ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 17-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2024 |
17-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
121-10 |
121-13 |
0-03 |
0.1% |
122-05 |
| High |
121-31 |
121-25 |
-0-06 |
-0.2% |
122-17 |
| Low |
121-09 |
120-07 |
-1-02 |
-0.9% |
120-02 |
| Close |
121-20 |
120-08 |
-1-12 |
-1.1% |
120-22 |
| Range |
0-22 |
1-18 |
0-28 |
127.3% |
2-15 |
| ATR |
1-01 |
1-02 |
0-01 |
3.8% |
0-00 |
| Volume |
473 |
181 |
-292 |
-61.7% |
1,001 |
|
| Daily Pivots for day following 17-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-14 |
124-13 |
121-04 |
|
| R3 |
123-28 |
122-27 |
120-22 |
|
| R2 |
122-10 |
122-10 |
120-17 |
|
| R1 |
121-09 |
121-09 |
120-13 |
121-00 |
| PP |
120-24 |
120-24 |
120-24 |
120-20 |
| S1 |
119-23 |
119-23 |
120-03 |
119-14 |
| S2 |
119-06 |
119-06 |
119-31 |
|
| S3 |
117-20 |
118-05 |
119-26 |
|
| S4 |
116-02 |
116-19 |
119-12 |
|
|
| 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% |
0-30 |
0.8% |
23% |
False |
False |
253 |
| 10 |
124-00 |
119-24 |
4-08 |
3.5% |
1-01 |
0.9% |
12% |
False |
False |
224 |
| 20 |
126-02 |
119-24 |
6-10 |
5.2% |
1-00 |
0.8% |
8% |
False |
False |
170 |
| 40 |
127-24 |
119-24 |
8-00 |
6.7% |
0-30 |
0.8% |
6% |
False |
False |
112 |
| 60 |
127-24 |
118-25 |
8-31 |
7.5% |
0-26 |
0.7% |
16% |
False |
False |
76 |
| 80 |
127-24 |
116-08 |
11-16 |
9.6% |
0-21 |
0.5% |
35% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-14 |
|
2.618 |
125-28 |
|
1.618 |
124-10 |
|
1.000 |
123-11 |
|
0.618 |
122-24 |
|
HIGH |
121-25 |
|
0.618 |
121-06 |
|
0.500 |
121-00 |
|
0.382 |
120-26 |
|
LOW |
120-07 |
|
0.618 |
119-08 |
|
1.000 |
118-21 |
|
1.618 |
117-22 |
|
2.618 |
116-04 |
|
4.250 |
113-18 |
|
|
| Fisher Pivots for day following 17-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
121-00 |
121-03 |
| PP |
120-24 |
120-26 |
| S1 |
120-16 |
120-17 |
|