ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 30-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2024 |
30-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
117-31 |
118-05 |
0-06 |
0.2% |
120-09 |
| High |
118-05 |
119-02 |
0-29 |
0.8% |
120-09 |
| Low |
116-31 |
117-24 |
0-25 |
0.7% |
118-01 |
| Close |
117-29 |
118-10 |
0-13 |
0.3% |
118-16 |
| Range |
1-06 |
1-10 |
0-04 |
10.5% |
2-08 |
| ATR |
1-03 |
1-03 |
0-01 |
1.5% |
0-00 |
| Volume |
1,263 |
18,188 |
16,925 |
1,340.1% |
11,160 |
|
| Daily Pivots for day following 30-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-10 |
121-20 |
119-01 |
|
| R3 |
121-00 |
120-10 |
118-22 |
|
| R2 |
119-22 |
119-22 |
118-18 |
|
| R1 |
119-00 |
119-00 |
118-14 |
119-11 |
| PP |
118-12 |
118-12 |
118-12 |
118-18 |
| S1 |
117-22 |
117-22 |
118-06 |
118-01 |
| S2 |
117-02 |
117-02 |
118-02 |
|
| S3 |
115-24 |
116-12 |
117-30 |
|
| S4 |
114-14 |
115-02 |
117-19 |
|
|
| 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 |
116-31 |
2-13 |
2.0% |
1-06 |
1.0% |
56% |
False |
False |
4,731 |
| 10 |
121-25 |
116-31 |
4-26 |
4.1% |
1-05 |
1.0% |
28% |
False |
False |
3,309 |
| 20 |
124-19 |
116-31 |
7-20 |
6.4% |
1-02 |
0.9% |
18% |
False |
False |
1,759 |
| 40 |
127-24 |
116-31 |
10-25 |
9.1% |
1-00 |
0.8% |
12% |
False |
False |
924 |
| 60 |
127-24 |
116-31 |
10-25 |
9.1% |
0-28 |
0.7% |
12% |
False |
False |
624 |
| 80 |
127-24 |
116-31 |
10-25 |
9.1% |
0-24 |
0.6% |
12% |
False |
False |
468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-20 |
|
2.618 |
122-16 |
|
1.618 |
121-06 |
|
1.000 |
120-12 |
|
0.618 |
119-28 |
|
HIGH |
119-02 |
|
0.618 |
118-18 |
|
0.500 |
118-13 |
|
0.382 |
118-08 |
|
LOW |
117-24 |
|
0.618 |
116-30 |
|
1.000 |
116-14 |
|
1.618 |
115-20 |
|
2.618 |
114-10 |
|
4.250 |
112-06 |
|
|
| Fisher Pivots for day following 30-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-13 |
118-07 |
| PP |
118-12 |
118-04 |
| S1 |
118-11 |
118-00 |
|