ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 18-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2024 |
18-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
116-08 |
116-08 |
0-00 |
0.0% |
120-00 |
| High |
116-22 |
116-15 |
-0-07 |
-0.2% |
120-10 |
| Low |
115-22 |
114-22 |
-1-00 |
-0.9% |
116-04 |
| Close |
116-13 |
115-02 |
-1-11 |
-1.2% |
116-08 |
| Range |
1-00 |
1-25 |
0-25 |
78.1% |
4-06 |
| ATR |
1-05 |
1-06 |
0-01 |
3.9% |
0-00 |
| Volume |
480,115 |
496,427 |
16,312 |
3.4% |
1,947,530 |
|
| Daily Pivots for day following 18-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-24 |
119-22 |
116-01 |
|
| R3 |
118-31 |
117-29 |
115-18 |
|
| R2 |
117-06 |
117-06 |
115-12 |
|
| R1 |
116-04 |
116-04 |
115-07 |
115-24 |
| PP |
115-13 |
115-13 |
115-13 |
115-07 |
| S1 |
114-11 |
114-11 |
114-29 |
114-00 |
| S2 |
113-20 |
113-20 |
114-24 |
|
| S3 |
111-27 |
112-18 |
114-18 |
|
| S4 |
110-02 |
110-25 |
114-03 |
|
|
| 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 |
118-06 |
114-22 |
3-16 |
3.0% |
1-06 |
1.0% |
11% |
False |
True |
440,322 |
| 10 |
120-18 |
114-22 |
5-28 |
5.1% |
1-03 |
0.9% |
6% |
False |
True |
402,884 |
| 20 |
120-18 |
114-22 |
5-28 |
5.1% |
1-03 |
0.9% |
6% |
False |
True |
464,620 |
| 40 |
120-18 |
114-22 |
5-28 |
5.1% |
1-08 |
1.1% |
6% |
False |
True |
241,330 |
| 60 |
126-02 |
114-22 |
11-12 |
9.9% |
1-06 |
1.0% |
3% |
False |
True |
161,061 |
| 80 |
127-24 |
114-22 |
13-02 |
11.4% |
1-04 |
1.0% |
3% |
False |
True |
120,808 |
| 100 |
127-24 |
114-22 |
13-02 |
11.4% |
1-00 |
0.9% |
3% |
False |
True |
96,650 |
| 120 |
127-24 |
114-22 |
13-02 |
11.4% |
0-28 |
0.8% |
3% |
False |
True |
80,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-01 |
|
2.618 |
121-04 |
|
1.618 |
119-11 |
|
1.000 |
118-08 |
|
0.618 |
117-18 |
|
HIGH |
116-15 |
|
0.618 |
115-25 |
|
0.500 |
115-18 |
|
0.382 |
115-12 |
|
LOW |
114-22 |
|
0.618 |
113-19 |
|
1.000 |
112-29 |
|
1.618 |
111-26 |
|
2.618 |
110-01 |
|
4.250 |
107-04 |
|
|
| Fisher Pivots for day following 18-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
115-18 |
115-22 |
| PP |
115-13 |
115-15 |
| S1 |
115-08 |
115-09 |
|