ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 15-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2024 |
15-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
116-03 |
116-17 |
0-14 |
0.4% |
118-02 |
| High |
117-04 |
116-25 |
-0-11 |
-0.3% |
118-10 |
| Low |
115-20 |
115-16 |
-0-04 |
-0.1% |
115-16 |
| Close |
116-23 |
116-15 |
-0-08 |
-0.2% |
116-15 |
| Range |
1-16 |
1-09 |
-0-07 |
-14.6% |
2-26 |
| ATR |
1-13 |
1-13 |
0-00 |
-0.6% |
0-00 |
| Volume |
44,698 |
39,135 |
-5,563 |
-12.4% |
140,274 |
|
| Daily Pivots for day following 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-03 |
119-18 |
117-06 |
|
| R3 |
118-26 |
118-09 |
116-26 |
|
| R2 |
117-17 |
117-17 |
116-23 |
|
| R1 |
117-00 |
117-00 |
116-19 |
116-20 |
| PP |
116-08 |
116-08 |
116-08 |
116-02 |
| S1 |
115-23 |
115-23 |
116-11 |
115-11 |
| S2 |
114-31 |
114-31 |
116-07 |
|
| S3 |
113-22 |
114-14 |
116-04 |
|
| S4 |
112-13 |
113-05 |
115-24 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-06 |
123-21 |
118-00 |
|
| R3 |
122-12 |
120-27 |
117-08 |
|
| R2 |
119-18 |
119-18 |
117-00 |
|
| R1 |
118-01 |
118-01 |
116-23 |
117-12 |
| PP |
116-24 |
116-24 |
116-24 |
116-14 |
| S1 |
115-07 |
115-07 |
116-07 |
114-18 |
| S2 |
113-30 |
113-30 |
115-30 |
|
| S3 |
111-04 |
112-13 |
115-22 |
|
| S4 |
108-10 |
109-19 |
114-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-10 |
115-16 |
2-26 |
2.4% |
1-13 |
1.2% |
34% |
False |
True |
28,054 |
| 10 |
118-26 |
115-13 |
3-13 |
2.9% |
1-18 |
1.3% |
31% |
False |
False |
17,461 |
| 20 |
120-09 |
115-13 |
4-28 |
4.2% |
1-13 |
1.2% |
22% |
False |
False |
10,985 |
| 40 |
126-02 |
115-13 |
10-21 |
9.1% |
1-07 |
1.0% |
10% |
False |
False |
5,587 |
| 60 |
127-24 |
115-13 |
12-11 |
10.6% |
1-03 |
0.9% |
9% |
False |
False |
3,742 |
| 80 |
127-24 |
115-13 |
12-11 |
10.6% |
0-31 |
0.8% |
9% |
False |
False |
2,808 |
| 100 |
127-24 |
115-13 |
12-11 |
10.6% |
0-26 |
0.7% |
9% |
False |
False |
2,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-07 |
|
2.618 |
120-04 |
|
1.618 |
118-27 |
|
1.000 |
118-02 |
|
0.618 |
117-18 |
|
HIGH |
116-25 |
|
0.618 |
116-09 |
|
0.500 |
116-04 |
|
0.382 |
116-00 |
|
LOW |
115-16 |
|
0.618 |
114-23 |
|
1.000 |
114-07 |
|
1.618 |
113-14 |
|
2.618 |
112-05 |
|
4.250 |
110-02 |
|
|
| Fisher Pivots for day following 15-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-12 |
116-16 |
| PP |
116-08 |
116-16 |
| S1 |
116-04 |
116-15 |
|