ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 30-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2024 |
30-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
117-20 |
117-30 |
0-10 |
0.3% |
120-02 |
| High |
118-00 |
118-28 |
0-28 |
0.7% |
120-06 |
| Low |
116-24 |
117-16 |
0-24 |
0.6% |
117-25 |
| Close |
117-22 |
118-02 |
0-12 |
0.3% |
118-09 |
| Range |
1-08 |
1-12 |
0-04 |
10.0% |
2-13 |
| ATR |
1-05 |
1-05 |
0-01 |
1.4% |
0-00 |
| Volume |
512,686 |
628,297 |
115,611 |
22.6% |
2,274,265 |
|
| Daily Pivots for day following 30-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-09 |
121-17 |
118-26 |
|
| R3 |
120-29 |
120-05 |
118-14 |
|
| R2 |
119-17 |
119-17 |
118-10 |
|
| R1 |
118-25 |
118-25 |
118-06 |
119-05 |
| PP |
118-05 |
118-05 |
118-05 |
118-10 |
| S1 |
117-13 |
117-13 |
117-30 |
117-25 |
| S2 |
116-25 |
116-25 |
117-26 |
|
| S3 |
115-13 |
116-01 |
117-22 |
|
| S4 |
114-01 |
114-21 |
117-10 |
|
|
| 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% |
1-08 |
1.1% |
55% |
False |
False |
501,554 |
| 10 |
121-12 |
116-24 |
4-20 |
3.9% |
1-06 |
1.0% |
28% |
False |
False |
469,682 |
| 20 |
124-11 |
116-24 |
7-19 |
6.4% |
1-04 |
1.0% |
17% |
False |
False |
439,876 |
| 40 |
127-22 |
116-24 |
10-30 |
9.3% |
1-04 |
1.0% |
12% |
False |
False |
455,512 |
| 60 |
127-22 |
116-24 |
10-30 |
9.3% |
1-05 |
1.0% |
12% |
False |
False |
388,836 |
| 80 |
127-22 |
116-24 |
10-30 |
9.3% |
1-05 |
1.0% |
12% |
False |
False |
291,860 |
| 100 |
127-22 |
116-01 |
11-21 |
9.9% |
1-05 |
1.0% |
17% |
False |
False |
233,520 |
| 120 |
127-22 |
114-22 |
13-00 |
11.0% |
1-03 |
0.9% |
26% |
False |
False |
194,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-23 |
|
2.618 |
122-15 |
|
1.618 |
121-03 |
|
1.000 |
120-08 |
|
0.618 |
119-23 |
|
HIGH |
118-28 |
|
0.618 |
118-11 |
|
0.500 |
118-06 |
|
0.382 |
118-01 |
|
LOW |
117-16 |
|
0.618 |
116-21 |
|
1.000 |
116-04 |
|
1.618 |
115-09 |
|
2.618 |
113-29 |
|
4.250 |
111-21 |
|
|
| Fisher Pivots for day following 30-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-06 |
117-31 |
| PP |
118-05 |
117-29 |
| S1 |
118-03 |
117-26 |
|