ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 11-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2024 |
11-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
119-03 |
118-20 |
-0-15 |
-0.4% |
119-07 |
| High |
119-10 |
119-00 |
-0-10 |
-0.3% |
120-15 |
| Low |
118-17 |
117-30 |
-0-19 |
-0.5% |
118-05 |
| Close |
118-27 |
118-00 |
-0-27 |
-0.7% |
119-30 |
| Range |
0-25 |
1-02 |
0-09 |
36.0% |
2-10 |
| ATR |
1-05 |
1-05 |
0-00 |
-0.5% |
0-00 |
| Volume |
95 |
36 |
-59 |
-62.1% |
27,199 |
|
| Daily Pivots for day following 11-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-16 |
120-26 |
118-19 |
|
| R3 |
120-14 |
119-24 |
118-09 |
|
| R2 |
119-12 |
119-12 |
118-06 |
|
| R1 |
118-22 |
118-22 |
118-03 |
118-16 |
| PP |
118-10 |
118-10 |
118-10 |
118-07 |
| S1 |
117-20 |
117-20 |
117-29 |
117-14 |
| S2 |
117-08 |
117-08 |
117-26 |
|
| S3 |
116-06 |
116-18 |
117-23 |
|
| S4 |
115-04 |
115-16 |
117-13 |
|
|
| 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 |
117-30 |
2-17 |
2.1% |
0-28 |
0.7% |
2% |
False |
True |
1,449 |
| 10 |
120-15 |
117-26 |
2-21 |
2.3% |
1-00 |
0.9% |
7% |
False |
False |
30,944 |
| 20 |
120-15 |
115-09 |
5-06 |
4.4% |
1-03 |
0.9% |
52% |
False |
False |
376,986 |
| 40 |
121-23 |
115-09 |
6-14 |
5.5% |
1-07 |
1.0% |
42% |
False |
False |
447,233 |
| 60 |
126-31 |
115-09 |
11-22 |
9.9% |
1-06 |
1.0% |
23% |
False |
False |
450,266 |
| 80 |
127-22 |
115-09 |
12-13 |
10.5% |
1-06 |
1.0% |
22% |
False |
False |
450,539 |
| 100 |
127-22 |
115-09 |
12-13 |
10.5% |
1-07 |
1.0% |
22% |
False |
False |
361,559 |
| 120 |
127-22 |
115-09 |
12-13 |
10.5% |
1-06 |
1.0% |
22% |
False |
False |
301,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-16 |
|
2.618 |
121-25 |
|
1.618 |
120-23 |
|
1.000 |
120-02 |
|
0.618 |
119-21 |
|
HIGH |
119-00 |
|
0.618 |
118-19 |
|
0.500 |
118-15 |
|
0.382 |
118-11 |
|
LOW |
117-30 |
|
0.618 |
117-09 |
|
1.000 |
116-28 |
|
1.618 |
116-07 |
|
2.618 |
115-05 |
|
4.250 |
113-14 |
|
|
| Fisher Pivots for day following 11-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-15 |
119-01 |
| PP |
118-10 |
118-22 |
| S1 |
118-05 |
118-11 |
|