ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 11-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2024 |
11-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
121-02 |
120-29 |
-0-05 |
-0.1% |
122-05 |
| High |
121-06 |
120-30 |
-0-08 |
-0.2% |
122-17 |
| Low |
120-07 |
120-02 |
-0-05 |
-0.1% |
120-02 |
| Close |
120-15 |
120-22 |
0-07 |
0.2% |
120-22 |
| Range |
0-31 |
0-28 |
-0-03 |
-9.7% |
2-15 |
| ATR |
1-01 |
1-01 |
0-00 |
-1.1% |
0-00 |
| Volume |
89 |
98 |
9 |
10.1% |
1,001 |
|
| Daily Pivots for day following 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-06 |
122-26 |
121-05 |
|
| R3 |
122-10 |
121-30 |
120-30 |
|
| R2 |
121-14 |
121-14 |
120-27 |
|
| R1 |
121-02 |
121-02 |
120-25 |
120-26 |
| PP |
120-18 |
120-18 |
120-18 |
120-14 |
| S1 |
120-06 |
120-06 |
120-19 |
119-30 |
| S2 |
119-22 |
119-22 |
120-17 |
|
| S3 |
118-26 |
119-10 |
120-14 |
|
| S4 |
117-30 |
118-14 |
120-07 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-16 |
127-02 |
122-01 |
|
| R3 |
126-01 |
124-19 |
121-12 |
|
| R2 |
123-18 |
123-18 |
121-04 |
|
| R1 |
122-04 |
122-04 |
120-29 |
121-20 |
| PP |
121-03 |
121-03 |
121-03 |
120-27 |
| S1 |
119-21 |
119-21 |
120-15 |
119-04 |
| S2 |
118-20 |
118-20 |
120-08 |
|
| S3 |
116-05 |
117-06 |
120-00 |
|
| S4 |
113-22 |
114-23 |
119-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
122-17 |
120-02 |
2-15 |
2.0% |
0-29 |
0.8% |
25% |
False |
True |
200 |
| 10 |
126-02 |
120-02 |
6-00 |
5.0% |
1-02 |
0.9% |
10% |
False |
True |
196 |
| 20 |
127-24 |
120-02 |
7-22 |
6.4% |
0-31 |
0.8% |
8% |
False |
True |
129 |
| 40 |
127-24 |
120-02 |
7-22 |
6.4% |
0-28 |
0.7% |
8% |
False |
True |
83 |
| 60 |
127-24 |
118-06 |
9-18 |
7.9% |
0-24 |
0.6% |
26% |
False |
False |
56 |
| 80 |
127-24 |
116-08 |
11-16 |
9.5% |
0-19 |
0.5% |
39% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-21 |
|
2.618 |
123-07 |
|
1.618 |
122-11 |
|
1.000 |
121-26 |
|
0.618 |
121-15 |
|
HIGH |
120-30 |
|
0.618 |
120-19 |
|
0.500 |
120-16 |
|
0.382 |
120-13 |
|
LOW |
120-02 |
|
0.618 |
119-17 |
|
1.000 |
119-06 |
|
1.618 |
118-21 |
|
2.618 |
117-25 |
|
4.250 |
116-11 |
|
|
| Fisher Pivots for day following 11-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-20 |
120-29 |
| PP |
120-18 |
120-27 |
| S1 |
120-16 |
120-24 |
|