ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 11-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2024 |
11-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
117-10 |
118-02 |
0-24 |
0.6% |
117-25 |
| High |
118-16 |
118-02 |
-0-14 |
-0.4% |
118-26 |
| Low |
117-03 |
117-14 |
0-11 |
0.3% |
115-13 |
| Close |
118-01 |
117-27 |
-0-06 |
-0.2% |
118-01 |
| Range |
1-13 |
0-20 |
-0-25 |
-55.6% |
3-13 |
| ATR |
1-12 |
1-11 |
-0-02 |
-3.9% |
0-00 |
| Volume |
4,043 |
1,112 |
-2,931 |
-72.5% |
34,337 |
|
| Daily Pivots for day following 11-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-21 |
119-12 |
118-06 |
|
| R3 |
119-01 |
118-24 |
118-00 |
|
| R2 |
118-13 |
118-13 |
117-31 |
|
| R1 |
118-04 |
118-04 |
117-29 |
117-30 |
| PP |
117-25 |
117-25 |
117-25 |
117-22 |
| S1 |
117-16 |
117-16 |
117-25 |
117-10 |
| S2 |
117-05 |
117-05 |
117-23 |
|
| S3 |
116-17 |
116-28 |
117-22 |
|
| S4 |
115-29 |
116-08 |
117-16 |
|
|
| 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% |
1-22 |
1.4% |
72% |
False |
False |
6,430 |
| 10 |
119-02 |
115-13 |
3-21 |
3.1% |
1-16 |
1.3% |
67% |
False |
False |
6,746 |
| 20 |
121-31 |
115-13 |
6-18 |
5.6% |
1-09 |
1.1% |
37% |
False |
False |
4,101 |
| 40 |
127-24 |
115-13 |
12-11 |
10.5% |
1-04 |
1.0% |
20% |
False |
False |
2,116 |
| 60 |
127-24 |
115-13 |
12-11 |
10.5% |
1-01 |
0.9% |
20% |
False |
False |
1,424 |
| 80 |
127-24 |
115-13 |
12-11 |
10.5% |
0-29 |
0.8% |
20% |
False |
False |
1,068 |
| 100 |
127-24 |
115-13 |
12-11 |
10.5% |
0-24 |
0.6% |
20% |
False |
False |
855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-23 |
|
2.618 |
119-22 |
|
1.618 |
119-02 |
|
1.000 |
118-22 |
|
0.618 |
118-14 |
|
HIGH |
118-02 |
|
0.618 |
117-26 |
|
0.500 |
117-24 |
|
0.382 |
117-22 |
|
LOW |
117-14 |
|
0.618 |
117-02 |
|
1.000 |
116-26 |
|
1.618 |
116-14 |
|
2.618 |
115-26 |
|
4.250 |
114-25 |
|
|
| Fisher Pivots for day following 11-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-26 |
117-20 |
| PP |
117-25 |
117-13 |
| S1 |
117-24 |
117-06 |
|