ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 06-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2024 |
06-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
119-06 |
119-30 |
0-24 |
0.6% |
119-07 |
| High |
119-24 |
120-15 |
0-23 |
0.6% |
120-15 |
| Low |
119-02 |
119-19 |
0-17 |
0.4% |
118-05 |
| Close |
119-21 |
119-30 |
0-09 |
0.2% |
119-30 |
| Range |
0-22 |
0-28 |
0-06 |
27.3% |
2-10 |
| ATR |
1-07 |
1-06 |
-0-01 |
-2.0% |
0-00 |
| Volume |
1,112 |
5,882 |
4,770 |
429.0% |
27,199 |
|
| Daily Pivots for day following 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-20 |
122-05 |
120-13 |
|
| R3 |
121-24 |
121-09 |
120-06 |
|
| R2 |
120-28 |
120-28 |
120-03 |
|
| R1 |
120-13 |
120-13 |
120-01 |
120-12 |
| PP |
120-00 |
120-00 |
120-00 |
120-00 |
| S1 |
119-17 |
119-17 |
119-27 |
119-16 |
| S2 |
119-04 |
119-04 |
119-25 |
|
| S3 |
118-08 |
118-21 |
119-22 |
|
| S4 |
117-12 |
117-25 |
119-15 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-15 |
125-16 |
121-07 |
|
| R3 |
124-05 |
123-06 |
120-18 |
|
| R2 |
121-27 |
121-27 |
120-12 |
|
| R1 |
120-28 |
120-28 |
120-05 |
121-12 |
| PP |
119-17 |
119-17 |
119-17 |
119-24 |
| S1 |
118-18 |
118-18 |
119-23 |
119-02 |
| S2 |
117-07 |
117-07 |
119-16 |
|
| S3 |
114-29 |
116-08 |
119-10 |
|
| S4 |
112-19 |
113-30 |
118-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-15 |
118-05 |
2-10 |
1.9% |
1-00 |
0.8% |
77% |
True |
False |
5,439 |
| 10 |
120-15 |
116-02 |
4-13 |
3.7% |
1-01 |
0.9% |
88% |
True |
False |
326,201 |
| 20 |
120-15 |
115-09 |
5-06 |
4.3% |
1-05 |
1.0% |
90% |
True |
False |
437,872 |
| 40 |
121-23 |
115-09 |
6-14 |
5.4% |
1-08 |
1.0% |
72% |
False |
False |
470,650 |
| 60 |
127-22 |
115-09 |
12-13 |
10.3% |
1-06 |
1.0% |
38% |
False |
False |
470,388 |
| 80 |
127-22 |
115-09 |
12-13 |
10.3% |
1-06 |
1.0% |
38% |
False |
False |
451,151 |
| 100 |
127-22 |
115-09 |
12-13 |
10.3% |
1-07 |
1.0% |
38% |
False |
False |
361,569 |
| 120 |
127-22 |
115-09 |
12-13 |
10.3% |
1-06 |
1.0% |
38% |
False |
False |
301,355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-06 |
|
2.618 |
122-24 |
|
1.618 |
121-28 |
|
1.000 |
121-11 |
|
0.618 |
121-00 |
|
HIGH |
120-15 |
|
0.618 |
120-04 |
|
0.500 |
120-01 |
|
0.382 |
119-30 |
|
LOW |
119-19 |
|
0.618 |
119-02 |
|
1.000 |
118-23 |
|
1.618 |
118-06 |
|
2.618 |
117-10 |
|
4.250 |
115-28 |
|
|
| Fisher Pivots for day following 06-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-01 |
119-23 |
| PP |
120-00 |
119-17 |
| S1 |
119-31 |
119-10 |
|