ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 23-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2024 |
23-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
114-02 |
114-16 |
0-14 |
0.4% |
116-09 |
| High |
115-01 |
114-19 |
-0-14 |
-0.4% |
116-22 |
| Low |
114-00 |
113-18 |
-0-14 |
-0.4% |
113-17 |
| Close |
114-16 |
113-18 |
-0-30 |
-0.8% |
114-16 |
| Range |
1-01 |
1-01 |
0-00 |
0.0% |
3-05 |
| ATR |
1-07 |
1-06 |
0-00 |
-1.0% |
0-00 |
| Volume |
411,294 |
252,996 |
-158,298 |
-38.5% |
2,463,826 |
|
| Daily Pivots for day following 23-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-00 |
116-10 |
114-04 |
|
| R3 |
115-31 |
115-09 |
113-27 |
|
| R2 |
114-30 |
114-30 |
113-24 |
|
| R1 |
114-08 |
114-08 |
113-21 |
114-02 |
| PP |
113-29 |
113-29 |
113-29 |
113-26 |
| S1 |
113-07 |
113-07 |
113-15 |
113-02 |
| S2 |
112-28 |
112-28 |
113-12 |
|
| S3 |
111-27 |
112-06 |
113-09 |
|
| S4 |
110-26 |
111-05 |
113-00 |
|
|
| 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% |
1-08 |
1.1% |
1% |
False |
False |
465,380 |
| 10 |
119-17 |
113-17 |
6-00 |
5.3% |
1-05 |
1.0% |
1% |
False |
False |
432,569 |
| 20 |
120-18 |
113-17 |
7-01 |
6.2% |
1-05 |
1.0% |
0% |
False |
False |
467,560 |
| 40 |
120-18 |
113-17 |
7-01 |
6.2% |
1-08 |
1.1% |
0% |
False |
False |
274,982 |
| 60 |
126-02 |
113-17 |
12-17 |
11.0% |
1-06 |
1.0% |
0% |
False |
False |
183,566 |
| 80 |
127-24 |
113-17 |
14-07 |
12.5% |
1-04 |
1.0% |
0% |
False |
False |
137,686 |
| 100 |
127-24 |
113-17 |
14-07 |
12.5% |
1-01 |
0.9% |
0% |
False |
False |
110,154 |
| 120 |
127-24 |
113-17 |
14-07 |
12.5% |
0-29 |
0.8% |
0% |
False |
False |
91,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-31 |
|
2.618 |
117-09 |
|
1.618 |
116-08 |
|
1.000 |
115-20 |
|
0.618 |
115-07 |
|
HIGH |
114-19 |
|
0.618 |
114-06 |
|
0.500 |
114-02 |
|
0.382 |
113-31 |
|
LOW |
113-18 |
|
0.618 |
112-30 |
|
1.000 |
112-17 |
|
1.618 |
111-29 |
|
2.618 |
110-28 |
|
4.250 |
109-06 |
|
|
| Fisher Pivots for day following 23-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
114-02 |
114-09 |
| PP |
113-29 |
114-01 |
| S1 |
113-24 |
113-26 |
|