ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 13-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2024 |
13-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
117-18 |
117-07 |
-0-11 |
-0.3% |
120-04 |
| High |
118-01 |
117-10 |
-0-23 |
-0.6% |
120-04 |
| Low |
117-00 |
116-02 |
-0-30 |
-0.8% |
116-02 |
| Close |
117-05 |
116-05 |
-1-00 |
-0.9% |
116-05 |
| Range |
1-01 |
1-08 |
0-07 |
21.2% |
4-02 |
| ATR |
1-04 |
1-05 |
0-00 |
0.7% |
0-00 |
| Volume |
2,435 |
2,509 |
74 |
3.0% |
5,196 |
|
| Daily Pivots for day following 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-08 |
119-15 |
116-27 |
|
| R3 |
119-00 |
118-07 |
116-16 |
|
| R2 |
117-24 |
117-24 |
116-12 |
|
| R1 |
116-31 |
116-31 |
116-09 |
116-24 |
| PP |
116-16 |
116-16 |
116-16 |
116-13 |
| S1 |
115-23 |
115-23 |
116-01 |
115-16 |
| S2 |
115-08 |
115-08 |
115-30 |
|
| S3 |
114-00 |
114-15 |
115-26 |
|
| S4 |
112-24 |
113-07 |
115-15 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-20 |
126-31 |
118-12 |
|
| R3 |
125-18 |
122-29 |
117-09 |
|
| R2 |
121-16 |
121-16 |
116-29 |
|
| R1 |
118-27 |
118-27 |
116-17 |
118-04 |
| PP |
117-14 |
117-14 |
117-14 |
117-03 |
| S1 |
114-25 |
114-25 |
115-25 |
114-02 |
| S2 |
113-12 |
113-12 |
115-13 |
|
| S3 |
109-10 |
110-23 |
115-01 |
|
| S4 |
105-08 |
106-21 |
113-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-04 |
116-02 |
4-02 |
3.5% |
1-01 |
0.9% |
2% |
False |
True |
1,039 |
| 10 |
120-15 |
116-02 |
4-13 |
3.8% |
1-00 |
0.9% |
2% |
False |
True |
3,239 |
| 20 |
120-15 |
115-09 |
5-06 |
4.5% |
1-02 |
0.9% |
17% |
False |
False |
316,678 |
| 40 |
120-16 |
115-09 |
5-07 |
4.5% |
1-08 |
1.1% |
17% |
False |
False |
427,041 |
| 60 |
125-25 |
115-09 |
10-16 |
9.0% |
1-06 |
1.0% |
8% |
False |
False |
431,651 |
| 80 |
127-22 |
115-09 |
12-13 |
10.7% |
1-06 |
1.0% |
7% |
False |
False |
449,069 |
| 100 |
127-22 |
115-09 |
12-13 |
10.7% |
1-07 |
1.1% |
7% |
False |
False |
361,600 |
| 120 |
127-22 |
115-09 |
12-13 |
10.7% |
1-06 |
1.0% |
7% |
False |
False |
301,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-20 |
|
2.618 |
120-19 |
|
1.618 |
119-11 |
|
1.000 |
118-18 |
|
0.618 |
118-03 |
|
HIGH |
117-10 |
|
0.618 |
116-27 |
|
0.500 |
116-22 |
|
0.382 |
116-17 |
|
LOW |
116-02 |
|
0.618 |
115-09 |
|
1.000 |
114-26 |
|
1.618 |
114-01 |
|
2.618 |
112-25 |
|
4.250 |
110-24 |
|
|
| Fisher Pivots for day following 13-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-22 |
117-17 |
| PP |
116-16 |
117-02 |
| S1 |
116-11 |
116-20 |
|