ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 05-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2024 |
05-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
117-25 |
118-07 |
0-14 |
0.4% |
118-02 |
| High |
118-15 |
118-17 |
0-02 |
0.1% |
119-02 |
| Low |
117-20 |
117-12 |
-0-08 |
-0.2% |
116-20 |
| Close |
117-28 |
118-11 |
0-15 |
0.4% |
117-00 |
| Range |
0-27 |
1-05 |
0-10 |
37.0% |
2-14 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.3% |
0-00 |
| Volume |
3,297 |
4,644 |
1,347 |
40.9% |
33,945 |
|
| Daily Pivots for day following 05-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-18 |
121-03 |
118-31 |
|
| R3 |
120-13 |
119-30 |
118-21 |
|
| R2 |
119-08 |
119-08 |
118-18 |
|
| R1 |
118-25 |
118-25 |
118-14 |
119-00 |
| PP |
118-03 |
118-03 |
118-03 |
118-06 |
| S1 |
117-20 |
117-20 |
118-08 |
117-28 |
| S2 |
116-30 |
116-30 |
118-04 |
|
| S3 |
115-25 |
116-15 |
118-01 |
|
| S4 |
114-20 |
115-10 |
117-23 |
|
|
| 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% |
71% |
False |
False |
7,738 |
| 10 |
119-12 |
116-20 |
2-24 |
2.3% |
1-06 |
1.0% |
63% |
False |
False |
4,615 |
| 20 |
121-31 |
116-20 |
5-11 |
4.5% |
1-03 |
0.9% |
32% |
False |
False |
2,752 |
| 40 |
127-24 |
116-20 |
11-04 |
9.4% |
1-00 |
0.9% |
15% |
False |
False |
1,431 |
| 60 |
127-24 |
116-20 |
11-04 |
9.4% |
0-29 |
0.8% |
15% |
False |
False |
965 |
| 80 |
127-24 |
116-20 |
11-04 |
9.4% |
0-26 |
0.7% |
15% |
False |
False |
724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-14 |
|
2.618 |
121-18 |
|
1.618 |
120-13 |
|
1.000 |
119-22 |
|
0.618 |
119-08 |
|
HIGH |
118-17 |
|
0.618 |
118-03 |
|
0.500 |
117-30 |
|
0.382 |
117-26 |
|
LOW |
117-12 |
|
0.618 |
116-21 |
|
1.000 |
116-07 |
|
1.618 |
115-16 |
|
2.618 |
114-11 |
|
4.250 |
112-15 |
|
|
| Fisher Pivots for day following 05-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-07 |
118-05 |
| PP |
118-03 |
117-31 |
| S1 |
117-30 |
117-25 |
|