ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 10-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2024 |
10-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
120-00 |
119-12 |
-0-20 |
-0.5% |
119-17 |
| High |
120-10 |
119-17 |
-0-25 |
-0.6% |
120-18 |
| Low |
119-10 |
118-21 |
-0-21 |
-0.6% |
118-10 |
| Close |
119-11 |
119-01 |
-0-10 |
-0.3% |
120-05 |
| Range |
1-00 |
0-28 |
-0-04 |
-12.5% |
2-08 |
| ATR |
1-07 |
1-06 |
-0-01 |
-2.0% |
0-00 |
| Volume |
338,659 |
324,399 |
-14,260 |
-4.2% |
2,078,817 |
|
| Daily Pivots for day following 10-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-22 |
121-08 |
119-16 |
|
| R3 |
120-26 |
120-12 |
119-09 |
|
| R2 |
119-30 |
119-30 |
119-06 |
|
| R1 |
119-16 |
119-16 |
119-04 |
119-09 |
| PP |
119-02 |
119-02 |
119-02 |
118-31 |
| S1 |
118-20 |
118-20 |
118-30 |
118-13 |
| S2 |
118-06 |
118-06 |
118-28 |
|
| S3 |
117-10 |
117-24 |
118-25 |
|
| S4 |
116-14 |
116-28 |
118-18 |
|
|
| 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% |
1-01 |
0.9% |
32% |
False |
False |
372,533 |
| 10 |
120-18 |
117-21 |
2-29 |
2.4% |
1-02 |
0.9% |
47% |
False |
False |
440,345 |
| 20 |
120-18 |
115-13 |
5-05 |
4.3% |
1-06 |
1.0% |
70% |
False |
False |
346,430 |
| 40 |
121-31 |
115-13 |
6-18 |
5.5% |
1-07 |
1.0% |
55% |
False |
False |
175,266 |
| 60 |
127-24 |
115-13 |
12-11 |
10.4% |
1-05 |
1.0% |
29% |
False |
False |
116,887 |
| 80 |
127-24 |
115-13 |
12-11 |
10.4% |
1-02 |
0.9% |
29% |
False |
False |
87,675 |
| 100 |
127-24 |
115-13 |
12-11 |
10.4% |
0-31 |
0.8% |
29% |
False |
False |
70,141 |
| 120 |
127-24 |
115-13 |
12-11 |
10.4% |
0-26 |
0.7% |
29% |
False |
False |
58,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-08 |
|
2.618 |
121-26 |
|
1.618 |
120-30 |
|
1.000 |
120-13 |
|
0.618 |
120-02 |
|
HIGH |
119-17 |
|
0.618 |
119-06 |
|
0.500 |
119-03 |
|
0.382 |
119-00 |
|
LOW |
118-21 |
|
0.618 |
118-04 |
|
1.000 |
117-25 |
|
1.618 |
117-08 |
|
2.618 |
116-12 |
|
4.250 |
114-30 |
|
|
| Fisher Pivots for day following 10-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-03 |
119-20 |
| PP |
119-02 |
119-13 |
| S1 |
119-02 |
119-07 |
|