ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 13-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2024 |
13-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
118-03 |
116-23 |
-1-12 |
-1.2% |
117-25 |
| High |
118-10 |
117-16 |
-0-26 |
-0.7% |
118-26 |
| Low |
116-09 |
115-27 |
-0-14 |
-0.4% |
115-13 |
| Close |
116-15 |
115-31 |
-0-16 |
-0.4% |
118-01 |
| Range |
2-01 |
1-21 |
-0-12 |
-18.5% |
3-13 |
| ATR |
1-12 |
1-13 |
0-01 |
1.4% |
0-00 |
| Volume |
11,757 |
43,572 |
31,815 |
270.6% |
34,337 |
|
| Daily Pivots for day following 13-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-13 |
120-11 |
116-28 |
|
| R3 |
119-24 |
118-22 |
116-14 |
|
| R2 |
118-03 |
118-03 |
116-09 |
|
| R1 |
117-01 |
117-01 |
116-04 |
116-24 |
| PP |
116-14 |
116-14 |
116-14 |
116-09 |
| S1 |
115-12 |
115-12 |
115-26 |
115-02 |
| S2 |
114-25 |
114-25 |
115-21 |
|
| S3 |
113-04 |
113-23 |
115-16 |
|
| S4 |
111-15 |
112-02 |
115-02 |
|
|
| 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 |
118-16 |
115-27 |
2-21 |
2.3% |
1-16 |
1.3% |
5% |
False |
True |
12,850 |
| 10 |
118-30 |
115-13 |
3-17 |
3.0% |
1-20 |
1.4% |
16% |
False |
False |
10,334 |
| 20 |
121-25 |
115-13 |
6-12 |
5.5% |
1-12 |
1.2% |
9% |
False |
False |
6,821 |
| 40 |
126-04 |
115-13 |
10-23 |
9.2% |
1-06 |
1.0% |
5% |
False |
False |
3,495 |
| 60 |
127-24 |
115-13 |
12-11 |
10.6% |
1-02 |
0.9% |
5% |
False |
False |
2,345 |
| 80 |
127-24 |
115-13 |
12-11 |
10.6% |
0-30 |
0.8% |
5% |
False |
False |
1,760 |
| 100 |
127-24 |
115-13 |
12-11 |
10.6% |
0-25 |
0.7% |
5% |
False |
False |
1,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-17 |
|
2.618 |
121-27 |
|
1.618 |
120-06 |
|
1.000 |
119-05 |
|
0.618 |
118-17 |
|
HIGH |
117-16 |
|
0.618 |
116-28 |
|
0.500 |
116-22 |
|
0.382 |
116-15 |
|
LOW |
115-27 |
|
0.618 |
114-26 |
|
1.000 |
114-06 |
|
1.618 |
113-05 |
|
2.618 |
111-16 |
|
4.250 |
108-26 |
|
|
| Fisher Pivots for day following 13-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-22 |
117-02 |
| PP |
116-14 |
116-23 |
| S1 |
116-06 |
116-11 |
|