ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 31-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2024 |
31-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
118-05 |
117-25 |
-0-12 |
-0.3% |
120-09 |
| High |
119-02 |
118-14 |
-0-20 |
-0.5% |
120-09 |
| Low |
117-24 |
117-13 |
-0-11 |
-0.3% |
118-01 |
| Close |
118-10 |
118-06 |
-0-04 |
-0.1% |
118-16 |
| Range |
1-10 |
1-01 |
-0-09 |
-21.4% |
2-08 |
| ATR |
1-03 |
1-03 |
0-00 |
-0.4% |
0-00 |
| Volume |
18,188 |
10,522 |
-7,666 |
-42.1% |
11,160 |
|
| Daily Pivots for day following 31-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-03 |
120-22 |
118-24 |
|
| R3 |
120-02 |
119-21 |
118-15 |
|
| R2 |
119-01 |
119-01 |
118-12 |
|
| R1 |
118-20 |
118-20 |
118-09 |
118-26 |
| PP |
118-00 |
118-00 |
118-00 |
118-04 |
| S1 |
117-19 |
117-19 |
118-03 |
117-26 |
| S2 |
116-31 |
116-31 |
118-00 |
|
| S3 |
115-30 |
116-18 |
117-29 |
|
| S4 |
114-29 |
115-17 |
117-20 |
|
|
| 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% |
51% |
False |
False |
6,430 |
| 10 |
120-24 |
116-31 |
3-25 |
3.2% |
1-03 |
0.9% |
32% |
False |
False |
4,343 |
| 20 |
124-00 |
116-31 |
7-01 |
5.9% |
1-02 |
0.9% |
17% |
False |
False |
2,283 |
| 40 |
127-24 |
116-31 |
10-25 |
9.1% |
1-00 |
0.8% |
11% |
False |
False |
1,186 |
| 60 |
127-24 |
116-31 |
10-25 |
9.1% |
0-28 |
0.7% |
11% |
False |
False |
799 |
| 80 |
127-24 |
116-31 |
10-25 |
9.1% |
0-24 |
0.6% |
11% |
False |
False |
600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-26 |
|
2.618 |
121-04 |
|
1.618 |
120-03 |
|
1.000 |
119-15 |
|
0.618 |
119-02 |
|
HIGH |
118-14 |
|
0.618 |
118-01 |
|
0.500 |
117-30 |
|
0.382 |
117-26 |
|
LOW |
117-13 |
|
0.618 |
116-25 |
|
1.000 |
116-12 |
|
1.618 |
115-24 |
|
2.618 |
114-23 |
|
4.250 |
113-01 |
|
|
| Fisher Pivots for day following 31-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-03 |
118-04 |
| PP |
118-00 |
118-02 |
| S1 |
117-30 |
118-00 |
|