ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 05-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2024 |
05-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
117-09 |
118-01 |
0-24 |
0.6% |
118-06 |
| High |
118-10 |
118-12 |
0-02 |
0.1% |
118-28 |
| Low |
117-09 |
117-05 |
-0-04 |
-0.1% |
116-16 |
| Close |
117-22 |
118-05 |
0-15 |
0.4% |
116-26 |
| Range |
1-01 |
1-07 |
0-06 |
18.2% |
2-12 |
| ATR |
1-08 |
1-08 |
0-00 |
-0.2% |
0-00 |
| Volume |
479,093 |
407,773 |
-71,320 |
-14.9% |
3,181,539 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-18 |
121-02 |
118-26 |
|
| R3 |
120-11 |
119-27 |
118-16 |
|
| R2 |
119-04 |
119-04 |
118-12 |
|
| R1 |
118-20 |
118-20 |
118-09 |
118-28 |
| PP |
117-29 |
117-29 |
117-29 |
118-00 |
| S1 |
117-13 |
117-13 |
118-01 |
117-21 |
| S2 |
116-22 |
116-22 |
117-30 |
|
| S3 |
115-15 |
116-06 |
117-26 |
|
| S4 |
114-08 |
114-31 |
117-16 |
|
|
| 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% |
1-12 |
1.2% |
70% |
False |
False |
617,005 |
| 10 |
119-05 |
116-16 |
2-21 |
2.2% |
1-08 |
1.1% |
62% |
False |
False |
544,645 |
| 20 |
121-23 |
116-16 |
5-07 |
4.4% |
1-05 |
1.0% |
32% |
False |
False |
472,407 |
| 40 |
127-22 |
116-16 |
11-06 |
9.5% |
1-04 |
1.0% |
15% |
False |
False |
471,041 |
| 60 |
127-22 |
116-16 |
11-06 |
9.5% |
1-05 |
1.0% |
15% |
False |
False |
429,424 |
| 80 |
127-22 |
116-16 |
11-06 |
9.5% |
1-06 |
1.0% |
15% |
False |
False |
322,551 |
| 100 |
127-22 |
116-01 |
11-21 |
9.9% |
1-05 |
1.0% |
18% |
False |
False |
258,086 |
| 120 |
127-22 |
114-22 |
13-00 |
11.0% |
1-04 |
0.9% |
27% |
False |
False |
215,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-18 |
|
2.618 |
121-18 |
|
1.618 |
120-11 |
|
1.000 |
119-19 |
|
0.618 |
119-04 |
|
HIGH |
118-12 |
|
0.618 |
117-29 |
|
0.500 |
117-24 |
|
0.382 |
117-20 |
|
LOW |
117-05 |
|
0.618 |
116-13 |
|
1.000 |
115-30 |
|
1.618 |
115-06 |
|
2.618 |
113-31 |
|
4.250 |
111-31 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-01 |
118-00 |
| PP |
117-29 |
117-26 |
| S1 |
117-24 |
117-20 |
|