ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 02-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2024 |
02-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
118-19 |
119-17 |
0-30 |
0.8% |
117-02 |
| High |
119-21 |
120-00 |
0-11 |
0.3% |
119-21 |
| Low |
118-13 |
118-28 |
0-15 |
0.4% |
117-01 |
| Close |
119-16 |
119-22 |
0-06 |
0.2% |
119-16 |
| Range |
1-08 |
1-04 |
-0-04 |
-10.0% |
2-20 |
| ATR |
1-09 |
1-09 |
0-00 |
-0.9% |
0-00 |
| Volume |
397,103 |
481,007 |
83,904 |
21.1% |
2,608,043 |
|
| Daily Pivots for day following 02-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-29 |
122-13 |
120-10 |
|
| R3 |
121-25 |
121-09 |
120-00 |
|
| R2 |
120-21 |
120-21 |
119-29 |
|
| R1 |
120-05 |
120-05 |
119-25 |
120-13 |
| PP |
119-17 |
119-17 |
119-17 |
119-20 |
| S1 |
119-01 |
119-01 |
119-19 |
119-09 |
| S2 |
118-13 |
118-13 |
119-15 |
|
| S3 |
117-09 |
117-29 |
119-12 |
|
| S4 |
116-05 |
116-25 |
119-02 |
|
|
| 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 |
120-00 |
117-01 |
2-31 |
2.5% |
1-06 |
1.0% |
89% |
True |
False |
617,810 |
| 10 |
120-00 |
115-13 |
4-19 |
3.8% |
1-02 |
0.9% |
93% |
True |
False |
452,858 |
| 20 |
120-00 |
115-13 |
4-19 |
3.8% |
1-10 |
1.1% |
93% |
True |
False |
235,159 |
| 40 |
122-17 |
115-13 |
7-04 |
6.0% |
1-06 |
1.0% |
60% |
False |
False |
118,771 |
| 60 |
127-24 |
115-13 |
12-11 |
10.3% |
1-04 |
0.9% |
35% |
False |
False |
79,210 |
| 80 |
127-24 |
115-13 |
12-11 |
10.3% |
1-00 |
0.8% |
35% |
False |
False |
59,415 |
| 100 |
127-24 |
115-13 |
12-11 |
10.3% |
0-29 |
0.7% |
35% |
False |
False |
47,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-25 |
|
2.618 |
122-30 |
|
1.618 |
121-26 |
|
1.000 |
121-04 |
|
0.618 |
120-22 |
|
HIGH |
120-00 |
|
0.618 |
119-18 |
|
0.500 |
119-14 |
|
0.382 |
119-10 |
|
LOW |
118-28 |
|
0.618 |
118-06 |
|
1.000 |
117-24 |
|
1.618 |
117-02 |
|
2.618 |
115-30 |
|
4.250 |
114-03 |
|
|
| Fisher Pivots for day following 02-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-19 |
119-14 |
| PP |
119-17 |
119-07 |
| S1 |
119-14 |
119-00 |
|