ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 27-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2024 |
27-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
113-25 |
113-26 |
0-01 |
0.0% |
114-16 |
| High |
114-02 |
114-01 |
-0-01 |
0.0% |
114-19 |
| Low |
113-03 |
113-02 |
-0-01 |
0.0% |
113-02 |
| Close |
113-30 |
113-09 |
-0-21 |
-0.6% |
113-09 |
| Range |
0-31 |
0-31 |
0-00 |
0.0% |
1-17 |
| ATR |
1-05 |
1-04 |
0-00 |
-1.1% |
0-00 |
| Volume |
184,610 |
236,862 |
52,252 |
28.3% |
848,092 |
|
| Daily Pivots for day following 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-12 |
115-25 |
113-26 |
|
| R3 |
115-13 |
114-26 |
113-18 |
|
| R2 |
114-14 |
114-14 |
113-15 |
|
| R1 |
113-27 |
113-27 |
113-12 |
113-21 |
| PP |
113-15 |
113-15 |
113-15 |
113-12 |
| S1 |
112-28 |
112-28 |
113-06 |
112-22 |
| S2 |
112-16 |
112-16 |
113-03 |
|
| S3 |
111-17 |
111-29 |
113-00 |
|
| S4 |
110-18 |
110-30 |
112-24 |
|
|
| Weekly Pivots for week ending 27-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-08 |
117-09 |
114-04 |
|
| R3 |
116-23 |
115-24 |
113-22 |
|
| R2 |
115-06 |
115-06 |
113-18 |
|
| R1 |
114-07 |
114-07 |
113-13 |
113-30 |
| PP |
113-21 |
113-21 |
113-21 |
113-16 |
| S1 |
112-22 |
112-22 |
113-05 |
112-13 |
| S2 |
112-04 |
112-04 |
113-00 |
|
| S3 |
110-19 |
111-05 |
112-28 |
|
| S4 |
109-02 |
109-20 |
112-14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-01 |
113-02 |
1-31 |
1.7% |
0-30 |
0.8% |
11% |
False |
True |
251,877 |
| 10 |
117-15 |
113-02 |
4-13 |
3.9% |
1-04 |
1.0% |
5% |
False |
True |
368,433 |
| 20 |
120-18 |
113-02 |
7-16 |
6.6% |
1-03 |
1.0% |
3% |
False |
True |
386,768 |
| 40 |
120-18 |
113-02 |
7-16 |
6.6% |
1-08 |
1.1% |
3% |
False |
True |
289,325 |
| 60 |
124-19 |
113-02 |
11-17 |
10.2% |
1-06 |
1.0% |
2% |
False |
True |
193,470 |
| 80 |
127-24 |
113-02 |
14-22 |
13.0% |
1-04 |
1.0% |
1% |
False |
True |
145,125 |
| 100 |
127-24 |
113-02 |
14-22 |
13.0% |
1-01 |
0.9% |
1% |
False |
True |
116,104 |
| 120 |
127-24 |
113-02 |
14-22 |
13.0% |
0-29 |
0.8% |
1% |
False |
True |
96,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-05 |
|
2.618 |
116-18 |
|
1.618 |
115-19 |
|
1.000 |
115-00 |
|
0.618 |
114-20 |
|
HIGH |
114-01 |
|
0.618 |
113-21 |
|
0.500 |
113-18 |
|
0.382 |
113-14 |
|
LOW |
113-02 |
|
0.618 |
112-15 |
|
1.000 |
112-03 |
|
1.618 |
111-16 |
|
2.618 |
110-17 |
|
4.250 |
108-30 |
|
|
| Fisher Pivots for day following 27-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
113-18 |
113-18 |
| PP |
113-15 |
113-15 |
| S1 |
113-12 |
113-12 |
|