ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 20-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2024 |
20-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
114-25 |
114-02 |
-0-23 |
-0.6% |
116-09 |
| High |
115-00 |
115-01 |
0-01 |
0.0% |
116-22 |
| Low |
113-17 |
114-00 |
0-15 |
0.4% |
113-17 |
| Close |
114-01 |
114-16 |
0-15 |
0.4% |
114-16 |
| Range |
1-15 |
1-01 |
-0-14 |
-29.8% |
3-05 |
| ATR |
1-07 |
1-07 |
0-00 |
-1.1% |
0-00 |
| Volume |
686,071 |
411,294 |
-274,777 |
-40.1% |
2,463,826 |
|
| Daily Pivots for day following 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-19 |
117-03 |
115-02 |
|
| R3 |
116-18 |
116-02 |
114-25 |
|
| R2 |
115-17 |
115-17 |
114-22 |
|
| R1 |
115-01 |
115-01 |
114-19 |
115-09 |
| PP |
114-16 |
114-16 |
114-16 |
114-20 |
| S1 |
114-00 |
114-00 |
114-13 |
114-08 |
| S2 |
113-15 |
113-15 |
114-10 |
|
| S3 |
112-14 |
112-31 |
114-07 |
|
| S4 |
111-13 |
111-30 |
113-30 |
|
|
| Weekly Pivots for week ending 20-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-12 |
122-19 |
116-08 |
|
| R3 |
121-07 |
119-14 |
115-12 |
|
| R2 |
118-02 |
118-02 |
115-03 |
|
| R1 |
116-09 |
116-09 |
114-25 |
115-19 |
| PP |
114-29 |
114-29 |
114-29 |
114-18 |
| S1 |
113-04 |
113-04 |
114-07 |
112-14 |
| S2 |
111-24 |
111-24 |
113-29 |
|
| S3 |
108-19 |
109-31 |
113-20 |
|
| S4 |
105-14 |
106-26 |
112-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-22 |
113-17 |
3-05 |
2.8% |
1-07 |
1.1% |
31% |
False |
False |
492,765 |
| 10 |
120-10 |
113-17 |
6-25 |
5.9% |
1-05 |
1.0% |
14% |
False |
False |
441,135 |
| 20 |
120-18 |
113-17 |
7-01 |
6.1% |
1-04 |
1.0% |
14% |
False |
False |
488,638 |
| 40 |
120-18 |
113-17 |
7-01 |
6.1% |
1-09 |
1.1% |
14% |
False |
False |
268,663 |
| 60 |
126-02 |
113-17 |
12-17 |
10.9% |
1-06 |
1.0% |
8% |
False |
False |
179,350 |
| 80 |
127-24 |
113-17 |
14-07 |
12.4% |
1-04 |
1.0% |
7% |
False |
False |
134,524 |
| 100 |
127-24 |
113-17 |
14-07 |
12.4% |
1-01 |
0.9% |
7% |
False |
False |
107,624 |
| 120 |
127-24 |
113-17 |
14-07 |
12.4% |
0-29 |
0.8% |
7% |
False |
False |
89,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-13 |
|
2.618 |
117-23 |
|
1.618 |
116-22 |
|
1.000 |
116-02 |
|
0.618 |
115-21 |
|
HIGH |
115-01 |
|
0.618 |
114-20 |
|
0.500 |
114-16 |
|
0.382 |
114-13 |
|
LOW |
114-00 |
|
0.618 |
113-12 |
|
1.000 |
112-31 |
|
1.618 |
112-11 |
|
2.618 |
111-10 |
|
4.250 |
109-20 |
|
|
| Fisher Pivots for day following 20-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-16 |
115-00 |
| PP |
114-16 |
114-27 |
| S1 |
114-16 |
114-21 |
|