ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 07-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2024 |
07-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
118-14 |
116-14 |
-2-00 |
-1.7% |
118-02 |
| High |
118-26 |
117-21 |
-1-05 |
-1.0% |
119-02 |
| Low |
115-13 |
115-28 |
0-15 |
0.4% |
116-20 |
| Close |
116-12 |
117-08 |
0-28 |
0.8% |
117-00 |
| Range |
3-13 |
1-25 |
-1-20 |
-47.7% |
2-14 |
| ATR |
1-11 |
1-12 |
0-01 |
2.2% |
0-00 |
| Volume |
18,583 |
3,770 |
-14,813 |
-79.7% |
33,945 |
|
| Daily Pivots for day following 07-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-09 |
121-17 |
118-07 |
|
| R3 |
120-16 |
119-24 |
117-24 |
|
| R2 |
118-23 |
118-23 |
117-18 |
|
| R1 |
117-31 |
117-31 |
117-13 |
118-11 |
| PP |
116-30 |
116-30 |
116-30 |
117-04 |
| S1 |
116-06 |
116-06 |
117-03 |
116-18 |
| S2 |
115-05 |
115-05 |
116-30 |
|
| S3 |
113-12 |
114-13 |
116-24 |
|
| S4 |
111-19 |
112-20 |
116-09 |
|
|
| 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% |
1-29 |
1.6% |
52% |
False |
False |
6,467 |
| 10 |
119-12 |
115-13 |
3-31 |
3.4% |
1-17 |
1.3% |
46% |
False |
False |
6,448 |
| 20 |
121-31 |
115-13 |
6-18 |
5.6% |
1-08 |
1.1% |
28% |
False |
False |
3,852 |
| 40 |
127-24 |
115-13 |
12-11 |
10.5% |
1-03 |
0.9% |
15% |
False |
False |
1,988 |
| 60 |
127-24 |
115-13 |
12-11 |
10.5% |
1-00 |
0.9% |
15% |
False |
False |
1,338 |
| 80 |
127-24 |
115-13 |
12-11 |
10.5% |
0-28 |
0.7% |
15% |
False |
False |
1,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-07 |
|
2.618 |
122-10 |
|
1.618 |
120-17 |
|
1.000 |
119-14 |
|
0.618 |
118-24 |
|
HIGH |
117-21 |
|
0.618 |
116-31 |
|
0.500 |
116-24 |
|
0.382 |
116-18 |
|
LOW |
115-28 |
|
0.618 |
114-25 |
|
1.000 |
114-03 |
|
1.618 |
113-00 |
|
2.618 |
111-07 |
|
4.250 |
108-10 |
|
|
| Fisher Pivots for day following 07-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-03 |
117-06 |
| PP |
116-30 |
117-05 |
| S1 |
116-24 |
117-04 |
|