
| S1 |
117-12 |
117-25 |
|