ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 06-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2024 |
06-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
119-25 |
119-27 |
0-02 |
0.1% |
119-17 |
| High |
120-00 |
120-18 |
0-18 |
0.5% |
120-18 |
| Low |
119-08 |
119-17 |
0-09 |
0.2% |
118-10 |
| Close |
119-28 |
120-05 |
0-09 |
0.2% |
120-05 |
| Range |
0-24 |
1-01 |
0-09 |
37.5% |
2-08 |
| ATR |
1-08 |
1-07 |
0-00 |
-1.2% |
0-00 |
| Volume |
334,085 |
380,773 |
46,688 |
14.0% |
2,078,817 |
|
| Daily Pivots for day following 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-06 |
122-22 |
120-23 |
|
| R3 |
122-05 |
121-21 |
120-14 |
|
| R2 |
121-04 |
121-04 |
120-11 |
|
| R1 |
120-20 |
120-20 |
120-08 |
120-28 |
| PP |
120-03 |
120-03 |
120-03 |
120-06 |
| S1 |
119-19 |
119-19 |
120-02 |
119-27 |
| S2 |
119-02 |
119-02 |
119-31 |
|
| S3 |
118-01 |
118-18 |
119-28 |
|
| S4 |
117-00 |
117-17 |
119-19 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-14 |
125-17 |
121-13 |
|
| R3 |
124-06 |
123-09 |
120-25 |
|
| R2 |
121-30 |
121-30 |
120-18 |
|
| R1 |
121-01 |
121-01 |
120-12 |
121-16 |
| PP |
119-22 |
119-22 |
119-22 |
119-29 |
| S1 |
118-25 |
118-25 |
119-30 |
119-08 |
| S2 |
117-14 |
117-14 |
119-24 |
|
| S3 |
115-06 |
116-17 |
119-17 |
|
| S4 |
112-30 |
114-09 |
118-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-18 |
118-10 |
2-08 |
1.9% |
1-04 |
0.9% |
82% |
True |
False |
415,763 |
| 10 |
120-18 |
116-08 |
4-10 |
3.6% |
1-03 |
0.9% |
91% |
True |
False |
536,140 |
| 20 |
120-18 |
115-13 |
5-05 |
4.3% |
1-06 |
1.0% |
92% |
True |
False |
313,535 |
| 40 |
121-31 |
115-13 |
6-18 |
5.5% |
1-07 |
1.0% |
72% |
False |
False |
158,693 |
| 60 |
127-24 |
115-13 |
12-11 |
10.3% |
1-04 |
0.9% |
38% |
False |
False |
105,837 |
| 80 |
127-24 |
115-13 |
12-11 |
10.3% |
1-02 |
0.9% |
38% |
False |
False |
79,387 |
| 100 |
127-24 |
115-13 |
12-11 |
10.3% |
0-30 |
0.8% |
38% |
False |
False |
63,510 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-30 |
|
2.618 |
123-08 |
|
1.618 |
122-07 |
|
1.000 |
121-19 |
|
0.618 |
121-06 |
|
HIGH |
120-18 |
|
0.618 |
120-05 |
|
0.500 |
120-02 |
|
0.382 |
119-30 |
|
LOW |
119-17 |
|
0.618 |
118-29 |
|
1.000 |
118-16 |
|
1.618 |
117-28 |
|
2.618 |
116-27 |
|
4.250 |
115-05 |
|
|
| Fisher Pivots for day following 06-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
120-04 |
119-29 |
| PP |
120-03 |
119-22 |
| S1 |
120-02 |
119-14 |
|