ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 21-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2024 |
21-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
120-05 |
120-09 |
0-04 |
0.1% |
120-05 |
| High |
120-24 |
120-09 |
-0-15 |
-0.4% |
121-31 |
| Low |
119-27 |
118-24 |
-1-03 |
-0.9% |
119-24 |
| Close |
120-16 |
118-30 |
-1-18 |
-1.3% |
120-16 |
| Range |
0-29 |
1-17 |
0-20 |
69.0% |
2-07 |
| ATR |
1-02 |
1-03 |
0-02 |
4.7% |
0-00 |
| Volume |
373 |
337 |
-36 |
-9.7% |
1,543 |
|
| Daily Pivots for day following 21-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-29 |
122-31 |
119-25 |
|
| R3 |
122-12 |
121-14 |
119-11 |
|
| R2 |
120-27 |
120-27 |
119-07 |
|
| R1 |
119-29 |
119-29 |
119-02 |
119-20 |
| PP |
119-10 |
119-10 |
119-10 |
119-06 |
| S1 |
118-12 |
118-12 |
118-26 |
118-02 |
| S2 |
117-25 |
117-25 |
118-21 |
|
| S3 |
116-08 |
116-27 |
118-17 |
|
| S4 |
114-23 |
115-10 |
118-03 |
|
|
| Weekly Pivots for week ending 18-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-13 |
126-05 |
121-23 |
|
| R3 |
125-06 |
123-30 |
121-04 |
|
| R2 |
122-31 |
122-31 |
120-29 |
|
| R1 |
121-23 |
121-23 |
120-23 |
122-11 |
| PP |
120-24 |
120-24 |
120-24 |
121-02 |
| S1 |
119-16 |
119-16 |
120-09 |
120-04 |
| S2 |
118-17 |
118-17 |
120-03 |
|
| S3 |
116-10 |
117-09 |
119-28 |
|
| S4 |
114-03 |
115-02 |
119-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-31 |
118-24 |
3-07 |
2.7% |
1-04 |
1.0% |
6% |
False |
True |
363 |
| 10 |
121-31 |
118-24 |
3-07 |
2.7% |
1-00 |
0.8% |
6% |
False |
True |
275 |
| 20 |
126-02 |
118-24 |
7-10 |
6.1% |
1-01 |
0.9% |
3% |
False |
True |
198 |
| 40 |
127-24 |
118-24 |
9-00 |
7.6% |
0-31 |
0.8% |
2% |
False |
True |
129 |
| 60 |
127-24 |
118-24 |
9-00 |
7.6% |
0-27 |
0.7% |
2% |
False |
True |
87 |
| 80 |
127-24 |
116-08 |
11-16 |
9.7% |
0-22 |
0.6% |
23% |
False |
False |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-25 |
|
2.618 |
124-09 |
|
1.618 |
122-24 |
|
1.000 |
121-26 |
|
0.618 |
121-07 |
|
HIGH |
120-09 |
|
0.618 |
119-22 |
|
0.500 |
119-16 |
|
0.382 |
119-11 |
|
LOW |
118-24 |
|
0.618 |
117-26 |
|
1.000 |
117-07 |
|
1.618 |
116-09 |
|
2.618 |
114-24 |
|
4.250 |
112-08 |
|
|
| Fisher Pivots for day following 21-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-16 |
120-08 |
| PP |
119-10 |
119-26 |
| S1 |
119-04 |
119-12 |
|