ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 02-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2024 |
02-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
114-09 |
113-24 |
-0-17 |
-0.5% |
114-16 |
| High |
114-23 |
114-19 |
-0-04 |
-0.1% |
114-19 |
| Low |
113-19 |
113-11 |
-0-08 |
-0.2% |
113-02 |
| Close |
113-27 |
113-24 |
-0-03 |
-0.1% |
113-09 |
| Range |
1-04 |
1-08 |
0-04 |
11.1% |
1-17 |
| ATR |
1-04 |
1-05 |
0-00 |
0.7% |
0-00 |
| Volume |
327,028 |
338,509 |
11,481 |
3.5% |
848,092 |
|
| Daily Pivots for day following 02-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-21 |
116-30 |
114-14 |
|
| R3 |
116-13 |
115-22 |
114-03 |
|
| R2 |
115-05 |
115-05 |
113-31 |
|
| R1 |
114-14 |
114-14 |
113-28 |
114-12 |
| PP |
113-29 |
113-29 |
113-29 |
113-28 |
| S1 |
113-06 |
113-06 |
113-20 |
113-04 |
| S2 |
112-21 |
112-21 |
113-17 |
|
| S3 |
111-13 |
111-30 |
113-13 |
|
| S4 |
110-05 |
110-22 |
113-02 |
|
|
| 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 |
114-23 |
113-02 |
1-21 |
1.5% |
1-03 |
1.0% |
42% |
False |
False |
268,213 |
| 10 |
116-15 |
113-02 |
3-13 |
3.0% |
1-05 |
1.0% |
20% |
False |
False |
336,148 |
| 20 |
120-18 |
113-02 |
7-16 |
6.6% |
1-04 |
1.0% |
9% |
False |
False |
368,932 |
| 40 |
120-18 |
113-02 |
7-16 |
6.6% |
1-07 |
1.1% |
9% |
False |
False |
311,918 |
| 60 |
121-31 |
113-02 |
8-29 |
7.8% |
1-06 |
1.0% |
8% |
False |
False |
208,792 |
| 80 |
127-24 |
113-02 |
14-22 |
12.9% |
1-04 |
1.0% |
5% |
False |
False |
156,617 |
| 100 |
127-24 |
113-02 |
14-22 |
12.9% |
1-01 |
0.9% |
5% |
False |
False |
125,300 |
| 120 |
127-24 |
113-02 |
14-22 |
12.9% |
0-30 |
0.8% |
5% |
False |
False |
104,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-29 |
|
2.618 |
117-28 |
|
1.618 |
116-20 |
|
1.000 |
115-27 |
|
0.618 |
115-12 |
|
HIGH |
114-19 |
|
0.618 |
114-04 |
|
0.500 |
113-31 |
|
0.382 |
113-26 |
|
LOW |
113-11 |
|
0.618 |
112-18 |
|
1.000 |
112-03 |
|
1.618 |
111-10 |
|
2.618 |
110-02 |
|
4.250 |
108-01 |
|
|
| Fisher Pivots for day following 02-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
113-31 |
113-28 |
| PP |
113-29 |
113-27 |
| S1 |
113-26 |
113-26 |
|