ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 04-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2024 |
04-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
119-21 |
119-02 |
-0-19 |
-0.5% |
117-02 |
| High |
120-00 |
119-28 |
-0-04 |
-0.1% |
119-21 |
| Low |
118-29 |
118-10 |
-0-19 |
-0.5% |
117-01 |
| Close |
119-06 |
119-25 |
0-19 |
0.5% |
119-16 |
| Range |
1-03 |
1-18 |
0-15 |
42.9% |
2-20 |
| ATR |
1-08 |
1-09 |
0-01 |
1.8% |
0-00 |
| Volume |
398,199 |
484,753 |
86,554 |
21.7% |
2,608,043 |
|
| Daily Pivots for day following 04-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-00 |
123-15 |
120-20 |
|
| R3 |
122-14 |
121-29 |
120-07 |
|
| R2 |
120-28 |
120-28 |
120-02 |
|
| R1 |
120-11 |
120-11 |
119-30 |
120-20 |
| PP |
119-10 |
119-10 |
119-10 |
119-15 |
| S1 |
118-25 |
118-25 |
119-20 |
119-02 |
| S2 |
117-24 |
117-24 |
119-16 |
|
| S3 |
116-06 |
117-07 |
119-11 |
|
| S4 |
114-20 |
115-21 |
118-30 |
|
|
| 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 |
117-31 |
2-01 |
1.7% |
1-08 |
1.0% |
89% |
False |
False |
470,370 |
| 10 |
120-00 |
116-05 |
3-27 |
3.2% |
1-03 |
0.9% |
94% |
False |
False |
526,356 |
| 20 |
120-00 |
115-13 |
4-19 |
3.8% |
1-11 |
1.1% |
95% |
False |
False |
278,910 |
| 40 |
121-31 |
115-13 |
6-18 |
5.5% |
1-07 |
1.0% |
67% |
False |
False |
140,831 |
| 60 |
127-24 |
115-13 |
12-11 |
10.3% |
1-04 |
0.9% |
35% |
False |
False |
93,924 |
| 80 |
127-24 |
115-13 |
12-11 |
10.3% |
1-01 |
0.9% |
35% |
False |
False |
70,451 |
| 100 |
127-24 |
115-13 |
12-11 |
10.3% |
0-29 |
0.8% |
35% |
False |
False |
56,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-16 |
|
2.618 |
123-31 |
|
1.618 |
122-13 |
|
1.000 |
121-14 |
|
0.618 |
120-27 |
|
HIGH |
119-28 |
|
0.618 |
119-09 |
|
0.500 |
119-03 |
|
0.382 |
118-29 |
|
LOW |
118-10 |
|
0.618 |
117-11 |
|
1.000 |
116-24 |
|
1.618 |
115-25 |
|
2.618 |
114-07 |
|
4.250 |
111-22 |
|
|
| Fisher Pivots for day following 04-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-18 |
119-18 |
| PP |
119-10 |
119-12 |
| S1 |
119-03 |
119-05 |
|