ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 14-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
116-11 |
115-31 |
-0-12 |
-0.3% |
117-09 |
| High |
117-11 |
116-31 |
-0-12 |
-0.3% |
118-21 |
| Low |
115-22 |
115-15 |
-0-07 |
-0.2% |
115-10 |
| Close |
115-27 |
116-18 |
0-23 |
0.6% |
117-27 |
| Range |
1-21 |
1-16 |
-0-05 |
-9.4% |
3-11 |
| ATR |
1-14 |
1-14 |
0-00 |
0.3% |
0-00 |
| Volume |
615,293 |
595,796 |
-19,497 |
-3.2% |
2,957,900 |
|
| Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-27 |
120-06 |
117-12 |
|
| R3 |
119-11 |
118-22 |
116-31 |
|
| R2 |
117-27 |
117-27 |
116-27 |
|
| R1 |
117-06 |
117-06 |
116-22 |
117-16 |
| PP |
116-11 |
116-11 |
116-11 |
116-16 |
| S1 |
115-22 |
115-22 |
116-14 |
116-00 |
| S2 |
114-27 |
114-27 |
116-09 |
|
| S3 |
113-11 |
114-06 |
116-05 |
|
| S4 |
111-27 |
112-22 |
115-24 |
|
|
| 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 |
115-15 |
2-28 |
2.5% |
1-15 |
1.2% |
38% |
False |
True |
485,814 |
| 10 |
118-25 |
115-10 |
3-15 |
3.0% |
1-22 |
1.5% |
36% |
False |
False |
564,353 |
| 20 |
120-16 |
115-10 |
5-06 |
4.5% |
1-14 |
1.2% |
24% |
False |
False |
537,404 |
| 40 |
125-25 |
115-10 |
10-15 |
9.0% |
1-08 |
1.1% |
12% |
False |
False |
489,137 |
| 60 |
127-22 |
115-10 |
12-12 |
10.6% |
1-07 |
1.1% |
10% |
False |
False |
493,199 |
| 80 |
127-22 |
115-10 |
12-12 |
10.6% |
1-08 |
1.1% |
10% |
False |
False |
372,830 |
| 100 |
127-22 |
115-10 |
12-12 |
10.6% |
1-07 |
1.0% |
10% |
False |
False |
298,340 |
| 120 |
127-22 |
114-22 |
13-00 |
11.2% |
1-06 |
1.0% |
14% |
False |
False |
248,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-11 |
|
2.618 |
120-29 |
|
1.618 |
119-13 |
|
1.000 |
118-15 |
|
0.618 |
117-29 |
|
HIGH |
116-31 |
|
0.618 |
116-13 |
|
0.500 |
116-07 |
|
0.382 |
116-01 |
|
LOW |
115-15 |
|
0.618 |
114-17 |
|
1.000 |
113-31 |
|
1.618 |
113-01 |
|
2.618 |
111-17 |
|
4.250 |
109-03 |
|
|
| Fisher Pivots for day following 14-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-14 |
116-26 |
| PP |
116-11 |
116-23 |
| S1 |
116-07 |
116-21 |
|