ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 20-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2024 |
20-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
116-14 |
116-25 |
0-11 |
0.3% |
118-02 |
| High |
117-18 |
117-02 |
-0-16 |
-0.4% |
118-10 |
| Low |
116-14 |
116-08 |
-0-06 |
-0.2% |
115-16 |
| Close |
117-02 |
116-22 |
-0-12 |
-0.3% |
116-15 |
| Range |
1-04 |
0-26 |
-0-10 |
-27.8% |
2-26 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.9% |
0-00 |
| Volume |
102,671 |
140,396 |
37,725 |
36.7% |
140,274 |
|
| Daily Pivots for day following 20-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-03 |
118-23 |
117-04 |
|
| R3 |
118-09 |
117-29 |
116-29 |
|
| R2 |
117-15 |
117-15 |
116-27 |
|
| R1 |
117-03 |
117-03 |
116-24 |
116-28 |
| PP |
116-21 |
116-21 |
116-21 |
116-18 |
| S1 |
116-09 |
116-09 |
116-20 |
116-02 |
| S2 |
115-27 |
115-27 |
116-17 |
|
| S3 |
115-01 |
115-15 |
116-15 |
|
| S4 |
114-07 |
114-21 |
116-08 |
|
|
| 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 |
117-18 |
115-13 |
2-05 |
1.8% |
1-07 |
1.0% |
59% |
False |
False |
74,440 |
| 10 |
118-16 |
115-13 |
3-03 |
2.7% |
1-11 |
1.2% |
41% |
False |
False |
43,645 |
| 20 |
119-12 |
115-13 |
3-31 |
3.4% |
1-13 |
1.2% |
32% |
False |
False |
24,960 |
| 40 |
126-02 |
115-13 |
10-21 |
9.1% |
1-07 |
1.0% |
12% |
False |
False |
12,791 |
| 60 |
127-24 |
115-13 |
12-11 |
10.6% |
1-04 |
1.0% |
10% |
False |
False |
8,544 |
| 80 |
127-24 |
115-13 |
12-11 |
10.6% |
1-00 |
0.9% |
10% |
False |
False |
6,412 |
| 100 |
127-24 |
115-13 |
12-11 |
10.6% |
0-27 |
0.7% |
10% |
False |
False |
5,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-16 |
|
2.618 |
119-06 |
|
1.618 |
118-12 |
|
1.000 |
117-28 |
|
0.618 |
117-18 |
|
HIGH |
117-02 |
|
0.618 |
116-24 |
|
0.500 |
116-21 |
|
0.382 |
116-18 |
|
LOW |
116-08 |
|
0.618 |
115-24 |
|
1.000 |
115-14 |
|
1.618 |
114-30 |
|
2.618 |
114-04 |
|
4.250 |
112-26 |
|
|
| Fisher Pivots for day following 20-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-22 |
116-20 |
| PP |
116-21 |
116-18 |
| S1 |
116-21 |
116-16 |
|