ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 19-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2024 |
19-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
116-08 |
114-25 |
-1-15 |
-1.3% |
120-00 |
| High |
116-15 |
115-00 |
-1-15 |
-1.3% |
120-10 |
| Low |
114-22 |
113-17 |
-1-05 |
-1.0% |
116-04 |
| Close |
115-02 |
114-01 |
-1-01 |
-0.9% |
116-08 |
| Range |
1-25 |
1-15 |
-0-10 |
-17.5% |
4-06 |
| ATR |
1-06 |
1-07 |
0-01 |
2.0% |
0-00 |
| Volume |
496,427 |
686,071 |
189,644 |
38.2% |
1,947,530 |
|
| Daily Pivots for day following 19-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-19 |
117-25 |
114-27 |
|
| R3 |
117-04 |
116-10 |
114-14 |
|
| R2 |
115-21 |
115-21 |
114-10 |
|
| R1 |
114-27 |
114-27 |
114-05 |
114-16 |
| PP |
114-06 |
114-06 |
114-06 |
114-01 |
| S1 |
113-12 |
113-12 |
113-29 |
113-02 |
| S2 |
112-23 |
112-23 |
113-24 |
|
| S3 |
111-08 |
111-29 |
113-20 |
|
| S4 |
109-25 |
110-14 |
113-07 |
|
|
| 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 |
117-15 |
113-17 |
3-30 |
3.5% |
1-09 |
1.1% |
13% |
False |
True |
484,990 |
| 10 |
120-18 |
113-17 |
7-01 |
6.2% |
1-05 |
1.0% |
7% |
False |
True |
438,083 |
| 20 |
120-18 |
113-17 |
7-01 |
6.2% |
1-04 |
1.0% |
7% |
False |
True |
491,904 |
| 40 |
120-18 |
113-17 |
7-01 |
6.2% |
1-09 |
1.1% |
7% |
False |
True |
258,432 |
| 60 |
126-02 |
113-17 |
12-17 |
11.0% |
1-06 |
1.0% |
4% |
False |
True |
172,495 |
| 80 |
127-24 |
113-17 |
14-07 |
12.5% |
1-04 |
1.0% |
4% |
False |
True |
129,384 |
| 100 |
127-24 |
113-17 |
14-07 |
12.5% |
1-01 |
0.9% |
4% |
False |
True |
103,511 |
| 120 |
127-24 |
113-17 |
14-07 |
12.5% |
0-29 |
0.8% |
4% |
False |
True |
86,259 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-08 |
|
2.618 |
118-27 |
|
1.618 |
117-12 |
|
1.000 |
116-15 |
|
0.618 |
115-29 |
|
HIGH |
115-00 |
|
0.618 |
114-14 |
|
0.500 |
114-08 |
|
0.382 |
114-03 |
|
LOW |
113-17 |
|
0.618 |
112-20 |
|
1.000 |
112-02 |
|
1.618 |
111-05 |
|
2.618 |
109-22 |
|
4.250 |
107-09 |
|
|
| Fisher Pivots for day following 19-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-08 |
115-04 |
| PP |
114-06 |
114-24 |
| S1 |
114-04 |
114-12 |
|