ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 08-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2024 |
08-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
116-14 |
117-10 |
0-28 |
0.8% |
117-25 |
| High |
117-21 |
118-16 |
0-27 |
0.7% |
118-26 |
| Low |
115-28 |
117-03 |
1-07 |
1.1% |
115-13 |
| Close |
117-08 |
118-01 |
0-25 |
0.7% |
118-01 |
| Range |
1-25 |
1-13 |
-0-12 |
-21.1% |
3-13 |
| ATR |
1-12 |
1-12 |
0-00 |
0.1% |
0-00 |
| Volume |
3,770 |
4,043 |
273 |
7.2% |
34,337 |
|
| Daily Pivots for day following 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-03 |
121-15 |
118-26 |
|
| R3 |
120-22 |
120-02 |
118-13 |
|
| R2 |
119-09 |
119-09 |
118-09 |
|
| R1 |
118-21 |
118-21 |
118-05 |
118-31 |
| PP |
117-28 |
117-28 |
117-28 |
118-01 |
| S1 |
117-08 |
117-08 |
117-29 |
117-18 |
| S2 |
116-15 |
116-15 |
117-25 |
|
| S3 |
115-02 |
115-27 |
117-21 |
|
| S4 |
113-21 |
114-14 |
117-08 |
|
|
| Weekly Pivots for week ending 08-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-20 |
126-08 |
119-29 |
|
| R3 |
124-07 |
122-27 |
118-31 |
|
| R2 |
120-26 |
120-26 |
118-21 |
|
| R1 |
119-14 |
119-14 |
118-11 |
120-04 |
| PP |
117-13 |
117-13 |
117-13 |
117-24 |
| S1 |
116-01 |
116-01 |
117-23 |
116-23 |
| S2 |
114-00 |
114-00 |
117-13 |
|
| S3 |
110-19 |
112-20 |
117-03 |
|
| S4 |
107-06 |
109-07 |
116-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-26 |
115-13 |
3-13 |
2.9% |
1-23 |
1.5% |
77% |
False |
False |
6,867 |
| 10 |
119-02 |
115-13 |
3-21 |
3.1% |
1-18 |
1.3% |
72% |
False |
False |
6,828 |
| 20 |
121-31 |
115-13 |
6-18 |
5.6% |
1-09 |
1.1% |
40% |
False |
False |
4,049 |
| 40 |
127-24 |
115-13 |
12-11 |
10.5% |
1-04 |
1.0% |
21% |
False |
False |
2,089 |
| 60 |
127-24 |
115-13 |
12-11 |
10.5% |
1-01 |
0.9% |
21% |
False |
False |
1,405 |
| 80 |
127-24 |
115-13 |
12-11 |
10.5% |
0-28 |
0.8% |
21% |
False |
False |
1,054 |
| 100 |
127-24 |
115-13 |
12-11 |
10.5% |
0-24 |
0.6% |
21% |
False |
False |
843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-15 |
|
2.618 |
122-06 |
|
1.618 |
120-25 |
|
1.000 |
119-29 |
|
0.618 |
119-12 |
|
HIGH |
118-16 |
|
0.618 |
117-31 |
|
0.500 |
117-26 |
|
0.382 |
117-20 |
|
LOW |
117-03 |
|
0.618 |
116-07 |
|
1.000 |
115-22 |
|
1.618 |
114-26 |
|
2.618 |
113-13 |
|
4.250 |
111-04 |
|
|
| Fisher Pivots for day following 08-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-30 |
117-23 |
| PP |
117-28 |
117-13 |
| S1 |
117-26 |
117-04 |
|