ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 24-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2024 |
24-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
118-23 |
118-11 |
-0-12 |
-0.3% |
120-05 |
| High |
118-23 |
119-07 |
0-16 |
0.4% |
121-31 |
| Low |
118-01 |
118-06 |
0-05 |
0.1% |
119-24 |
| Close |
118-08 |
118-31 |
0-23 |
0.6% |
120-16 |
| Range |
0-22 |
1-01 |
0-11 |
50.0% |
2-07 |
| ATR |
1-02 |
1-02 |
0-00 |
-0.1% |
0-00 |
| Volume |
1,989 |
2,028 |
39 |
2.0% |
1,543 |
|
| Daily Pivots for day following 24-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-28 |
121-15 |
119-17 |
|
| R3 |
120-27 |
120-14 |
119-08 |
|
| R2 |
119-26 |
119-26 |
119-05 |
|
| R1 |
119-13 |
119-13 |
119-02 |
119-20 |
| PP |
118-25 |
118-25 |
118-25 |
118-29 |
| S1 |
118-12 |
118-12 |
118-28 |
118-18 |
| S2 |
117-24 |
117-24 |
118-25 |
|
| S3 |
116-23 |
117-11 |
118-22 |
|
| S4 |
115-22 |
116-10 |
118-13 |
|
|
| 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 |
120-24 |
118-01 |
2-23 |
2.3% |
1-00 |
0.8% |
34% |
False |
False |
2,256 |
| 10 |
121-31 |
118-01 |
3-30 |
3.3% |
0-31 |
0.8% |
24% |
False |
False |
1,255 |
| 20 |
126-02 |
118-01 |
8-01 |
6.8% |
1-01 |
0.9% |
12% |
False |
False |
722 |
| 40 |
127-24 |
118-01 |
9-23 |
8.2% |
1-00 |
0.8% |
10% |
False |
False |
385 |
| 60 |
127-24 |
118-01 |
9-23 |
8.2% |
0-28 |
0.7% |
10% |
False |
False |
264 |
| 80 |
127-24 |
118-00 |
9-24 |
8.2% |
0-23 |
0.6% |
10% |
False |
False |
198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-19 |
|
2.618 |
121-29 |
|
1.618 |
120-28 |
|
1.000 |
120-08 |
|
0.618 |
119-27 |
|
HIGH |
119-07 |
|
0.618 |
118-26 |
|
0.500 |
118-22 |
|
0.382 |
118-19 |
|
LOW |
118-06 |
|
0.618 |
117-18 |
|
1.000 |
117-05 |
|
1.618 |
116-17 |
|
2.618 |
115-16 |
|
4.250 |
113-26 |
|
|
| Fisher Pivots for day following 24-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-28 |
118-27 |
| PP |
118-25 |
118-24 |
| S1 |
118-22 |
118-20 |
|