ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 10-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2024 |
10-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
120-04 |
119-03 |
-1-01 |
-0.9% |
119-07 |
| High |
120-04 |
119-10 |
-0-26 |
-0.7% |
120-15 |
| Low |
119-05 |
118-17 |
-0-20 |
-0.5% |
118-05 |
| Close |
119-05 |
118-27 |
-0-10 |
-0.3% |
119-30 |
| Range |
0-31 |
0-25 |
-0-06 |
-19.4% |
2-10 |
| ATR |
1-06 |
1-05 |
-0-01 |
-2.4% |
0-00 |
| Volume |
121 |
95 |
-26 |
-21.5% |
27,199 |
|
| Daily Pivots for day following 10-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-08 |
120-26 |
119-09 |
|
| R3 |
120-15 |
120-01 |
119-02 |
|
| R2 |
119-22 |
119-22 |
119-00 |
|
| R1 |
119-08 |
119-08 |
118-29 |
119-02 |
| PP |
118-29 |
118-29 |
118-29 |
118-26 |
| S1 |
118-15 |
118-15 |
118-25 |
118-10 |
| S2 |
118-04 |
118-04 |
118-22 |
|
| S3 |
117-11 |
117-22 |
118-20 |
|
| S4 |
116-18 |
116-29 |
118-13 |
|
|
| 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% |
0-31 |
0.8% |
30% |
False |
False |
1,649 |
| 10 |
120-15 |
117-16 |
2-31 |
2.5% |
0-31 |
0.8% |
45% |
False |
False |
96,650 |
| 20 |
120-15 |
115-09 |
5-06 |
4.4% |
1-04 |
1.0% |
69% |
False |
False |
405,222 |
| 40 |
121-23 |
115-09 |
6-14 |
5.4% |
1-08 |
1.0% |
55% |
False |
False |
458,048 |
| 60 |
127-22 |
115-09 |
12-13 |
10.4% |
1-06 |
1.0% |
29% |
False |
False |
458,169 |
| 80 |
127-22 |
115-09 |
12-13 |
10.4% |
1-06 |
1.0% |
29% |
False |
False |
450,839 |
| 100 |
127-22 |
115-09 |
12-13 |
10.4% |
1-07 |
1.0% |
29% |
False |
False |
361,564 |
| 120 |
127-22 |
115-09 |
12-13 |
10.4% |
1-06 |
1.0% |
29% |
False |
False |
301,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-20 |
|
2.618 |
121-11 |
|
1.618 |
120-18 |
|
1.000 |
120-03 |
|
0.618 |
119-25 |
|
HIGH |
119-10 |
|
0.618 |
119-00 |
|
0.500 |
118-30 |
|
0.382 |
118-27 |
|
LOW |
118-17 |
|
0.618 |
118-02 |
|
1.000 |
117-24 |
|
1.618 |
117-09 |
|
2.618 |
116-16 |
|
4.250 |
115-07 |
|
|
| Fisher Pivots for day following 10-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-30 |
119-16 |
| PP |
118-29 |
119-09 |
| S1 |
118-28 |
119-02 |
|