ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 29-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2024 |
29-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
118-02 |
118-19 |
0-17 |
0.4% |
117-02 |
| High |
119-04 |
119-21 |
0-17 |
0.4% |
119-21 |
| Low |
117-31 |
118-13 |
0-14 |
0.4% |
117-01 |
| Close |
118-26 |
119-16 |
0-22 |
0.6% |
119-16 |
| Range |
1-05 |
1-08 |
0-03 |
8.1% |
2-20 |
| ATR |
1-09 |
1-09 |
0-00 |
-0.2% |
0-00 |
| Volume |
590,790 |
397,103 |
-193,687 |
-32.8% |
2,608,043 |
|
| Daily Pivots for day following 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-30 |
122-15 |
120-06 |
|
| R3 |
121-22 |
121-07 |
119-27 |
|
| R2 |
120-14 |
120-14 |
119-23 |
|
| R1 |
119-31 |
119-31 |
119-20 |
120-06 |
| PP |
119-06 |
119-06 |
119-06 |
119-10 |
| S1 |
118-23 |
118-23 |
119-12 |
118-30 |
| S2 |
117-30 |
117-30 |
119-09 |
|
| S3 |
116-22 |
117-15 |
119-05 |
|
| S4 |
115-14 |
116-07 |
118-26 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-19 |
125-22 |
120-30 |
|
| R3 |
123-31 |
123-02 |
120-07 |
|
| R2 |
121-11 |
121-11 |
119-31 |
|
| R1 |
120-14 |
120-14 |
119-24 |
120-28 |
| PP |
118-23 |
118-23 |
118-23 |
118-31 |
| S1 |
117-26 |
117-26 |
119-08 |
118-08 |
| S2 |
116-03 |
116-03 |
119-01 |
|
| S3 |
113-15 |
115-06 |
118-25 |
|
| S4 |
110-27 |
112-18 |
118-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-21 |
116-08 |
3-13 |
2.9% |
1-03 |
0.9% |
95% |
True |
False |
656,517 |
| 10 |
119-21 |
115-13 |
4-08 |
3.6% |
1-03 |
0.9% |
96% |
True |
False |
408,671 |
| 20 |
119-21 |
115-13 |
4-08 |
3.6% |
1-12 |
1.2% |
96% |
True |
False |
211,211 |
| 40 |
124-00 |
115-13 |
8-19 |
7.2% |
1-07 |
1.0% |
48% |
False |
False |
106,747 |
| 60 |
127-24 |
115-13 |
12-11 |
10.3% |
1-04 |
0.9% |
33% |
False |
False |
71,195 |
| 80 |
127-24 |
115-13 |
12-11 |
10.3% |
1-00 |
0.8% |
33% |
False |
False |
53,402 |
| 100 |
127-24 |
115-13 |
12-11 |
10.3% |
0-28 |
0.7% |
33% |
False |
False |
42,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-31 |
|
2.618 |
122-30 |
|
1.618 |
121-22 |
|
1.000 |
120-29 |
|
0.618 |
120-14 |
|
HIGH |
119-21 |
|
0.618 |
119-06 |
|
0.500 |
119-01 |
|
0.382 |
118-28 |
|
LOW |
118-13 |
|
0.618 |
117-20 |
|
1.000 |
117-05 |
|
1.618 |
116-12 |
|
2.618 |
115-04 |
|
4.250 |
113-03 |
|
|
| Fisher Pivots for day following 29-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-11 |
119-07 |
| PP |
119-06 |
118-30 |
| S1 |
119-01 |
118-21 |
|