ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 17-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2024 |
17-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
116-09 |
116-10 |
0-01 |
0.0% |
120-04 |
| High |
116-19 |
116-18 |
-0-01 |
0.0% |
120-04 |
| Low |
115-29 |
115-23 |
-0-06 |
-0.2% |
116-02 |
| Close |
116-04 |
116-11 |
0-07 |
0.2% |
116-05 |
| Range |
0-22 |
0-27 |
0-05 |
22.7% |
4-02 |
| ATR |
1-04 |
1-03 |
-0-01 |
-1.7% |
0-00 |
| Volume |
123 |
107 |
-16 |
-13.0% |
5,196 |
|
| Daily Pivots for day following 17-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-24 |
118-12 |
116-26 |
|
| R3 |
117-29 |
117-17 |
116-18 |
|
| R2 |
117-02 |
117-02 |
116-16 |
|
| R1 |
116-22 |
116-22 |
116-13 |
116-28 |
| PP |
116-07 |
116-07 |
116-07 |
116-10 |
| S1 |
115-27 |
115-27 |
116-09 |
116-01 |
| S2 |
115-12 |
115-12 |
116-06 |
|
| S3 |
114-17 |
115-00 |
116-04 |
|
| S4 |
113-22 |
114-05 |
115-28 |
|
|
| 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 |
119-00 |
115-23 |
3-09 |
2.8% |
0-31 |
0.8% |
19% |
False |
True |
1,042 |
| 10 |
120-15 |
115-23 |
4-24 |
4.1% |
0-31 |
0.8% |
13% |
False |
True |
1,345 |
| 20 |
120-15 |
115-23 |
4-24 |
4.1% |
1-00 |
0.9% |
13% |
False |
True |
263,243 |
| 40 |
120-15 |
115-09 |
5-06 |
4.5% |
1-07 |
1.0% |
20% |
False |
False |
407,274 |
| 60 |
125-25 |
115-09 |
10-16 |
9.0% |
1-06 |
1.0% |
10% |
False |
False |
417,497 |
| 80 |
127-22 |
115-09 |
12-13 |
10.7% |
1-06 |
1.0% |
9% |
False |
False |
438,653 |
| 100 |
127-22 |
115-09 |
12-13 |
10.7% |
1-07 |
1.0% |
9% |
False |
False |
361,598 |
| 120 |
127-22 |
115-09 |
12-13 |
10.7% |
1-06 |
1.0% |
9% |
False |
False |
301,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-05 |
|
2.618 |
118-25 |
|
1.618 |
117-30 |
|
1.000 |
117-13 |
|
0.618 |
117-03 |
|
HIGH |
116-18 |
|
0.618 |
116-08 |
|
0.500 |
116-04 |
|
0.382 |
116-01 |
|
LOW |
115-23 |
|
0.618 |
115-06 |
|
1.000 |
114-28 |
|
1.618 |
114-11 |
|
2.618 |
113-16 |
|
4.250 |
112-04 |
|
|
| Fisher Pivots for day following 17-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-09 |
116-16 |
| PP |
116-07 |
116-15 |
| S1 |
116-04 |
116-13 |
|