ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 06-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2024 |
06-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
118-07 |
118-14 |
0-07 |
0.2% |
118-02 |
| High |
118-17 |
118-26 |
0-09 |
0.2% |
119-02 |
| Low |
117-12 |
115-13 |
-1-31 |
-1.7% |
116-20 |
| Close |
118-11 |
116-12 |
-1-31 |
-1.7% |
117-00 |
| Range |
1-05 |
3-13 |
2-08 |
194.6% |
2-14 |
| ATR |
1-06 |
1-11 |
0-05 |
13.2% |
0-00 |
| Volume |
4,644 |
18,583 |
13,939 |
300.2% |
33,945 |
|
| Daily Pivots for day following 06-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-03 |
125-04 |
118-08 |
|
| R3 |
123-22 |
121-23 |
117-10 |
|
| R2 |
120-09 |
120-09 |
117-00 |
|
| R1 |
118-10 |
118-10 |
116-22 |
117-19 |
| PP |
116-28 |
116-28 |
116-28 |
116-16 |
| S1 |
114-29 |
114-29 |
116-02 |
114-06 |
| S2 |
113-15 |
113-15 |
115-24 |
|
| S3 |
110-02 |
111-16 |
115-14 |
|
| S4 |
106-21 |
108-03 |
114-16 |
|
|
| 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 |
118-30 |
115-13 |
3-17 |
3.0% |
1-24 |
1.5% |
27% |
False |
True |
7,817 |
| 10 |
119-12 |
115-13 |
3-31 |
3.4% |
1-15 |
1.3% |
24% |
False |
True |
6,274 |
| 20 |
121-31 |
115-13 |
6-18 |
5.6% |
1-07 |
1.0% |
15% |
False |
True |
3,667 |
| 40 |
127-24 |
115-13 |
12-11 |
10.6% |
1-03 |
0.9% |
8% |
False |
True |
1,894 |
| 60 |
127-24 |
115-13 |
12-11 |
10.6% |
0-31 |
0.8% |
8% |
False |
True |
1,275 |
| 80 |
127-24 |
115-13 |
12-11 |
10.6% |
0-27 |
0.7% |
8% |
False |
True |
957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-09 |
|
2.618 |
127-23 |
|
1.618 |
124-10 |
|
1.000 |
122-07 |
|
0.618 |
120-29 |
|
HIGH |
118-26 |
|
0.618 |
117-16 |
|
0.500 |
117-04 |
|
0.382 |
116-23 |
|
LOW |
115-13 |
|
0.618 |
113-10 |
|
1.000 |
112-00 |
|
1.618 |
109-29 |
|
2.618 |
106-16 |
|
4.250 |
100-30 |
|
|
| Fisher Pivots for day following 06-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-04 |
117-04 |
| PP |
116-28 |
116-28 |
| S1 |
116-20 |
116-20 |
|