ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 22-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2024 |
22-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
116-20 |
116-14 |
-0-06 |
-0.2% |
116-08 |
| High |
117-02 |
117-00 |
-0-02 |
-0.1% |
117-18 |
| Low |
116-05 |
116-08 |
0-03 |
0.1% |
115-13 |
| Close |
116-09 |
116-14 |
0-05 |
0.1% |
116-14 |
| Range |
0-29 |
0-24 |
-0-05 |
-17.2% |
2-05 |
| ATR |
1-10 |
1-08 |
-0-01 |
-3.0% |
0-00 |
| Volume |
476,621 |
674,545 |
197,924 |
41.5% |
1,439,537 |
|
| Daily Pivots for day following 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-26 |
118-12 |
116-27 |
|
| R3 |
118-02 |
117-20 |
116-21 |
|
| R2 |
117-10 |
117-10 |
116-18 |
|
| R1 |
116-28 |
116-28 |
116-16 |
116-26 |
| PP |
116-18 |
116-18 |
116-18 |
116-17 |
| S1 |
116-04 |
116-04 |
116-12 |
116-02 |
| S2 |
115-26 |
115-26 |
116-10 |
|
| S3 |
115-02 |
115-12 |
116-07 |
|
| S4 |
114-10 |
114-20 |
116-01 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-30 |
121-27 |
117-20 |
|
| R3 |
120-25 |
119-22 |
117-01 |
|
| R2 |
118-20 |
118-20 |
116-27 |
|
| R1 |
117-17 |
117-17 |
116-20 |
118-02 |
| PP |
116-15 |
116-15 |
116-15 |
116-24 |
| S1 |
115-12 |
115-12 |
116-08 |
115-30 |
| S2 |
114-10 |
114-10 |
116-01 |
|
| S3 |
112-05 |
113-07 |
115-27 |
|
| S4 |
110-00 |
111-02 |
115-08 |
|
|
| 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 |
1.9% |
0-31 |
0.8% |
48% |
False |
False |
287,907 |
| 10 |
118-10 |
115-13 |
2-29 |
2.5% |
1-06 |
1.0% |
35% |
False |
False |
157,981 |
| 20 |
119-02 |
115-13 |
3-21 |
3.1% |
1-12 |
1.2% |
28% |
False |
False |
82,404 |
| 40 |
126-02 |
115-13 |
10-21 |
9.2% |
1-07 |
1.0% |
10% |
False |
False |
41,568 |
| 60 |
127-24 |
115-13 |
12-11 |
10.6% |
1-04 |
1.0% |
8% |
False |
False |
27,728 |
| 80 |
127-24 |
115-13 |
12-11 |
10.6% |
1-00 |
0.9% |
8% |
False |
False |
20,802 |
| 100 |
127-24 |
115-13 |
12-11 |
10.6% |
0-28 |
0.7% |
8% |
False |
False |
16,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-06 |
|
2.618 |
118-31 |
|
1.618 |
118-07 |
|
1.000 |
117-24 |
|
0.618 |
117-15 |
|
HIGH |
117-00 |
|
0.618 |
116-23 |
|
0.500 |
116-20 |
|
0.382 |
116-17 |
|
LOW |
116-08 |
|
0.618 |
115-25 |
|
1.000 |
115-16 |
|
1.618 |
115-01 |
|
2.618 |
114-09 |
|
4.250 |
113-02 |
|
|
| Fisher Pivots for day following 22-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-20 |
116-20 |
| PP |
116-18 |
116-18 |
| S1 |
116-16 |
116-16 |
|