ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 05-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2024 |
05-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
119-02 |
119-25 |
0-23 |
0.6% |
117-02 |
| High |
119-28 |
120-00 |
0-04 |
0.1% |
119-21 |
| Low |
118-10 |
119-08 |
0-30 |
0.8% |
117-01 |
| Close |
119-25 |
119-28 |
0-03 |
0.1% |
119-16 |
| Range |
1-18 |
0-24 |
-0-26 |
-52.0% |
2-20 |
| ATR |
1-09 |
1-08 |
-0-01 |
-2.9% |
0-00 |
| Volume |
484,753 |
334,085 |
-150,668 |
-31.1% |
2,608,043 |
|
| Daily Pivots for day following 05-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-31 |
121-21 |
120-09 |
|
| R3 |
121-07 |
120-29 |
120-03 |
|
| R2 |
120-15 |
120-15 |
120-00 |
|
| R1 |
120-05 |
120-05 |
119-30 |
120-10 |
| PP |
119-23 |
119-23 |
119-23 |
119-25 |
| S1 |
119-13 |
119-13 |
119-26 |
119-18 |
| S2 |
118-31 |
118-31 |
119-24 |
|
| S3 |
118-07 |
118-21 |
119-21 |
|
| S4 |
117-15 |
117-29 |
119-15 |
|
|
| 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 |
118-10 |
1-22 |
1.4% |
1-05 |
1.0% |
93% |
True |
False |
419,029 |
| 10 |
120-00 |
116-05 |
3-27 |
3.2% |
1-03 |
0.9% |
97% |
True |
False |
545,725 |
| 20 |
120-00 |
115-13 |
4-19 |
3.8% |
1-07 |
1.0% |
97% |
True |
False |
294,685 |
| 40 |
121-31 |
115-13 |
6-18 |
5.5% |
1-07 |
1.0% |
68% |
False |
False |
149,176 |
| 60 |
127-24 |
115-13 |
12-11 |
10.3% |
1-04 |
0.9% |
36% |
False |
False |
99,491 |
| 80 |
127-24 |
115-13 |
12-11 |
10.3% |
1-01 |
0.9% |
36% |
False |
False |
74,628 |
| 100 |
127-24 |
115-13 |
12-11 |
10.3% |
0-30 |
0.8% |
36% |
False |
False |
59,702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-06 |
|
2.618 |
121-31 |
|
1.618 |
121-07 |
|
1.000 |
120-24 |
|
0.618 |
120-15 |
|
HIGH |
120-00 |
|
0.618 |
119-23 |
|
0.500 |
119-20 |
|
0.382 |
119-17 |
|
LOW |
119-08 |
|
0.618 |
118-25 |
|
1.000 |
118-16 |
|
1.618 |
118-01 |
|
2.618 |
117-09 |
|
4.250 |
116-02 |
|
|
| Fisher Pivots for day following 05-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-25 |
119-20 |
| PP |
119-23 |
119-13 |
| S1 |
119-20 |
119-05 |
|