ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 03-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2025 |
03-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
113-24 |
114-01 |
0-09 |
0.2% |
113-06 |
| High |
114-19 |
114-11 |
-0-08 |
-0.2% |
114-23 |
| Low |
113-11 |
113-14 |
0-03 |
0.1% |
113-02 |
| Close |
113-24 |
113-17 |
-0-07 |
-0.2% |
113-17 |
| Range |
1-08 |
0-29 |
-0-11 |
-27.5% |
1-21 |
| ATR |
1-05 |
1-04 |
-0-01 |
-1.5% |
0-00 |
| Volume |
338,509 |
260,850 |
-77,659 |
-22.9% |
1,180,447 |
|
| Daily Pivots for day following 03-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-16 |
115-29 |
114-01 |
|
| R3 |
115-19 |
115-00 |
113-25 |
|
| R2 |
114-22 |
114-22 |
113-22 |
|
| R1 |
114-03 |
114-03 |
113-20 |
113-30 |
| PP |
113-25 |
113-25 |
113-25 |
113-22 |
| S1 |
113-06 |
113-06 |
113-14 |
113-01 |
| S2 |
112-28 |
112-28 |
113-12 |
|
| S3 |
111-31 |
112-09 |
113-09 |
|
| S4 |
111-02 |
111-12 |
113-01 |
|
|
| Weekly Pivots for week ending 03-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-24 |
117-25 |
114-14 |
|
| R3 |
117-03 |
116-04 |
114-00 |
|
| R2 |
115-14 |
115-14 |
113-27 |
|
| R1 |
114-15 |
114-15 |
113-22 |
114-30 |
| PP |
113-25 |
113-25 |
113-25 |
114-00 |
| S1 |
112-26 |
112-26 |
113-12 |
113-10 |
| S2 |
112-04 |
112-04 |
113-07 |
|
| S3 |
110-15 |
111-05 |
113-02 |
|
| S4 |
108-26 |
109-16 |
112-20 |
|
|
| 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% |
28% |
False |
False |
283,461 |
| 10 |
115-01 |
113-02 |
1-31 |
1.7% |
1-02 |
0.9% |
24% |
False |
False |
312,590 |
| 20 |
120-18 |
113-02 |
7-16 |
6.6% |
1-02 |
0.9% |
6% |
False |
False |
357,737 |
| 40 |
120-18 |
113-02 |
7-16 |
6.6% |
1-07 |
1.1% |
6% |
False |
False |
318,324 |
| 60 |
121-31 |
113-02 |
8-29 |
7.8% |
1-06 |
1.0% |
5% |
False |
False |
213,133 |
| 80 |
127-24 |
113-02 |
14-22 |
12.9% |
1-04 |
1.0% |
3% |
False |
False |
159,877 |
| 100 |
127-24 |
113-02 |
14-22 |
12.9% |
1-01 |
0.9% |
3% |
False |
False |
127,909 |
| 120 |
127-24 |
113-02 |
14-22 |
12.9% |
0-30 |
0.8% |
3% |
False |
False |
106,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-06 |
|
2.618 |
116-23 |
|
1.618 |
115-26 |
|
1.000 |
115-08 |
|
0.618 |
114-29 |
|
HIGH |
114-11 |
|
0.618 |
114-00 |
|
0.500 |
113-28 |
|
0.382 |
113-25 |
|
LOW |
113-14 |
|
0.618 |
112-28 |
|
1.000 |
112-17 |
|
1.618 |
111-31 |
|
2.618 |
111-02 |
|
4.250 |
109-19 |
|
|
| Fisher Pivots for day following 03-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
113-28 |
114-01 |
| PP |
113-25 |
113-28 |
| S1 |
113-21 |
113-22 |
|