ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 25-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2024 |
25-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
116-14 |
117-02 |
0-20 |
0.5% |
116-08 |
| High |
117-00 |
118-18 |
1-18 |
1.3% |
117-18 |
| Low |
116-08 |
117-01 |
0-25 |
0.7% |
115-13 |
| Close |
116-14 |
118-15 |
2-01 |
1.7% |
116-14 |
| Range |
0-24 |
1-17 |
0-25 |
104.2% |
2-05 |
| ATR |
1-08 |
1-10 |
0-02 |
4.9% |
0-00 |
| Volume |
655,876 |
929,175 |
273,299 |
41.7% |
1,420,868 |
|
| Daily Pivots for day following 25-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-20 |
122-02 |
119-10 |
|
| R3 |
121-03 |
120-17 |
118-28 |
|
| R2 |
119-18 |
119-18 |
118-24 |
|
| R1 |
119-00 |
119-00 |
118-19 |
119-09 |
| PP |
118-01 |
118-01 |
118-01 |
118-05 |
| S1 |
117-15 |
117-15 |
118-11 |
117-24 |
| S2 |
116-16 |
116-16 |
118-06 |
|
| S3 |
114-31 |
115-30 |
118-02 |
|
| S4 |
113-14 |
114-13 |
117-20 |
|
|
| 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 |
118-18 |
116-05 |
2-13 |
2.0% |
1-01 |
0.9% |
96% |
True |
False |
460,947 |
| 10 |
118-18 |
115-13 |
3-05 |
2.7% |
1-09 |
1.1% |
97% |
True |
False |
248,920 |
| 20 |
119-02 |
115-13 |
3-21 |
3.1% |
1-13 |
1.2% |
84% |
False |
False |
127,833 |
| 40 |
126-02 |
115-13 |
10-21 |
9.0% |
1-07 |
1.0% |
29% |
False |
False |
64,322 |
| 60 |
127-24 |
115-13 |
12-11 |
10.4% |
1-04 |
1.0% |
25% |
False |
False |
42,903 |
| 80 |
127-24 |
115-13 |
12-11 |
10.4% |
1-00 |
0.8% |
25% |
False |
False |
32,183 |
| 100 |
127-24 |
115-13 |
12-11 |
10.4% |
0-28 |
0.7% |
25% |
False |
False |
25,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-02 |
|
2.618 |
122-18 |
|
1.618 |
121-01 |
|
1.000 |
120-03 |
|
0.618 |
119-16 |
|
HIGH |
118-18 |
|
0.618 |
117-31 |
|
0.500 |
117-26 |
|
0.382 |
117-20 |
|
LOW |
117-01 |
|
0.618 |
116-03 |
|
1.000 |
115-16 |
|
1.618 |
114-18 |
|
2.618 |
113-01 |
|
4.250 |
110-17 |
|
|
| Fisher Pivots for day following 25-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-08 |
118-03 |
| PP |
118-01 |
117-23 |
| S1 |
117-26 |
117-12 |
|