ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 12-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2024 |
12-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
118-30 |
118-02 |
-0-28 |
-0.7% |
119-17 |
| High |
119-06 |
118-06 |
-1-00 |
-0.8% |
120-18 |
| Low |
118-01 |
117-02 |
-0-31 |
-0.8% |
118-10 |
| Close |
118-05 |
117-08 |
-0-29 |
-0.8% |
120-05 |
| Range |
1-05 |
1-04 |
-0-01 |
-2.7% |
2-08 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.3% |
0-00 |
| Volume |
449,321 |
462,733 |
13,412 |
3.0% |
2,078,817 |
|
| Daily Pivots for day following 12-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-28 |
120-06 |
117-28 |
|
| R3 |
119-24 |
119-02 |
117-18 |
|
| R2 |
118-20 |
118-20 |
117-15 |
|
| R1 |
117-30 |
117-30 |
117-11 |
117-23 |
| PP |
117-16 |
117-16 |
117-16 |
117-12 |
| S1 |
116-26 |
116-26 |
117-05 |
116-19 |
| S2 |
116-12 |
116-12 |
117-01 |
|
| S3 |
115-08 |
115-22 |
116-30 |
|
| S4 |
114-04 |
114-18 |
116-20 |
|
|
| 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 |
117-02 |
3-16 |
3.0% |
1-01 |
0.9% |
5% |
False |
True |
391,177 |
| 10 |
120-18 |
117-02 |
3-16 |
3.0% |
1-03 |
0.9% |
5% |
False |
True |
405,103 |
| 20 |
120-18 |
115-13 |
5-05 |
4.4% |
1-03 |
0.9% |
36% |
False |
False |
389,267 |
| 40 |
121-25 |
115-13 |
6-12 |
5.4% |
1-08 |
1.1% |
29% |
False |
False |
198,044 |
| 60 |
126-04 |
115-13 |
10-23 |
9.1% |
1-05 |
1.0% |
17% |
False |
False |
132,085 |
| 80 |
127-24 |
115-13 |
12-11 |
10.5% |
1-03 |
0.9% |
15% |
False |
False |
99,076 |
| 100 |
127-24 |
115-13 |
12-11 |
10.5% |
0-31 |
0.8% |
15% |
False |
False |
79,261 |
| 120 |
127-24 |
115-13 |
12-11 |
10.5% |
0-27 |
0.7% |
15% |
False |
False |
66,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-31 |
|
2.618 |
121-04 |
|
1.618 |
120-00 |
|
1.000 |
119-10 |
|
0.618 |
118-28 |
|
HIGH |
118-06 |
|
0.618 |
117-24 |
|
0.500 |
117-20 |
|
0.382 |
117-16 |
|
LOW |
117-02 |
|
0.618 |
116-12 |
|
1.000 |
115-30 |
|
1.618 |
115-08 |
|
2.618 |
114-04 |
|
4.250 |
112-09 |
|
|
| Fisher Pivots for day following 12-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-20 |
118-10 |
| PP |
117-16 |
117-30 |
| S1 |
117-12 |
117-19 |
|