ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 07-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2025 |
07-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
113-15 |
112-31 |
-0-16 |
-0.4% |
113-06 |
| High |
113-24 |
113-09 |
-0-15 |
-0.4% |
114-23 |
| Low |
112-26 |
111-31 |
-0-27 |
-0.7% |
113-02 |
| Close |
113-04 |
112-05 |
-0-31 |
-0.9% |
113-17 |
| Range |
0-30 |
1-10 |
0-12 |
40.0% |
1-21 |
| ATR |
1-04 |
1-04 |
0-00 |
1.3% |
0-00 |
| Volume |
437,876 |
510,639 |
72,763 |
16.6% |
1,180,447 |
|
| Daily Pivots for day following 07-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-13 |
115-19 |
112-28 |
|
| R3 |
115-03 |
114-09 |
112-17 |
|
| R2 |
113-25 |
113-25 |
112-13 |
|
| R1 |
112-31 |
112-31 |
112-09 |
112-23 |
| PP |
112-15 |
112-15 |
112-15 |
112-11 |
| S1 |
111-21 |
111-21 |
112-01 |
111-13 |
| S2 |
111-05 |
111-05 |
111-29 |
|
| S3 |
109-27 |
110-11 |
111-25 |
|
| S4 |
108-17 |
109-01 |
111-14 |
|
|
| 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 |
111-31 |
2-24 |
2.5% |
1-03 |
1.0% |
7% |
False |
True |
374,980 |
| 10 |
114-23 |
111-31 |
2-24 |
2.5% |
1-02 |
0.9% |
7% |
False |
True |
297,705 |
| 20 |
120-10 |
111-31 |
8-11 |
7.4% |
1-03 |
1.0% |
2% |
False |
True |
369,420 |
| 40 |
120-18 |
111-31 |
8-19 |
7.7% |
1-05 |
1.0% |
2% |
False |
True |
341,478 |
| 60 |
121-31 |
111-31 |
10-00 |
8.9% |
1-06 |
1.1% |
2% |
False |
True |
228,936 |
| 80 |
127-24 |
111-31 |
15-25 |
14.1% |
1-04 |
1.0% |
1% |
False |
True |
171,733 |
| 100 |
127-24 |
111-31 |
15-25 |
14.1% |
1-02 |
0.9% |
1% |
False |
True |
137,394 |
| 120 |
127-24 |
111-31 |
15-25 |
14.1% |
0-31 |
0.9% |
1% |
False |
True |
114,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-28 |
|
2.618 |
116-23 |
|
1.618 |
115-13 |
|
1.000 |
114-19 |
|
0.618 |
114-03 |
|
HIGH |
113-09 |
|
0.618 |
112-25 |
|
0.500 |
112-20 |
|
0.382 |
112-15 |
|
LOW |
111-31 |
|
0.618 |
111-05 |
|
1.000 |
110-21 |
|
1.618 |
109-27 |
|
2.618 |
108-17 |
|
4.250 |
106-12 |
|
|
| Fisher Pivots for day following 07-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
112-20 |
113-05 |
| PP |
112-15 |
112-26 |
| S1 |
112-10 |
112-16 |
|