ECBOT 30 Year Treasury Bond Future March 2025
Trading Metrics calculated at close of trading on 27-Nov-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2024 |
27-Nov-2024 |
Change |
Change % |
Previous Week |
Open |
118-09 |
118-02 |
-0-07 |
-0.2% |
116-08 |
High |
118-15 |
119-04 |
0-21 |
0.6% |
117-18 |
Low |
117-21 |
117-31 |
0-10 |
0.3% |
115-13 |
Close |
118-01 |
118-26 |
0-25 |
0.7% |
116-14 |
Range |
0-26 |
1-05 |
0-11 |
42.3% |
2-05 |
ATR |
1-09 |
1-09 |
0-00 |
-0.7% |
0-00 |
Volume |
673,686 |
590,790 |
-82,896 |
-12.3% |
1,439,537 |
|
Daily Pivots for day following 27-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-03 |
121-20 |
119-14 |
|
R3 |
120-30 |
120-15 |
119-04 |
|
R2 |
119-25 |
119-25 |
119-01 |
|
R1 |
119-10 |
119-10 |
118-29 |
119-18 |
PP |
118-20 |
118-20 |
118-20 |
118-24 |
S1 |
118-05 |
118-05 |
118-23 |
118-12 |
S2 |
117-15 |
117-15 |
118-19 |
|
S3 |
116-10 |
117-00 |
118-16 |
|
S4 |
115-05 |
115-27 |
118-06 |
|
|
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 |
119-04 |
116-05 |
2-31 |
2.5% |
1-01 |
0.9% |
89% |
True |
False |
672,421 |
10 |
119-04 |
115-13 |
3-23 |
3.1% |
1-04 |
0.9% |
92% |
True |
False |
373,431 |
20 |
119-04 |
115-13 |
3-23 |
3.1% |
1-12 |
1.2% |
92% |
True |
False |
191,882 |
40 |
124-19 |
115-13 |
9-06 |
7.7% |
1-07 |
1.0% |
37% |
False |
False |
96,820 |
60 |
127-24 |
115-13 |
12-11 |
10.4% |
1-04 |
0.9% |
28% |
False |
False |
64,577 |
80 |
127-24 |
115-13 |
12-11 |
10.4% |
1-00 |
0.8% |
28% |
False |
False |
48,438 |
100 |
127-24 |
115-13 |
12-11 |
10.4% |
0-28 |
0.7% |
28% |
False |
False |
38,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
124-01 |
2.618 |
122-05 |
1.618 |
121-00 |
1.000 |
120-09 |
0.618 |
119-27 |
HIGH |
119-04 |
0.618 |
118-22 |
0.500 |
118-18 |
0.382 |
118-13 |
LOW |
117-31 |
0.618 |
117-08 |
1.000 |
116-26 |
1.618 |
116-03 |
2.618 |
114-30 |
4.250 |
113-02 |
|
|
Fisher Pivots for day following 27-Nov-2024 |
Pivot |
1 day |
3 day |
R1 |
118-23 |
118-18 |
PP |
118-20 |
118-10 |
S1 |
118-18 |
118-02 |
|