ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 25-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2024 |
25-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
116-10 |
117-01 |
0-23 |
0.6% |
116-03 |
| High |
116-27 |
118-11 |
1-16 |
1.3% |
117-13 |
| Low |
116-02 |
116-27 |
0-25 |
0.7% |
115-09 |
| Close |
116-09 |
118-09 |
2-00 |
1.7% |
116-09 |
| Range |
0-25 |
1-16 |
0-23 |
92.0% |
2-04 |
| ATR |
1-09 |
1-11 |
0-02 |
4.2% |
0-00 |
| Volume |
1,017,735 |
1,277,984 |
260,249 |
25.6% |
3,478,299 |
|
| Daily Pivots for day following 25-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-10 |
121-26 |
119-03 |
|
| R3 |
120-26 |
120-10 |
118-22 |
|
| R2 |
119-10 |
119-10 |
118-18 |
|
| R1 |
118-26 |
118-26 |
118-13 |
119-02 |
| PP |
117-26 |
117-26 |
117-26 |
117-30 |
| S1 |
117-10 |
117-10 |
118-05 |
117-18 |
| S2 |
116-10 |
116-10 |
118-00 |
|
| S3 |
114-26 |
115-26 |
117-28 |
|
| S4 |
113-10 |
114-10 |
117-15 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-22 |
121-20 |
117-14 |
|
| R3 |
120-18 |
119-16 |
116-28 |
|
| R2 |
118-14 |
118-14 |
116-21 |
|
| R1 |
117-12 |
117-12 |
116-15 |
117-29 |
| PP |
116-10 |
116-10 |
116-10 |
116-19 |
| S1 |
115-08 |
115-08 |
116-03 |
115-25 |
| S2 |
114-06 |
114-06 |
115-29 |
|
| S3 |
112-02 |
113-04 |
115-22 |
|
| S4 |
109-30 |
111-00 |
115-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-11 |
116-00 |
2-11 |
2.0% |
1-01 |
0.9% |
97% |
True |
False |
858,629 |
| 10 |
118-11 |
115-09 |
3-02 |
2.6% |
1-10 |
1.1% |
98% |
True |
False |
713,794 |
| 20 |
118-28 |
115-09 |
3-19 |
3.0% |
1-14 |
1.2% |
83% |
False |
False |
649,278 |
| 40 |
125-25 |
115-09 |
10-16 |
8.9% |
1-09 |
1.1% |
29% |
False |
False |
543,167 |
| 60 |
127-22 |
115-09 |
12-13 |
10.5% |
1-08 |
1.0% |
24% |
False |
False |
519,304 |
| 80 |
127-22 |
115-09 |
12-13 |
10.5% |
1-08 |
1.0% |
24% |
False |
False |
439,775 |
| 100 |
127-22 |
115-09 |
12-13 |
10.5% |
1-07 |
1.0% |
24% |
False |
False |
351,952 |
| 120 |
127-22 |
115-09 |
12-13 |
10.5% |
1-06 |
1.0% |
24% |
False |
False |
293,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-23 |
|
2.618 |
122-09 |
|
1.618 |
120-25 |
|
1.000 |
119-27 |
|
0.618 |
119-09 |
|
HIGH |
118-11 |
|
0.618 |
117-25 |
|
0.500 |
117-19 |
|
0.382 |
117-13 |
|
LOW |
116-27 |
|
0.618 |
115-29 |
|
1.000 |
115-11 |
|
1.618 |
114-13 |
|
2.618 |
112-29 |
|
4.250 |
110-15 |
|
|
| Fisher Pivots for day following 25-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-02 |
117-29 |
| PP |
117-26 |
117-17 |
| S1 |
117-19 |
117-06 |
|