ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 03-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2024 |
03-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
119-17 |
119-21 |
0-04 |
0.1% |
117-02 |
| High |
120-00 |
120-00 |
0-00 |
0.0% |
119-21 |
| Low |
118-28 |
118-29 |
0-01 |
0.0% |
117-01 |
| Close |
119-22 |
119-06 |
-0-16 |
-0.4% |
119-16 |
| Range |
1-04 |
1-03 |
-0-01 |
-2.8% |
2-20 |
| ATR |
1-09 |
1-08 |
0-00 |
-1.0% |
0-00 |
| Volume |
481,007 |
398,199 |
-82,808 |
-17.2% |
2,608,043 |
|
| Daily Pivots for day following 03-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-21 |
122-00 |
119-25 |
|
| R3 |
121-18 |
120-29 |
119-16 |
|
| R2 |
120-15 |
120-15 |
119-12 |
|
| R1 |
119-26 |
119-26 |
119-09 |
119-19 |
| PP |
119-12 |
119-12 |
119-12 |
119-08 |
| S1 |
118-23 |
118-23 |
119-03 |
118-16 |
| S2 |
118-09 |
118-09 |
119-00 |
|
| S3 |
117-06 |
117-20 |
118-28 |
|
| S4 |
116-03 |
116-17 |
118-19 |
|
|
| 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 |
117-21 |
2-11 |
2.0% |
1-03 |
0.9% |
65% |
True |
False |
508,157 |
| 10 |
120-00 |
116-05 |
3-27 |
3.2% |
1-02 |
0.9% |
79% |
True |
False |
488,148 |
| 20 |
120-00 |
115-13 |
4-19 |
3.9% |
1-11 |
1.1% |
82% |
True |
False |
254,905 |
| 40 |
121-31 |
115-13 |
6-18 |
5.5% |
1-07 |
1.0% |
58% |
False |
False |
128,723 |
| 60 |
127-24 |
115-13 |
12-11 |
10.4% |
1-04 |
0.9% |
31% |
False |
False |
85,845 |
| 80 |
127-24 |
115-13 |
12-11 |
10.4% |
1-00 |
0.8% |
31% |
False |
False |
64,392 |
| 100 |
127-24 |
115-13 |
12-11 |
10.4% |
0-29 |
0.8% |
31% |
False |
False |
51,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-21 |
|
2.618 |
122-28 |
|
1.618 |
121-25 |
|
1.000 |
121-03 |
|
0.618 |
120-22 |
|
HIGH |
120-00 |
|
0.618 |
119-19 |
|
0.500 |
119-14 |
|
0.382 |
119-10 |
|
LOW |
118-29 |
|
0.618 |
118-07 |
|
1.000 |
117-26 |
|
1.618 |
117-04 |
|
2.618 |
116-01 |
|
4.250 |
114-08 |
|
|
| Fisher Pivots for day following 03-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-14 |
119-06 |
| PP |
119-12 |
119-06 |
| S1 |
119-09 |
119-06 |
|