ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 07-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2024 |
07-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
118-09 |
116-04 |
-2-05 |
-1.8% |
118-06 |
| High |
118-21 |
117-16 |
-1-05 |
-1.0% |
118-28 |
| Low |
115-10 |
115-22 |
0-12 |
0.3% |
116-16 |
| Close |
116-08 |
117-03 |
0-27 |
0.7% |
116-26 |
| Range |
3-11 |
1-26 |
-1-17 |
-45.8% |
2-12 |
| ATR |
1-13 |
1-14 |
0-01 |
2.1% |
0-00 |
| Volume |
1,022,368 |
574,318 |
-448,050 |
-43.8% |
3,181,539 |
|
| Daily Pivots for day following 07-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-06 |
121-15 |
118-03 |
|
| R3 |
120-12 |
119-21 |
117-19 |
|
| R2 |
118-18 |
118-18 |
117-14 |
|
| R1 |
117-27 |
117-27 |
117-08 |
118-06 |
| PP |
116-24 |
116-24 |
116-24 |
116-30 |
| S1 |
116-01 |
116-01 |
116-30 |
116-12 |
| S2 |
114-30 |
114-30 |
116-24 |
|
| S3 |
113-04 |
114-07 |
116-19 |
|
| S4 |
111-10 |
112-13 |
116-03 |
|
|
| 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% |
1-30 |
1.7% |
51% |
False |
False |
642,892 |
| 10 |
119-05 |
115-10 |
3-27 |
3.3% |
1-19 |
1.4% |
46% |
False |
False |
606,445 |
| 20 |
121-23 |
115-10 |
6-13 |
5.5% |
1-10 |
1.1% |
28% |
False |
False |
503,427 |
| 40 |
127-22 |
115-10 |
12-12 |
10.6% |
1-07 |
1.0% |
14% |
False |
False |
486,647 |
| 60 |
127-22 |
115-10 |
12-12 |
10.6% |
1-07 |
1.0% |
14% |
False |
False |
455,577 |
| 80 |
127-22 |
115-10 |
12-12 |
10.6% |
1-07 |
1.1% |
14% |
False |
False |
342,493 |
| 100 |
127-22 |
115-10 |
12-12 |
10.6% |
1-06 |
1.0% |
14% |
False |
False |
274,052 |
| 120 |
127-22 |
114-22 |
13-00 |
11.1% |
1-05 |
1.0% |
19% |
False |
False |
228,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-06 |
|
2.618 |
122-08 |
|
1.618 |
120-14 |
|
1.000 |
119-10 |
|
0.618 |
118-20 |
|
HIGH |
117-16 |
|
0.618 |
116-26 |
|
0.500 |
116-19 |
|
0.382 |
116-12 |
|
LOW |
115-22 |
|
0.618 |
114-18 |
|
1.000 |
113-28 |
|
1.618 |
112-24 |
|
2.618 |
110-30 |
|
4.250 |
108-00 |
|
|
| Fisher Pivots for day following 07-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-30 |
117-02 |
| PP |
116-24 |
117-01 |
| S1 |
116-19 |
117-00 |
|