ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 26-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2024 |
26-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
113-24 |
113-25 |
0-01 |
0.0% |
116-09 |
| High |
113-30 |
114-02 |
0-04 |
0.1% |
116-22 |
| Low |
113-06 |
113-03 |
-0-03 |
-0.1% |
113-17 |
| Close |
113-28 |
113-30 |
0-02 |
0.1% |
114-16 |
| Range |
0-24 |
0-31 |
0-07 |
29.2% |
3-05 |
| ATR |
1-05 |
1-05 |
0-00 |
-1.2% |
0-00 |
| Volume |
173,624 |
184,610 |
10,986 |
6.3% |
2,463,826 |
|
| Daily Pivots for day following 26-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-19 |
116-08 |
114-15 |
|
| R3 |
115-20 |
115-09 |
114-07 |
|
| R2 |
114-21 |
114-21 |
114-04 |
|
| R1 |
114-10 |
114-10 |
114-01 |
114-16 |
| PP |
113-22 |
113-22 |
113-22 |
113-25 |
| S1 |
113-11 |
113-11 |
113-27 |
113-16 |
| S2 |
112-23 |
112-23 |
113-24 |
|
| S3 |
111-24 |
112-12 |
113-21 |
|
| S4 |
110-25 |
111-13 |
113-13 |
|
|
| 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 |
115-01 |
113-03 |
1-30 |
1.7% |
1-02 |
0.9% |
44% |
False |
True |
341,719 |
| 10 |
118-06 |
113-03 |
5-03 |
4.5% |
1-04 |
1.0% |
17% |
False |
True |
391,020 |
| 20 |
120-18 |
113-03 |
7-15 |
6.6% |
1-04 |
1.0% |
11% |
False |
True |
404,464 |
| 40 |
120-18 |
113-03 |
7-15 |
6.6% |
1-08 |
1.1% |
11% |
False |
True |
283,858 |
| 60 |
125-17 |
113-03 |
12-14 |
10.9% |
1-06 |
1.0% |
7% |
False |
True |
189,526 |
| 80 |
127-24 |
113-03 |
14-21 |
12.9% |
1-04 |
1.0% |
6% |
False |
True |
142,164 |
| 100 |
127-24 |
113-03 |
14-21 |
12.9% |
1-00 |
0.9% |
6% |
False |
True |
113,736 |
| 120 |
127-24 |
113-03 |
14-21 |
12.9% |
0-29 |
0.8% |
6% |
False |
True |
94,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-06 |
|
2.618 |
116-19 |
|
1.618 |
115-20 |
|
1.000 |
115-01 |
|
0.618 |
114-21 |
|
HIGH |
114-02 |
|
0.618 |
113-22 |
|
0.500 |
113-18 |
|
0.382 |
113-15 |
|
LOW |
113-03 |
|
0.618 |
112-16 |
|
1.000 |
112-04 |
|
1.618 |
111-17 |
|
2.618 |
110-18 |
|
4.250 |
108-31 |
|
|
| Fisher Pivots for day following 26-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
113-26 |
113-29 |
| PP |
113-22 |
113-28 |
| S1 |
113-18 |
113-27 |
|