ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 18-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2024 |
18-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
116-10 |
116-13 |
0-03 |
0.1% |
120-04 |
| High |
116-18 |
116-13 |
-0-05 |
-0.1% |
120-04 |
| Low |
115-23 |
114-24 |
-0-31 |
-0.8% |
116-02 |
| Close |
116-11 |
115-01 |
-1-10 |
-1.1% |
116-05 |
| Range |
0-27 |
1-21 |
0-26 |
96.3% |
4-02 |
| ATR |
1-03 |
1-04 |
0-01 |
3.7% |
0-00 |
| Volume |
107 |
1,790 |
1,683 |
1,572.9% |
5,196 |
|
| Daily Pivots for day following 18-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-12 |
119-11 |
115-30 |
|
| R3 |
118-23 |
117-22 |
115-16 |
|
| R2 |
117-02 |
117-02 |
115-11 |
|
| R1 |
116-01 |
116-01 |
115-06 |
115-23 |
| PP |
115-13 |
115-13 |
115-13 |
115-08 |
| S1 |
114-12 |
114-12 |
114-28 |
114-02 |
| S2 |
113-24 |
113-24 |
114-23 |
|
| S3 |
112-03 |
112-23 |
114-18 |
|
| S4 |
110-14 |
111-02 |
114-04 |
|
|
| 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 |
118-01 |
114-24 |
3-09 |
2.9% |
1-03 |
1.0% |
9% |
False |
True |
1,392 |
| 10 |
120-15 |
114-24 |
5-23 |
5.0% |
1-00 |
0.9% |
5% |
False |
True |
1,421 |
| 20 |
120-15 |
114-24 |
5-23 |
5.0% |
1-00 |
0.9% |
5% |
False |
True |
236,934 |
| 40 |
120-15 |
114-24 |
5-23 |
5.0% |
1-07 |
1.1% |
5% |
False |
True |
395,195 |
| 60 |
125-25 |
114-24 |
11-01 |
9.6% |
1-06 |
1.0% |
3% |
False |
True |
409,678 |
| 80 |
127-22 |
114-24 |
12-30 |
11.2% |
1-06 |
1.0% |
2% |
False |
True |
428,522 |
| 100 |
127-22 |
114-24 |
12-30 |
11.2% |
1-07 |
1.1% |
2% |
False |
True |
361,614 |
| 120 |
127-22 |
114-24 |
12-30 |
11.2% |
1-06 |
1.0% |
2% |
False |
True |
301,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-14 |
|
2.618 |
120-24 |
|
1.618 |
119-03 |
|
1.000 |
118-02 |
|
0.618 |
117-14 |
|
HIGH |
116-13 |
|
0.618 |
115-25 |
|
0.500 |
115-18 |
|
0.382 |
115-12 |
|
LOW |
114-24 |
|
0.618 |
113-23 |
|
1.000 |
113-03 |
|
1.618 |
112-02 |
|
2.618 |
110-13 |
|
4.250 |
107-23 |
|
|
| Fisher Pivots for day following 18-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
115-18 |
115-22 |
| PP |
115-13 |
115-15 |
| S1 |
115-07 |
115-08 |
|