ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 12-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
117-27 |
117-27 |
0-00 |
0.0% |
117-09 |
| High |
117-29 |
118-05 |
0-08 |
0.2% |
118-21 |
| Low |
117-07 |
116-04 |
-1-03 |
-0.9% |
115-10 |
| Close |
117-21 |
116-10 |
-1-11 |
-1.1% |
117-27 |
| Range |
0-22 |
2-01 |
1-11 |
195.5% |
3-11 |
| ATR |
1-12 |
1-14 |
0-01 |
3.4% |
0-00 |
| Volume |
178,871 |
564,764 |
385,893 |
215.7% |
2,957,900 |
|
| Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-31 |
121-21 |
117-14 |
|
| R3 |
120-30 |
119-20 |
116-28 |
|
| R2 |
118-29 |
118-29 |
116-22 |
|
| R1 |
117-19 |
117-19 |
116-16 |
117-08 |
| PP |
116-28 |
116-28 |
116-28 |
116-22 |
| S1 |
115-18 |
115-18 |
116-04 |
115-06 |
| S2 |
114-27 |
114-27 |
115-30 |
|
| S3 |
112-26 |
113-17 |
115-24 |
|
| S4 |
110-25 |
111-16 |
115-06 |
|
|
| 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 |
2.9% |
1-27 |
1.6% |
30% |
False |
False |
562,933 |
| 10 |
118-28 |
115-10 |
3-18 |
3.1% |
1-20 |
1.4% |
28% |
False |
False |
589,969 |
| 20 |
121-23 |
115-10 |
6-13 |
5.5% |
1-12 |
1.2% |
16% |
False |
False |
517,480 |
| 40 |
126-31 |
115-10 |
11-21 |
10.0% |
1-08 |
1.1% |
9% |
False |
False |
486,906 |
| 60 |
127-22 |
115-10 |
12-12 |
10.6% |
1-07 |
1.0% |
8% |
False |
False |
475,056 |
| 80 |
127-22 |
115-10 |
12-12 |
10.6% |
1-08 |
1.1% |
8% |
False |
False |
357,702 |
| 100 |
127-22 |
115-10 |
12-12 |
10.6% |
1-06 |
1.0% |
8% |
False |
False |
286,230 |
| 120 |
127-22 |
114-22 |
13-00 |
11.2% |
1-05 |
1.0% |
13% |
False |
False |
238,531 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-25 |
|
2.618 |
123-15 |
|
1.618 |
121-14 |
|
1.000 |
120-06 |
|
0.618 |
119-13 |
|
HIGH |
118-05 |
|
0.618 |
117-12 |
|
0.500 |
117-04 |
|
0.382 |
116-29 |
|
LOW |
116-04 |
|
0.618 |
114-28 |
|
1.000 |
114-03 |
|
1.618 |
112-27 |
|
2.618 |
110-26 |
|
4.250 |
107-16 |
|
|
| Fisher Pivots for day following 12-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-04 |
117-08 |
| PP |
116-28 |
116-30 |
| S1 |
116-19 |
116-20 |
|