ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 31-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2024 |
31-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
117-30 |
117-19 |
-0-11 |
-0.3% |
120-02 |
| High |
118-28 |
118-07 |
-0-21 |
-0.6% |
120-06 |
| Low |
117-16 |
117-06 |
-0-10 |
-0.3% |
117-25 |
| Close |
118-02 |
117-31 |
-0-03 |
-0.1% |
118-09 |
| Range |
1-12 |
1-01 |
-0-11 |
-25.0% |
2-13 |
| ATR |
1-05 |
1-05 |
0-00 |
-0.8% |
0-00 |
| Volume |
628,297 |
838,952 |
210,655 |
33.5% |
2,274,265 |
|
| Daily Pivots for day following 31-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-28 |
120-15 |
118-17 |
|
| R3 |
119-27 |
119-14 |
118-08 |
|
| R2 |
118-26 |
118-26 |
118-05 |
|
| R1 |
118-13 |
118-13 |
118-02 |
118-20 |
| PP |
117-25 |
117-25 |
117-25 |
117-29 |
| S1 |
117-12 |
117-12 |
117-28 |
117-18 |
| S2 |
116-24 |
116-24 |
117-25 |
|
| S3 |
115-23 |
116-11 |
117-22 |
|
| S4 |
114-22 |
115-10 |
117-13 |
|
|
| 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% |
1-07 |
1.0% |
51% |
False |
False |
569,998 |
| 10 |
120-16 |
116-24 |
3-24 |
3.2% |
1-05 |
1.0% |
33% |
False |
False |
510,455 |
| 20 |
123-22 |
116-24 |
6-30 |
5.9% |
1-04 |
1.0% |
18% |
False |
False |
461,967 |
| 40 |
127-22 |
116-24 |
10-30 |
9.3% |
1-04 |
1.0% |
11% |
False |
False |
465,948 |
| 60 |
127-22 |
116-24 |
10-30 |
9.3% |
1-05 |
1.0% |
11% |
False |
False |
402,731 |
| 80 |
127-22 |
116-24 |
10-30 |
9.3% |
1-06 |
1.0% |
11% |
False |
False |
302,346 |
| 100 |
127-22 |
116-01 |
11-21 |
9.9% |
1-05 |
1.0% |
17% |
False |
False |
241,909 |
| 120 |
127-22 |
114-22 |
13-00 |
11.0% |
1-03 |
0.9% |
25% |
False |
False |
201,594 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-19 |
|
2.618 |
120-29 |
|
1.618 |
119-28 |
|
1.000 |
119-08 |
|
0.618 |
118-27 |
|
HIGH |
118-07 |
|
0.618 |
117-26 |
|
0.500 |
117-22 |
|
0.382 |
117-19 |
|
LOW |
117-06 |
|
0.618 |
116-18 |
|
1.000 |
116-05 |
|
1.618 |
115-17 |
|
2.618 |
114-16 |
|
4.250 |
112-26 |
|
|
| Fisher Pivots for day following 31-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-28 |
117-29 |
| PP |
117-25 |
117-28 |
| S1 |
117-22 |
117-26 |
|