ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 12-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2024 |
12-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
118-02 |
118-03 |
0-01 |
0.0% |
117-25 |
| High |
118-02 |
118-10 |
0-08 |
0.2% |
118-26 |
| Low |
117-14 |
116-09 |
-1-05 |
-1.0% |
115-13 |
| Close |
117-27 |
116-15 |
-1-12 |
-1.2% |
118-01 |
| Range |
0-20 |
2-01 |
1-13 |
225.0% |
3-13 |
| ATR |
1-11 |
1-12 |
0-02 |
3.7% |
0-00 |
| Volume |
1,112 |
11,757 |
10,645 |
957.3% |
34,337 |
|
| Daily Pivots for day following 12-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-04 |
121-26 |
117-19 |
|
| R3 |
121-03 |
119-25 |
117-01 |
|
| R2 |
119-02 |
119-02 |
116-27 |
|
| R1 |
117-24 |
117-24 |
116-21 |
117-12 |
| PP |
117-01 |
117-01 |
117-01 |
116-27 |
| S1 |
115-23 |
115-23 |
116-09 |
115-12 |
| S2 |
115-00 |
115-00 |
116-03 |
|
| S3 |
112-31 |
113-22 |
115-29 |
|
| S4 |
110-30 |
111-21 |
115-11 |
|
|
| 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% |
1-27 |
1.6% |
31% |
False |
False |
7,853 |
| 10 |
119-02 |
115-13 |
3-21 |
3.1% |
1-19 |
1.4% |
29% |
False |
False |
7,795 |
| 20 |
121-31 |
115-13 |
6-18 |
5.6% |
1-11 |
1.1% |
16% |
False |
False |
4,666 |
| 40 |
126-20 |
115-13 |
11-07 |
9.6% |
1-05 |
1.0% |
9% |
False |
False |
2,406 |
| 60 |
127-24 |
115-13 |
12-11 |
10.6% |
1-01 |
0.9% |
9% |
False |
False |
1,619 |
| 80 |
127-24 |
115-13 |
12-11 |
10.6% |
0-29 |
0.8% |
9% |
False |
False |
1,215 |
| 100 |
127-24 |
115-13 |
12-11 |
10.6% |
0-25 |
0.7% |
9% |
False |
False |
972 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-30 |
|
2.618 |
123-20 |
|
1.618 |
121-19 |
|
1.000 |
120-11 |
|
0.618 |
119-18 |
|
HIGH |
118-10 |
|
0.618 |
117-17 |
|
0.500 |
117-10 |
|
0.382 |
117-02 |
|
LOW |
116-09 |
|
0.618 |
115-01 |
|
1.000 |
114-08 |
|
1.618 |
113-00 |
|
2.618 |
110-31 |
|
4.250 |
107-21 |
|
|
| Fisher Pivots for day following 12-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-10 |
117-12 |
| PP |
117-01 |
117-03 |
| S1 |
116-24 |
116-25 |
|