ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 01-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2024 |
01-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
117-19 |
118-00 |
0-13 |
0.3% |
118-06 |
| High |
118-07 |
118-25 |
0-18 |
0.5% |
118-28 |
| Low |
117-06 |
116-16 |
-0-22 |
-0.6% |
116-16 |
| Close |
117-31 |
116-26 |
-1-05 |
-1.0% |
116-26 |
| Range |
1-01 |
2-09 |
1-08 |
121.2% |
2-12 |
| ATR |
1-05 |
1-08 |
0-03 |
6.9% |
0-00 |
| Volume |
838,952 |
730,910 |
-108,042 |
-12.9% |
3,181,539 |
|
| Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-07 |
122-25 |
118-02 |
|
| R3 |
121-30 |
120-16 |
117-14 |
|
| R2 |
119-21 |
119-21 |
117-07 |
|
| R1 |
118-07 |
118-07 |
117-01 |
117-26 |
| PP |
117-12 |
117-12 |
117-12 |
117-05 |
| S1 |
115-30 |
115-30 |
116-19 |
115-16 |
| S2 |
115-03 |
115-03 |
116-13 |
|
| S3 |
112-26 |
113-21 |
116-06 |
|
| S4 |
110-17 |
111-12 |
115-18 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-17 |
123-01 |
118-04 |
|
| R3 |
122-05 |
120-21 |
117-15 |
|
| R2 |
119-25 |
119-25 |
117-08 |
|
| R1 |
118-09 |
118-09 |
117-01 |
117-27 |
| PP |
117-13 |
117-13 |
117-13 |
117-06 |
| S1 |
115-29 |
115-29 |
116-19 |
115-15 |
| S2 |
115-01 |
115-01 |
116-12 |
|
| S3 |
112-21 |
113-17 |
116-05 |
|
| S4 |
110-09 |
111-05 |
115-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-28 |
116-16 |
2-12 |
2.0% |
1-15 |
1.3% |
13% |
False |
True |
636,307 |
| 10 |
120-06 |
116-16 |
3-22 |
3.2% |
1-09 |
1.1% |
8% |
False |
True |
545,580 |
| 20 |
122-08 |
116-16 |
5-24 |
4.9% |
1-05 |
1.0% |
5% |
False |
True |
468,624 |
| 40 |
127-22 |
116-16 |
11-06 |
9.6% |
1-05 |
1.0% |
3% |
False |
True |
466,937 |
| 60 |
127-22 |
116-16 |
11-06 |
9.6% |
1-05 |
1.0% |
3% |
False |
True |
414,835 |
| 80 |
127-22 |
116-16 |
11-06 |
9.6% |
1-06 |
1.0% |
3% |
False |
True |
311,475 |
| 100 |
127-22 |
116-01 |
11-21 |
10.0% |
1-05 |
1.0% |
7% |
False |
False |
249,218 |
| 120 |
127-22 |
114-22 |
13-00 |
11.1% |
1-03 |
0.9% |
16% |
False |
False |
207,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-15 |
|
2.618 |
124-24 |
|
1.618 |
122-15 |
|
1.000 |
121-02 |
|
0.618 |
120-06 |
|
HIGH |
118-25 |
|
0.618 |
117-29 |
|
0.500 |
117-20 |
|
0.382 |
117-12 |
|
LOW |
116-16 |
|
0.618 |
115-03 |
|
1.000 |
114-07 |
|
1.618 |
112-26 |
|
2.618 |
110-17 |
|
4.250 |
106-26 |
|
|
| Fisher Pivots for day following 01-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-20 |
117-22 |
| PP |
117-12 |
117-13 |
| S1 |
117-03 |
117-03 |
|