ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 14-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2024 |
14-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
116-23 |
116-03 |
-0-20 |
-0.5% |
117-25 |
| High |
117-16 |
117-04 |
-0-12 |
-0.3% |
118-26 |
| Low |
115-27 |
115-20 |
-0-07 |
-0.2% |
115-13 |
| Close |
115-31 |
116-23 |
0-24 |
0.6% |
118-01 |
| Range |
1-21 |
1-16 |
-0-05 |
-9.4% |
3-13 |
| ATR |
1-13 |
1-13 |
0-00 |
0.5% |
0-00 |
| Volume |
43,572 |
44,698 |
1,126 |
2.6% |
34,337 |
|
| Daily Pivots for day following 14-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-00 |
120-11 |
117-17 |
|
| R3 |
119-16 |
118-27 |
117-04 |
|
| R2 |
118-00 |
118-00 |
117-00 |
|
| R1 |
117-11 |
117-11 |
116-27 |
117-22 |
| PP |
116-16 |
116-16 |
116-16 |
116-21 |
| S1 |
115-27 |
115-27 |
116-19 |
116-06 |
| S2 |
115-00 |
115-00 |
116-14 |
|
| S3 |
113-16 |
114-11 |
116-10 |
|
| S4 |
112-00 |
112-27 |
115-29 |
|
|
| 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 |
115-20 |
2-28 |
2.5% |
1-14 |
1.2% |
38% |
False |
True |
21,036 |
| 10 |
118-30 |
115-13 |
3-17 |
3.0% |
1-22 |
1.4% |
37% |
False |
False |
13,751 |
| 20 |
120-24 |
115-13 |
5-11 |
4.6% |
1-12 |
1.2% |
25% |
False |
False |
9,047 |
| 40 |
126-02 |
115-13 |
10-21 |
9.1% |
1-06 |
1.0% |
12% |
False |
False |
4,609 |
| 60 |
127-24 |
115-13 |
12-11 |
10.6% |
1-03 |
0.9% |
11% |
False |
False |
3,090 |
| 80 |
127-24 |
115-13 |
12-11 |
10.6% |
0-30 |
0.8% |
11% |
False |
False |
2,319 |
| 100 |
127-24 |
115-13 |
12-11 |
10.6% |
0-26 |
0.7% |
11% |
False |
False |
1,855 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-16 |
|
2.618 |
121-02 |
|
1.618 |
119-18 |
|
1.000 |
118-20 |
|
0.618 |
118-02 |
|
HIGH |
117-04 |
|
0.618 |
116-18 |
|
0.500 |
116-12 |
|
0.382 |
116-06 |
|
LOW |
115-20 |
|
0.618 |
114-22 |
|
1.000 |
114-04 |
|
1.618 |
113-06 |
|
2.618 |
111-22 |
|
4.250 |
109-08 |
|
|
| Fisher Pivots for day following 14-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-19 |
116-31 |
| PP |
116-16 |
116-28 |
| S1 |
116-12 |
116-26 |
|