ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 06-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2024 |
06-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
118-01 |
118-09 |
0-08 |
0.2% |
118-06 |
| High |
118-12 |
118-21 |
0-09 |
0.2% |
118-28 |
| Low |
117-05 |
115-10 |
-1-27 |
-1.6% |
116-16 |
| Close |
118-05 |
116-08 |
-1-29 |
-1.6% |
116-26 |
| Range |
1-07 |
3-11 |
2-04 |
174.4% |
2-12 |
| ATR |
1-08 |
1-13 |
0-05 |
11.9% |
0-00 |
| Volume |
407,773 |
1,022,368 |
614,595 |
150.7% |
3,181,539 |
|
| Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-25 |
124-27 |
118-03 |
|
| R3 |
123-14 |
121-16 |
117-05 |
|
| R2 |
120-03 |
120-03 |
116-28 |
|
| R1 |
118-05 |
118-05 |
116-18 |
117-14 |
| PP |
116-24 |
116-24 |
116-24 |
116-12 |
| S1 |
114-26 |
114-26 |
115-30 |
114-04 |
| S2 |
113-13 |
113-13 |
115-20 |
|
| S3 |
110-02 |
111-15 |
115-11 |
|
| S4 |
106-23 |
108-04 |
114-13 |
|
|
| 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 |
118-25 |
115-10 |
3-15 |
3.0% |
1-25 |
1.5% |
27% |
False |
True |
695,819 |
| 10 |
119-05 |
115-10 |
3-27 |
3.3% |
1-16 |
1.3% |
24% |
False |
True |
598,686 |
| 20 |
121-23 |
115-10 |
6-13 |
5.5% |
1-09 |
1.1% |
15% |
False |
True |
503,637 |
| 40 |
127-22 |
115-10 |
12-12 |
10.6% |
1-06 |
1.0% |
8% |
False |
True |
483,316 |
| 60 |
127-22 |
115-10 |
12-12 |
10.6% |
1-06 |
1.0% |
8% |
False |
True |
446,264 |
| 80 |
127-22 |
115-10 |
12-12 |
10.6% |
1-07 |
1.0% |
8% |
False |
True |
335,322 |
| 100 |
127-22 |
115-10 |
12-12 |
10.6% |
1-06 |
1.0% |
8% |
False |
True |
268,309 |
| 120 |
127-22 |
114-22 |
13-00 |
11.2% |
1-04 |
1.0% |
12% |
False |
False |
223,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-28 |
|
2.618 |
127-13 |
|
1.618 |
124-02 |
|
1.000 |
122-00 |
|
0.618 |
120-23 |
|
HIGH |
118-21 |
|
0.618 |
117-12 |
|
0.500 |
117-00 |
|
0.382 |
116-19 |
|
LOW |
115-10 |
|
0.618 |
113-08 |
|
1.000 |
111-31 |
|
1.618 |
109-29 |
|
2.618 |
106-18 |
|
4.250 |
101-03 |
|
|
| Fisher Pivots for day following 06-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-00 |
117-00 |
| PP |
116-24 |
116-24 |
| S1 |
116-16 |
116-16 |
|