ECBOT 30 Year Treasury Bond Future December 2024


Trading Metrics calculated at close of trading on 19-Nov-2024
Day Change Summary
Previous Current
18-Nov-2024 19-Nov-2024 Change Change % Previous Week
Open 116-03 116-09 0-06 0.2% 117-27
High 116-20 117-13 0-25 0.7% 118-05
Low 115-09 116-08 0-31 0.8% 115-11
Close 116-10 116-29 0-19 0.5% 116-10
Range 1-11 1-05 -0-06 -14.0% 2-26
ATR 1-14 1-13 -0-01 -1.4% 0-00
Volume 463,136 527,957 64,821 14.0% 2,560,533
Daily Pivots for day following 19-Nov-2024
Classic Woodie Camarilla DeMark
R4 120-10 119-25 117-17
R3 119-05 118-20 117-07
R2 118-00 118-00 117-04
R1 117-15 117-15 117-00 117-24
PP 116-27 116-27 116-27 117-00
S1 116-10 116-10 116-26 116-18
S2 115-22 115-22 116-22
S3 114-17 115-05 116-19
S4 113-12 114-00 116-09
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
5 117-13 115-09 2-04 1.8% 1-13 1.2% 76% True False 561,598
10 118-21 115-09 3-12 2.9% 1-20 1.4% 48% False False 562,266
20 119-05 115-09 3-28 3.3% 1-14 1.2% 42% False False 553,455
40 125-25 115-09 10-16 9.0% 1-09 1.1% 15% False False 496,049
60 127-22 115-09 12-13 10.6% 1-08 1.1% 13% False False 492,385
80 127-22 115-09 12-13 10.6% 1-09 1.1% 13% False False 392,784
100 127-22 115-09 12-13 10.6% 1-07 1.0% 13% False False 314,305
120 127-22 115-09 12-13 10.6% 1-06 1.0% 13% False False 261,930
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0-11
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 122-10
2.618 120-14
1.618 119-09
1.000 118-18
0.618 118-04
HIGH 117-13
0.618 116-31
0.500 116-26
0.382 116-22
LOW 116-08
0.618 115-17
1.000 115-03
1.618 114-12
2.618 113-07
4.250 111-11
Fisher Pivots for day following 19-Nov-2024
Pivot 1 day 3 day
R1 116-28 116-23
PP 116-27 116-17
S1 116-26 116-11

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

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