ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 13-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
117-27 |
116-11 |
-1-16 |
-1.3% |
117-09 |
| High |
118-05 |
117-11 |
-0-26 |
-0.7% |
118-21 |
| Low |
116-04 |
115-22 |
-0-14 |
-0.4% |
115-10 |
| Close |
116-10 |
115-27 |
-0-15 |
-0.4% |
117-27 |
| Range |
2-01 |
1-21 |
-0-12 |
-18.5% |
3-11 |
| ATR |
1-14 |
1-14 |
0-01 |
1.2% |
0-00 |
| Volume |
564,764 |
615,293 |
50,529 |
8.9% |
2,957,900 |
|
| Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-08 |
120-07 |
116-24 |
|
| R3 |
119-19 |
118-18 |
116-10 |
|
| R2 |
117-30 |
117-30 |
116-05 |
|
| R1 |
116-29 |
116-29 |
116-00 |
116-19 |
| PP |
116-09 |
116-09 |
116-09 |
116-04 |
| S1 |
115-08 |
115-08 |
115-22 |
114-30 |
| S2 |
114-20 |
114-20 |
115-17 |
|
| S3 |
112-31 |
113-19 |
115-12 |
|
| S4 |
111-10 |
111-30 |
114-30 |
|
|
| 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 |
118-11 |
115-22 |
2-21 |
2.3% |
1-17 |
1.3% |
6% |
False |
True |
481,518 |
| 10 |
118-25 |
115-10 |
3-15 |
3.0% |
1-21 |
1.4% |
15% |
False |
False |
588,669 |
| 20 |
121-12 |
115-10 |
6-02 |
5.2% |
1-14 |
1.2% |
9% |
False |
False |
529,175 |
| 40 |
125-29 |
115-10 |
10-19 |
9.1% |
1-08 |
1.1% |
5% |
False |
False |
489,193 |
| 60 |
127-22 |
115-10 |
12-12 |
10.7% |
1-07 |
1.1% |
4% |
False |
False |
484,424 |
| 80 |
127-22 |
115-10 |
12-12 |
10.7% |
1-08 |
1.1% |
4% |
False |
False |
365,392 |
| 100 |
127-22 |
115-10 |
12-12 |
10.7% |
1-07 |
1.0% |
4% |
False |
False |
292,383 |
| 120 |
127-22 |
114-22 |
13-00 |
11.2% |
1-06 |
1.0% |
9% |
False |
False |
243,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-12 |
|
2.618 |
121-22 |
|
1.618 |
120-01 |
|
1.000 |
119-00 |
|
0.618 |
118-12 |
|
HIGH |
117-11 |
|
0.618 |
116-23 |
|
0.500 |
116-16 |
|
0.382 |
116-10 |
|
LOW |
115-22 |
|
0.618 |
114-21 |
|
1.000 |
114-01 |
|
1.618 |
113-00 |
|
2.618 |
111-11 |
|
4.250 |
108-21 |
|
|
| Fisher Pivots for day following 13-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-16 |
116-30 |
| PP |
116-09 |
116-18 |
| S1 |
116-02 |
116-06 |
|