ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 05-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2024 |
05-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
118-24 |
119-06 |
0-14 |
0.4% |
117-01 |
| High |
119-21 |
119-24 |
0-03 |
0.1% |
119-12 |
| Low |
118-05 |
119-02 |
0-29 |
0.8% |
116-27 |
| Close |
119-18 |
119-21 |
0-03 |
0.1% |
119-09 |
| Range |
1-16 |
0-22 |
-0-26 |
-54.2% |
2-17 |
| ATR |
1-08 |
1-07 |
-0-01 |
-3.3% |
0-00 |
| Volume |
1,037 |
1,112 |
75 |
7.2% |
2,217,076 |
|
| Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-18 |
121-09 |
120-01 |
|
| R3 |
120-28 |
120-19 |
119-27 |
|
| R2 |
120-06 |
120-06 |
119-25 |
|
| R1 |
119-29 |
119-29 |
119-23 |
120-02 |
| PP |
119-16 |
119-16 |
119-16 |
119-18 |
| S1 |
119-07 |
119-07 |
119-19 |
119-12 |
| S2 |
118-26 |
118-26 |
119-17 |
|
| S3 |
118-04 |
118-17 |
119-15 |
|
| S4 |
117-14 |
117-27 |
119-09 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-03 |
125-07 |
120-22 |
|
| R3 |
123-18 |
122-22 |
119-31 |
|
| R2 |
121-01 |
121-01 |
119-24 |
|
| R1 |
120-05 |
120-05 |
119-16 |
120-19 |
| PP |
118-16 |
118-16 |
118-16 |
118-23 |
| S1 |
117-20 |
117-20 |
119-02 |
118-02 |
| S2 |
115-31 |
115-31 |
118-26 |
|
| S3 |
113-14 |
115-03 |
118-19 |
|
| S4 |
110-29 |
112-18 |
117-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-24 |
118-05 |
1-19 |
1.3% |
1-02 |
0.9% |
94% |
True |
False |
8,785 |
| 10 |
119-24 |
116-00 |
3-24 |
3.1% |
1-01 |
0.9% |
98% |
True |
False |
412,019 |
| 20 |
119-24 |
115-09 |
4-15 |
3.7% |
1-06 |
1.0% |
98% |
True |
False |
466,294 |
| 40 |
121-23 |
115-09 |
6-14 |
5.4% |
1-08 |
1.0% |
68% |
False |
False |
484,965 |
| 60 |
127-22 |
115-09 |
12-13 |
10.4% |
1-06 |
1.0% |
35% |
False |
False |
477,642 |
| 80 |
127-22 |
115-09 |
12-13 |
10.4% |
1-06 |
1.0% |
35% |
False |
False |
451,271 |
| 100 |
127-22 |
115-09 |
12-13 |
10.4% |
1-07 |
1.0% |
35% |
False |
False |
361,516 |
| 120 |
127-22 |
115-09 |
12-13 |
10.4% |
1-06 |
1.0% |
35% |
False |
False |
301,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-22 |
|
2.618 |
121-18 |
|
1.618 |
120-28 |
|
1.000 |
120-14 |
|
0.618 |
120-06 |
|
HIGH |
119-24 |
|
0.618 |
119-16 |
|
0.500 |
119-13 |
|
0.382 |
119-10 |
|
LOW |
119-02 |
|
0.618 |
118-20 |
|
1.000 |
118-12 |
|
1.618 |
117-30 |
|
2.618 |
117-08 |
|
4.250 |
116-04 |
|
|
| Fisher Pivots for day following 05-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-18 |
119-14 |
| PP |
119-16 |
119-06 |
| S1 |
119-13 |
118-30 |
|