ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
115-31 |
116-12 |
0-13 |
0.4% |
117-27 |
| High |
116-31 |
116-21 |
-0-10 |
-0.3% |
118-05 |
| Low |
115-15 |
115-11 |
-0-04 |
-0.1% |
115-11 |
| Close |
116-18 |
116-10 |
-0-08 |
-0.2% |
116-10 |
| Range |
1-16 |
1-10 |
-0-06 |
-12.5% |
2-26 |
| ATR |
1-14 |
1-14 |
0-00 |
-0.7% |
0-00 |
| Volume |
595,796 |
605,809 |
10,013 |
1.7% |
2,560,533 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-01 |
119-16 |
117-01 |
|
| R3 |
118-23 |
118-06 |
116-22 |
|
| R2 |
117-13 |
117-13 |
116-18 |
|
| R1 |
116-28 |
116-28 |
116-14 |
116-16 |
| PP |
116-03 |
116-03 |
116-03 |
115-29 |
| S1 |
115-18 |
115-18 |
116-06 |
115-06 |
| S2 |
114-25 |
114-25 |
116-02 |
|
| S3 |
113-15 |
114-08 |
115-30 |
|
| S4 |
112-05 |
112-30 |
115-19 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-01 |
123-16 |
117-28 |
|
| R3 |
122-07 |
120-22 |
117-03 |
|
| R2 |
119-13 |
119-13 |
116-26 |
|
| R1 |
117-28 |
117-28 |
116-18 |
117-08 |
| PP |
116-19 |
116-19 |
116-19 |
116-09 |
| S1 |
115-02 |
115-02 |
116-02 |
114-14 |
| S2 |
113-25 |
113-25 |
115-26 |
|
| S3 |
110-31 |
112-08 |
115-17 |
|
| S4 |
108-05 |
109-14 |
114-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-05 |
115-11 |
2-26 |
2.4% |
1-14 |
1.2% |
34% |
False |
True |
512,106 |
| 10 |
118-21 |
115-10 |
3-11 |
2.9% |
1-19 |
1.4% |
30% |
False |
False |
551,843 |
| 20 |
120-06 |
115-10 |
4-28 |
4.2% |
1-14 |
1.2% |
21% |
False |
False |
548,711 |
| 40 |
125-25 |
115-10 |
10-15 |
9.0% |
1-09 |
1.1% |
10% |
False |
False |
493,648 |
| 60 |
127-22 |
115-10 |
12-12 |
10.6% |
1-07 |
1.1% |
8% |
False |
False |
496,268 |
| 80 |
127-22 |
115-10 |
12-12 |
10.6% |
1-09 |
1.1% |
8% |
False |
False |
380,399 |
| 100 |
127-22 |
115-10 |
12-12 |
10.6% |
1-07 |
1.1% |
8% |
False |
False |
304,397 |
| 120 |
127-22 |
114-22 |
13-00 |
11.2% |
1-06 |
1.0% |
13% |
False |
False |
253,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-08 |
|
2.618 |
120-03 |
|
1.618 |
118-25 |
|
1.000 |
117-31 |
|
0.618 |
117-15 |
|
HIGH |
116-21 |
|
0.618 |
116-05 |
|
0.500 |
116-00 |
|
0.382 |
115-27 |
|
LOW |
115-11 |
|
0.618 |
114-17 |
|
1.000 |
114-01 |
|
1.618 |
113-07 |
|
2.618 |
111-29 |
|
4.250 |
109-24 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-07 |
116-11 |
| PP |
116-03 |
116-11 |
| S1 |
116-00 |
116-10 |
|