ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 08-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2024 |
08-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
116-04 |
117-06 |
1-02 |
0.9% |
117-09 |
| High |
117-16 |
118-11 |
0-27 |
0.7% |
118-21 |
| Low |
115-22 |
116-30 |
1-08 |
1.1% |
115-10 |
| Close |
117-03 |
117-27 |
0-24 |
0.6% |
117-27 |
| Range |
1-26 |
1-13 |
-0-13 |
-22.4% |
3-11 |
| ATR |
1-14 |
1-14 |
0-00 |
-0.1% |
0-00 |
| Volume |
574,318 |
474,348 |
-99,970 |
-17.4% |
2,957,900 |
|
| Daily Pivots for day following 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-30 |
121-09 |
118-20 |
|
| R3 |
120-17 |
119-28 |
118-07 |
|
| R2 |
119-04 |
119-04 |
118-03 |
|
| R1 |
118-15 |
118-15 |
117-31 |
118-26 |
| PP |
117-23 |
117-23 |
117-23 |
117-28 |
| S1 |
117-02 |
117-02 |
117-23 |
117-12 |
| S2 |
116-10 |
116-10 |
117-19 |
|
| S3 |
114-29 |
115-21 |
117-15 |
|
| S4 |
113-16 |
114-08 |
117-02 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-10 |
125-29 |
119-22 |
|
| R3 |
123-31 |
122-18 |
118-24 |
|
| R2 |
120-20 |
120-20 |
118-15 |
|
| R1 |
119-07 |
119-07 |
118-05 |
119-30 |
| PP |
117-09 |
117-09 |
117-09 |
117-20 |
| S1 |
115-28 |
115-28 |
117-17 |
116-18 |
| S2 |
113-30 |
113-30 |
117-07 |
|
| S3 |
110-19 |
112-17 |
116-30 |
|
| S4 |
107-08 |
109-06 |
116-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-21 |
115-10 |
3-11 |
2.8% |
1-24 |
1.5% |
76% |
False |
False |
591,580 |
| 10 |
118-28 |
115-10 |
3-18 |
3.0% |
1-20 |
1.4% |
71% |
False |
False |
613,943 |
| 20 |
121-23 |
115-10 |
6-13 |
5.4% |
1-11 |
1.1% |
40% |
False |
False |
509,138 |
| 40 |
127-22 |
115-10 |
12-12 |
10.5% |
1-07 |
1.0% |
20% |
False |
False |
489,364 |
| 60 |
127-22 |
115-10 |
12-12 |
10.5% |
1-06 |
1.0% |
20% |
False |
False |
463,285 |
| 80 |
127-22 |
115-10 |
12-12 |
10.5% |
1-08 |
1.1% |
20% |
False |
False |
348,417 |
| 100 |
127-22 |
115-10 |
12-12 |
10.5% |
1-06 |
1.0% |
20% |
False |
False |
278,795 |
| 120 |
127-22 |
114-22 |
13-00 |
11.0% |
1-05 |
1.0% |
24% |
False |
False |
232,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-10 |
|
2.618 |
122-01 |
|
1.618 |
120-20 |
|
1.000 |
119-24 |
|
0.618 |
119-07 |
|
HIGH |
118-11 |
|
0.618 |
117-26 |
|
0.500 |
117-20 |
|
0.382 |
117-15 |
|
LOW |
116-30 |
|
0.618 |
116-02 |
|
1.000 |
115-17 |
|
1.618 |
114-21 |
|
2.618 |
113-08 |
|
4.250 |
110-31 |
|
|
| Fisher Pivots for day following 08-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-25 |
117-18 |
| PP |
117-23 |
117-09 |
| S1 |
117-20 |
117-00 |
|