ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 06-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2025 |
06-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
114-01 |
113-15 |
-0-18 |
-0.5% |
113-06 |
| High |
114-11 |
113-24 |
-0-19 |
-0.5% |
114-23 |
| Low |
113-14 |
112-26 |
-0-20 |
-0.6% |
113-02 |
| Close |
113-17 |
113-04 |
-0-13 |
-0.4% |
113-17 |
| Range |
0-29 |
0-30 |
0-01 |
3.4% |
1-21 |
| ATR |
1-04 |
1-04 |
0-00 |
-1.2% |
0-00 |
| Volume |
260,850 |
437,876 |
177,026 |
67.9% |
1,180,447 |
|
| Daily Pivots for day following 06-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-01 |
115-17 |
113-20 |
|
| R3 |
115-03 |
114-19 |
113-12 |
|
| R2 |
114-05 |
114-05 |
113-10 |
|
| R1 |
113-21 |
113-21 |
113-07 |
113-14 |
| PP |
113-07 |
113-07 |
113-07 |
113-04 |
| S1 |
112-23 |
112-23 |
113-01 |
112-16 |
| S2 |
112-09 |
112-09 |
112-30 |
|
| S3 |
111-11 |
111-25 |
112-28 |
|
| S4 |
110-13 |
110-27 |
112-20 |
|
|
| 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 |
112-26 |
1-29 |
1.7% |
1-03 |
1.0% |
16% |
False |
True |
323,664 |
| 10 |
115-01 |
112-26 |
2-07 |
2.0% |
1-01 |
0.9% |
14% |
False |
True |
287,770 |
| 20 |
120-18 |
112-26 |
7-24 |
6.9% |
1-03 |
1.0% |
4% |
False |
True |
362,927 |
| 40 |
120-18 |
112-26 |
7-24 |
6.9% |
1-05 |
1.0% |
4% |
False |
True |
328,806 |
| 60 |
121-31 |
112-26 |
9-05 |
8.1% |
1-06 |
1.0% |
3% |
False |
True |
220,426 |
| 80 |
127-24 |
112-26 |
14-30 |
13.2% |
1-04 |
1.0% |
2% |
False |
True |
165,350 |
| 100 |
127-24 |
112-26 |
14-30 |
13.2% |
1-02 |
0.9% |
2% |
False |
True |
132,287 |
| 120 |
127-24 |
112-26 |
14-30 |
13.2% |
0-30 |
0.8% |
2% |
False |
True |
110,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-24 |
|
2.618 |
116-07 |
|
1.618 |
115-09 |
|
1.000 |
114-22 |
|
0.618 |
114-11 |
|
HIGH |
113-24 |
|
0.618 |
113-13 |
|
0.500 |
113-09 |
|
0.382 |
113-05 |
|
LOW |
112-26 |
|
0.618 |
112-07 |
|
1.000 |
111-28 |
|
1.618 |
111-09 |
|
2.618 |
110-11 |
|
4.250 |
108-26 |
|
|
| Fisher Pivots for day following 06-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
113-09 |
113-22 |
| PP |
113-07 |
113-16 |
| S1 |
113-06 |
113-10 |
|