ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 11-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2024 |
11-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
117-06 |
117-27 |
0-21 |
0.6% |
117-09 |
| High |
118-11 |
117-29 |
-0-14 |
-0.4% |
118-21 |
| Low |
116-30 |
117-07 |
0-09 |
0.2% |
115-10 |
| Close |
117-27 |
117-21 |
-0-06 |
-0.2% |
117-27 |
| Range |
1-13 |
0-22 |
-0-23 |
-51.1% |
3-11 |
| ATR |
1-14 |
1-12 |
-0-02 |
-3.7% |
0-00 |
| Volume |
474,348 |
178,871 |
-295,477 |
-62.3% |
2,957,900 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-21 |
119-11 |
118-01 |
|
| R3 |
118-31 |
118-21 |
117-27 |
|
| R2 |
118-09 |
118-09 |
117-25 |
|
| R1 |
117-31 |
117-31 |
117-23 |
117-25 |
| PP |
117-19 |
117-19 |
117-19 |
117-16 |
| S1 |
117-09 |
117-09 |
117-19 |
117-03 |
| S2 |
116-29 |
116-29 |
117-17 |
|
| S3 |
116-07 |
116-19 |
117-15 |
|
| S4 |
115-17 |
115-29 |
117-09 |
|
|
| 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% |
1-22 |
1.4% |
70% |
False |
False |
531,535 |
| 10 |
118-28 |
115-10 |
3-18 |
3.0% |
1-17 |
1.3% |
66% |
False |
False |
584,761 |
| 20 |
121-23 |
115-10 |
6-13 |
5.4% |
1-11 |
1.1% |
37% |
False |
False |
510,875 |
| 40 |
127-22 |
115-10 |
12-12 |
10.5% |
1-07 |
1.0% |
19% |
False |
False |
484,643 |
| 60 |
127-22 |
115-10 |
12-12 |
10.5% |
1-06 |
1.0% |
19% |
False |
False |
466,045 |
| 80 |
127-22 |
115-10 |
12-12 |
10.5% |
1-08 |
1.1% |
19% |
False |
False |
350,650 |
| 100 |
127-22 |
115-10 |
12-12 |
10.5% |
1-06 |
1.0% |
19% |
False |
False |
280,583 |
| 120 |
127-22 |
114-22 |
13-00 |
11.0% |
1-05 |
1.0% |
23% |
False |
False |
233,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-26 |
|
2.618 |
119-23 |
|
1.618 |
119-01 |
|
1.000 |
118-19 |
|
0.618 |
118-11 |
|
HIGH |
117-29 |
|
0.618 |
117-21 |
|
0.500 |
117-18 |
|
0.382 |
117-15 |
|
LOW |
117-07 |
|
0.618 |
116-25 |
|
1.000 |
116-17 |
|
1.618 |
116-03 |
|
2.618 |
115-13 |
|
4.250 |
114-10 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-20 |
117-14 |
| PP |
117-19 |
117-07 |
| S1 |
117-18 |
117-00 |
|