ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 17-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2024 |
17-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
116-09 |
116-08 |
-0-01 |
0.0% |
120-00 |
| High |
116-21 |
116-22 |
0-01 |
0.0% |
120-10 |
| Low |
115-29 |
115-22 |
-0-07 |
-0.2% |
116-04 |
| Close |
116-06 |
116-13 |
0-07 |
0.2% |
116-08 |
| Range |
0-24 |
1-00 |
0-08 |
33.3% |
4-06 |
| ATR |
1-05 |
1-05 |
0-00 |
-1.0% |
0-00 |
| Volume |
389,919 |
480,115 |
90,196 |
23.1% |
1,947,530 |
|
| Daily Pivots for day following 17-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-08 |
118-27 |
116-31 |
|
| R3 |
118-08 |
117-27 |
116-22 |
|
| R2 |
117-08 |
117-08 |
116-19 |
|
| R1 |
116-27 |
116-27 |
116-16 |
117-02 |
| PP |
116-08 |
116-08 |
116-08 |
116-12 |
| S1 |
115-27 |
115-27 |
116-10 |
116-02 |
| S2 |
115-08 |
115-08 |
116-07 |
|
| S3 |
114-08 |
114-27 |
116-04 |
|
| S4 |
113-08 |
113-27 |
115-27 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-04 |
127-12 |
118-18 |
|
| R3 |
125-30 |
123-06 |
117-13 |
|
| R2 |
121-24 |
121-24 |
117-01 |
|
| R1 |
119-00 |
119-00 |
116-20 |
118-09 |
| PP |
117-18 |
117-18 |
117-18 |
117-06 |
| S1 |
114-26 |
114-26 |
115-28 |
114-03 |
| S2 |
113-12 |
113-12 |
115-15 |
|
| S3 |
109-06 |
110-20 |
115-03 |
|
| S4 |
105-00 |
106-14 |
113-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-06 |
115-22 |
3-16 |
3.0% |
1-02 |
0.9% |
21% |
False |
True |
430,901 |
| 10 |
120-18 |
115-22 |
4-28 |
4.2% |
1-02 |
0.9% |
15% |
False |
True |
401,717 |
| 20 |
120-18 |
115-22 |
4-28 |
4.2% |
1-02 |
0.9% |
15% |
False |
True |
444,932 |
| 40 |
120-18 |
115-13 |
5-05 |
4.4% |
1-07 |
1.1% |
19% |
False |
False |
229,083 |
| 60 |
126-02 |
115-13 |
10-21 |
9.2% |
1-05 |
1.0% |
9% |
False |
False |
152,788 |
| 80 |
127-24 |
115-13 |
12-11 |
10.6% |
1-03 |
0.9% |
8% |
False |
False |
114,606 |
| 100 |
127-24 |
115-13 |
12-11 |
10.6% |
1-00 |
0.9% |
8% |
False |
False |
91,686 |
| 120 |
127-24 |
115-13 |
12-11 |
10.6% |
0-28 |
0.7% |
8% |
False |
False |
76,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-30 |
|
2.618 |
119-10 |
|
1.618 |
118-10 |
|
1.000 |
117-22 |
|
0.618 |
117-10 |
|
HIGH |
116-22 |
|
0.618 |
116-10 |
|
0.500 |
116-06 |
|
0.382 |
116-02 |
|
LOW |
115-22 |
|
0.618 |
115-02 |
|
1.000 |
114-22 |
|
1.618 |
114-02 |
|
2.618 |
113-02 |
|
4.250 |
111-14 |
|
|
| Fisher Pivots for day following 17-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-11 |
116-18 |
| PP |
116-08 |
116-17 |
| S1 |
116-06 |
116-15 |
|