ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 23-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2024 |
23-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
118-25 |
118-23 |
-0-02 |
-0.1% |
120-05 |
| High |
119-05 |
118-23 |
-0-14 |
-0.4% |
121-31 |
| Low |
118-11 |
118-01 |
-0-10 |
-0.3% |
119-24 |
| Close |
118-23 |
118-08 |
-0-15 |
-0.4% |
120-16 |
| Range |
0-26 |
0-22 |
-0-04 |
-15.4% |
2-07 |
| ATR |
1-03 |
1-02 |
-0-01 |
-2.6% |
0-00 |
| Volume |
6,557 |
1,989 |
-4,568 |
-69.7% |
1,543 |
|
| Daily Pivots for day following 23-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-13 |
120-00 |
118-20 |
|
| R3 |
119-23 |
119-10 |
118-14 |
|
| R2 |
119-01 |
119-01 |
118-12 |
|
| R1 |
118-20 |
118-20 |
118-10 |
118-16 |
| PP |
118-11 |
118-11 |
118-11 |
118-08 |
| S1 |
117-30 |
117-30 |
118-06 |
117-26 |
| S2 |
117-21 |
117-21 |
118-04 |
|
| S3 |
116-31 |
117-08 |
118-02 |
|
| S4 |
116-09 |
116-18 |
117-28 |
|
|
| 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 |
121-25 |
118-01 |
3-24 |
3.2% |
1-03 |
0.9% |
6% |
False |
True |
1,887 |
| 10 |
121-31 |
118-01 |
3-30 |
3.3% |
0-31 |
0.8% |
6% |
False |
True |
1,061 |
| 20 |
126-02 |
118-01 |
8-01 |
6.8% |
1-00 |
0.9% |
3% |
False |
True |
621 |
| 40 |
127-24 |
118-01 |
9-23 |
8.2% |
1-00 |
0.8% |
2% |
False |
True |
336 |
| 60 |
127-24 |
118-01 |
9-23 |
8.2% |
0-27 |
0.7% |
2% |
False |
True |
230 |
| 80 |
127-24 |
116-26 |
10-30 |
9.2% |
0-22 |
0.6% |
13% |
False |
False |
172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-20 |
|
2.618 |
120-17 |
|
1.618 |
119-27 |
|
1.000 |
119-13 |
|
0.618 |
119-05 |
|
HIGH |
118-23 |
|
0.618 |
118-15 |
|
0.500 |
118-12 |
|
0.382 |
118-09 |
|
LOW |
118-01 |
|
0.618 |
117-19 |
|
1.000 |
117-11 |
|
1.618 |
116-29 |
|
2.618 |
116-07 |
|
4.250 |
115-04 |
|
|
| Fisher Pivots for day following 23-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-12 |
119-05 |
| PP |
118-11 |
118-27 |
| S1 |
118-09 |
118-18 |
|