ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 16-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2024 |
16-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
120-15 |
121-10 |
0-27 |
0.7% |
122-05 |
| High |
121-15 |
121-31 |
0-16 |
0.4% |
122-17 |
| Low |
120-15 |
121-09 |
0-26 |
0.7% |
120-02 |
| Close |
121-11 |
121-20 |
0-09 |
0.2% |
120-22 |
| Range |
1-00 |
0-22 |
-0-10 |
-31.3% |
2-15 |
| ATR |
1-02 |
1-01 |
-0-01 |
-2.5% |
0-00 |
| Volume |
453 |
473 |
20 |
4.4% |
1,001 |
|
| Daily Pivots for day following 16-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-22 |
123-11 |
122-00 |
|
| R3 |
123-00 |
122-21 |
121-26 |
|
| R2 |
122-10 |
122-10 |
121-24 |
|
| R1 |
121-31 |
121-31 |
121-22 |
122-04 |
| PP |
121-20 |
121-20 |
121-20 |
121-23 |
| S1 |
121-09 |
121-09 |
121-18 |
121-14 |
| S2 |
120-30 |
120-30 |
121-16 |
|
| S3 |
120-08 |
120-19 |
121-14 |
|
| S4 |
119-18 |
119-29 |
121-08 |
|
|
| 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 |
121-31 |
119-24 |
2-07 |
1.8% |
0-27 |
0.7% |
85% |
True |
False |
235 |
| 10 |
124-19 |
119-24 |
4-27 |
4.0% |
0-31 |
0.8% |
39% |
False |
False |
208 |
| 20 |
126-04 |
119-24 |
6-12 |
5.2% |
1-00 |
0.8% |
29% |
False |
False |
168 |
| 40 |
127-24 |
119-24 |
8-00 |
6.6% |
0-29 |
0.8% |
23% |
False |
False |
107 |
| 60 |
127-24 |
118-06 |
9-18 |
7.9% |
0-25 |
0.6% |
36% |
False |
False |
73 |
| 80 |
127-24 |
116-08 |
11-16 |
9.5% |
0-20 |
0.5% |
47% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-28 |
|
2.618 |
123-25 |
|
1.618 |
123-03 |
|
1.000 |
122-21 |
|
0.618 |
122-13 |
|
HIGH |
121-31 |
|
0.618 |
121-23 |
|
0.500 |
121-20 |
|
0.382 |
121-17 |
|
LOW |
121-09 |
|
0.618 |
120-27 |
|
1.000 |
120-19 |
|
1.618 |
120-05 |
|
2.618 |
119-15 |
|
4.250 |
118-12 |
|
|
| Fisher Pivots for day following 16-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
121-20 |
121-12 |
| PP |
121-20 |
121-04 |
| S1 |
121-20 |
120-28 |
|