ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 04-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2024 |
04-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
118-10 |
117-25 |
-0-17 |
-0.4% |
118-02 |
| High |
118-30 |
118-15 |
-0-15 |
-0.4% |
119-02 |
| Low |
116-20 |
117-20 |
1-00 |
0.9% |
116-20 |
| Close |
117-00 |
117-28 |
0-28 |
0.7% |
117-00 |
| Range |
2-10 |
0-27 |
-1-15 |
-63.5% |
2-14 |
| ATR |
1-06 |
1-06 |
0-01 |
1.8% |
0-00 |
| Volume |
2,042 |
3,297 |
1,255 |
61.5% |
33,945 |
|
| Daily Pivots for day following 04-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-17 |
120-01 |
118-11 |
|
| R3 |
119-22 |
119-06 |
118-03 |
|
| R2 |
118-27 |
118-27 |
118-01 |
|
| R1 |
118-11 |
118-11 |
117-30 |
118-19 |
| PP |
118-00 |
118-00 |
118-00 |
118-04 |
| S1 |
117-16 |
117-16 |
117-26 |
117-24 |
| S2 |
117-05 |
117-05 |
117-23 |
|
| S3 |
116-10 |
116-21 |
117-21 |
|
| S4 |
115-15 |
115-26 |
117-13 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-28 |
123-12 |
118-11 |
|
| R3 |
122-14 |
120-30 |
117-21 |
|
| R2 |
120-00 |
120-00 |
117-14 |
|
| R1 |
118-16 |
118-16 |
117-07 |
118-01 |
| PP |
117-18 |
117-18 |
117-18 |
117-10 |
| S1 |
116-02 |
116-02 |
116-25 |
115-19 |
| S2 |
115-04 |
115-04 |
116-18 |
|
| S3 |
112-22 |
113-20 |
116-11 |
|
| S4 |
110-08 |
111-06 |
115-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-02 |
116-20 |
2-14 |
2.1% |
1-11 |
1.1% |
51% |
False |
False |
7,062 |
| 10 |
119-12 |
116-20 |
2-24 |
2.3% |
1-05 |
1.0% |
45% |
False |
False |
4,806 |
| 20 |
121-31 |
116-20 |
5-11 |
4.5% |
1-02 |
0.9% |
23% |
False |
False |
2,541 |
| 40 |
127-24 |
116-20 |
11-04 |
9.4% |
1-00 |
0.9% |
11% |
False |
False |
1,315 |
| 60 |
127-24 |
116-20 |
11-04 |
9.4% |
0-29 |
0.8% |
11% |
False |
False |
888 |
| 80 |
127-24 |
116-20 |
11-04 |
9.4% |
0-25 |
0.7% |
11% |
False |
False |
666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-02 |
|
2.618 |
120-22 |
|
1.618 |
119-27 |
|
1.000 |
119-10 |
|
0.618 |
119-00 |
|
HIGH |
118-15 |
|
0.618 |
118-05 |
|
0.500 |
118-02 |
|
0.382 |
117-30 |
|
LOW |
117-20 |
|
0.618 |
117-03 |
|
1.000 |
116-25 |
|
1.618 |
116-08 |
|
2.618 |
115-13 |
|
4.250 |
114-01 |
|
|
| Fisher Pivots for day following 04-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-02 |
117-27 |
| PP |
118-00 |
117-26 |
| S1 |
117-30 |
117-25 |
|