ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 15-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2024 |
15-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
120-05 |
120-15 |
0-10 |
0.3% |
122-05 |
| High |
120-12 |
121-15 |
1-03 |
0.9% |
122-17 |
| Low |
119-24 |
120-15 |
0-23 |
0.6% |
120-02 |
| Close |
120-02 |
121-11 |
1-09 |
1.1% |
120-22 |
| Range |
0-20 |
1-00 |
0-12 |
60.0% |
2-15 |
| ATR |
1-01 |
1-02 |
0-01 |
2.7% |
0-00 |
| Volume |
63 |
453 |
390 |
619.0% |
1,001 |
|
| Daily Pivots for day following 15-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-03 |
123-23 |
121-29 |
|
| R3 |
123-03 |
122-23 |
121-20 |
|
| R2 |
122-03 |
122-03 |
121-17 |
|
| R1 |
121-23 |
121-23 |
121-14 |
121-29 |
| PP |
121-03 |
121-03 |
121-03 |
121-06 |
| S1 |
120-23 |
120-23 |
121-08 |
120-29 |
| S2 |
120-03 |
120-03 |
121-05 |
|
| S3 |
119-03 |
119-23 |
121-02 |
|
| S4 |
118-03 |
118-23 |
120-25 |
|
|
| 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 |
121-24 |
119-24 |
2-00 |
1.6% |
0-28 |
0.7% |
80% |
False |
False |
197 |
| 10 |
125-17 |
119-24 |
5-25 |
4.8% |
1-01 |
0.9% |
28% |
False |
False |
184 |
| 20 |
126-20 |
119-24 |
6-28 |
5.7% |
1-00 |
0.8% |
23% |
False |
False |
145 |
| 40 |
127-24 |
119-24 |
8-00 |
6.6% |
0-29 |
0.7% |
20% |
False |
False |
95 |
| 60 |
127-24 |
118-06 |
9-18 |
7.9% |
0-25 |
0.6% |
33% |
False |
False |
65 |
| 80 |
127-24 |
116-08 |
11-16 |
9.5% |
0-20 |
0.5% |
44% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-23 |
|
2.618 |
124-03 |
|
1.618 |
123-03 |
|
1.000 |
122-15 |
|
0.618 |
122-03 |
|
HIGH |
121-15 |
|
0.618 |
121-03 |
|
0.500 |
120-31 |
|
0.382 |
120-27 |
|
LOW |
120-15 |
|
0.618 |
119-27 |
|
1.000 |
119-15 |
|
1.618 |
118-27 |
|
2.618 |
117-27 |
|
4.250 |
116-07 |
|
|
| Fisher Pivots for day following 15-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
121-07 |
121-03 |
| PP |
121-03 |
120-27 |
| S1 |
120-31 |
120-20 |
|