ECBOT 30 Year Treasury Bond Future December 2024


Trading Metrics calculated at close of trading on 18-Nov-2024
Day Change Summary
Previous Current
15-Nov-2024 18-Nov-2024 Change Change % Previous Week
Open 116-12 116-03 -0-09 -0.2% 117-27
High 116-21 116-20 -0-01 0.0% 118-05
Low 115-11 115-09 -0-02 -0.1% 115-11
Close 116-10 116-10 0-00 0.0% 116-10
Range 1-10 1-11 0-01 2.4% 2-26
ATR 1-14 1-14 0-00 -0.5% 0-00
Volume 605,809 463,136 -142,673 -23.6% 2,560,533
Daily Pivots for day following 18-Nov-2024
Classic Woodie Camarilla DeMark
R4 120-03 119-18 117-02
R3 118-24 118-07 116-22
R2 117-13 117-13 116-18
R1 116-28 116-28 116-14 117-04
PP 116-02 116-02 116-02 116-07
S1 115-17 115-17 116-06 115-26
S2 114-23 114-23 116-02
S3 113-12 114-06 115-30
S4 112-01 112-27 115-18
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
5 118-05 115-09 2-28 2.5% 1-18 1.3% 36% False True 568,959
10 118-21 115-09 3-12 2.9% 1-20 1.4% 31% False True 550,247
20 119-05 115-09 3-28 3.3% 1-14 1.2% 27% False True 551,304
40 125-25 115-09 10-16 9.0% 1-09 1.1% 10% False True 494,624
60 127-22 115-09 12-13 10.7% 1-08 1.1% 8% False True 497,123
80 127-22 115-09 12-13 10.7% 1-09 1.1% 8% False True 386,187
100 127-22 115-09 12-13 10.7% 1-07 1.1% 8% False True 309,028
120 127-22 115-09 12-13 10.7% 1-06 1.0% 8% False True 257,531
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-12
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-11
2.618 120-05
1.618 118-26
1.000 117-31
0.618 117-15
HIGH 116-20
0.618 116-04
0.500 115-30
0.382 115-25
LOW 115-09
0.618 114-14
1.000 113-30
1.618 113-03
2.618 111-24
4.250 109-18
Fisher Pivots for day following 18-Nov-2024
Pivot 1 day 3 day
R1 116-06 116-08
PP 116-02 116-06
S1 115-30 116-04

These figures are updated between 7pm and 10pm EST after a trading day.

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