ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 27-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2024 |
27-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
118-02 |
117-29 |
-0-05 |
-0.1% |
116-03 |
| High |
118-08 |
118-29 |
0-21 |
0.6% |
117-13 |
| Low |
117-16 |
117-26 |
0-10 |
0.3% |
115-09 |
| Close |
117-28 |
118-20 |
0-24 |
0.6% |
116-09 |
| Range |
0-24 |
1-03 |
0-11 |
45.8% |
2-04 |
| ATR |
1-10 |
1-09 |
0-00 |
-1.2% |
0-00 |
| Volume |
657,099 |
259,383 |
-397,716 |
-60.5% |
3,478,299 |
|
| Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-23 |
121-09 |
119-07 |
|
| R3 |
120-20 |
120-06 |
118-30 |
|
| R2 |
119-17 |
119-17 |
118-26 |
|
| R1 |
119-03 |
119-03 |
118-23 |
119-10 |
| PP |
118-14 |
118-14 |
118-14 |
118-18 |
| S1 |
118-00 |
118-00 |
118-17 |
118-07 |
| S2 |
117-11 |
117-11 |
118-14 |
|
| S3 |
116-08 |
116-29 |
118-10 |
|
| S4 |
115-05 |
115-26 |
118-01 |
|
|
| 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 |
118-29 |
116-00 |
2-29 |
2.4% |
1-00 |
0.8% |
90% |
True |
False |
815,254 |
| 10 |
118-29 |
115-09 |
3-20 |
3.1% |
1-04 |
0.9% |
92% |
True |
False |
687,437 |
| 20 |
118-29 |
115-09 |
3-20 |
3.1% |
1-12 |
1.2% |
92% |
True |
False |
638,053 |
| 40 |
124-11 |
115-09 |
9-02 |
7.6% |
1-08 |
1.1% |
37% |
False |
False |
538,964 |
| 60 |
127-22 |
115-09 |
12-13 |
10.5% |
1-07 |
1.0% |
27% |
False |
False |
516,359 |
| 80 |
127-22 |
115-09 |
12-13 |
10.5% |
1-07 |
1.0% |
27% |
False |
False |
451,140 |
| 100 |
127-22 |
115-09 |
12-13 |
10.5% |
1-07 |
1.0% |
27% |
False |
False |
361,099 |
| 120 |
127-22 |
115-09 |
12-13 |
10.5% |
1-06 |
1.0% |
27% |
False |
False |
300,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-18 |
|
2.618 |
121-25 |
|
1.618 |
120-22 |
|
1.000 |
120-00 |
|
0.618 |
119-19 |
|
HIGH |
118-29 |
|
0.618 |
118-16 |
|
0.500 |
118-12 |
|
0.382 |
118-07 |
|
LOW |
117-26 |
|
0.618 |
117-04 |
|
1.000 |
116-23 |
|
1.618 |
116-01 |
|
2.618 |
114-30 |
|
4.250 |
113-05 |
|
|
| Fisher Pivots for day following 27-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-17 |
118-12 |
| PP |
118-14 |
118-04 |
| S1 |
118-12 |
117-28 |
|