ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 28-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2024 |
28-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
118-22 |
118-02 |
-0-20 |
-0.5% |
120-09 |
| High |
119-12 |
118-17 |
-0-27 |
-0.7% |
120-09 |
| Low |
118-07 |
117-09 |
-0-30 |
-0.8% |
118-01 |
| Close |
118-16 |
117-28 |
-0-20 |
-0.5% |
118-16 |
| Range |
1-05 |
1-08 |
0-03 |
8.1% |
2-08 |
| ATR |
1-02 |
1-02 |
0-00 |
1.3% |
0-00 |
| Volume |
249 |
1,930 |
1,681 |
675.1% |
11,160 |
|
| Daily Pivots for day following 28-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-21 |
121-00 |
118-18 |
|
| R3 |
120-13 |
119-24 |
118-07 |
|
| R2 |
119-05 |
119-05 |
118-03 |
|
| R1 |
118-16 |
118-16 |
118-00 |
118-06 |
| PP |
117-29 |
117-29 |
117-29 |
117-24 |
| S1 |
117-08 |
117-08 |
117-24 |
116-30 |
| S2 |
116-21 |
116-21 |
117-21 |
|
| S3 |
115-13 |
116-00 |
117-17 |
|
| S4 |
114-05 |
114-24 |
117-06 |
|
|
| Weekly Pivots for week ending 25-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-22 |
124-11 |
119-24 |
|
| R3 |
123-14 |
122-03 |
119-04 |
|
| R2 |
121-06 |
121-06 |
118-29 |
|
| R1 |
119-27 |
119-27 |
118-23 |
119-12 |
| PP |
118-30 |
118-30 |
118-30 |
118-23 |
| S1 |
117-19 |
117-19 |
118-09 |
117-04 |
| S2 |
116-22 |
116-22 |
118-03 |
|
| S3 |
114-14 |
115-11 |
117-28 |
|
| S4 |
112-06 |
113-03 |
117-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-12 |
117-09 |
2-03 |
1.8% |
1-00 |
0.8% |
28% |
False |
True |
2,550 |
| 10 |
121-31 |
117-09 |
4-22 |
4.0% |
1-02 |
0.9% |
13% |
False |
True |
1,457 |
| 20 |
126-02 |
117-09 |
8-25 |
7.4% |
1-02 |
0.9% |
7% |
False |
True |
810 |
| 40 |
127-24 |
117-09 |
10-15 |
8.9% |
1-00 |
0.8% |
6% |
False |
True |
438 |
| 60 |
127-24 |
117-09 |
10-15 |
8.9% |
0-27 |
0.7% |
6% |
False |
True |
299 |
| 80 |
127-24 |
117-09 |
10-15 |
8.9% |
0-23 |
0.6% |
6% |
False |
True |
225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-27 |
|
2.618 |
121-26 |
|
1.618 |
120-18 |
|
1.000 |
119-25 |
|
0.618 |
119-10 |
|
HIGH |
118-17 |
|
0.618 |
118-02 |
|
0.500 |
117-29 |
|
0.382 |
117-24 |
|
LOW |
117-09 |
|
0.618 |
116-16 |
|
1.000 |
116-01 |
|
1.618 |
115-08 |
|
2.618 |
114-00 |
|
4.250 |
111-31 |
|
|
| Fisher Pivots for day following 28-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-29 |
118-10 |
| PP |
117-29 |
118-06 |
| S1 |
117-28 |
118-01 |
|