ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 10-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2025 |
10-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
111-30 |
112-01 |
0-03 |
0.1% |
113-15 |
| High |
112-22 |
112-07 |
-0-15 |
-0.4% |
113-24 |
| Low |
111-30 |
110-28 |
-1-02 |
-0.9% |
110-28 |
| Close |
112-04 |
111-07 |
-0-29 |
-0.8% |
111-07 |
| Range |
0-24 |
1-11 |
0-19 |
79.2% |
2-28 |
| ATR |
1-03 |
1-04 |
0-01 |
1.6% |
0-00 |
| Volume |
267,830 |
595,586 |
327,756 |
122.4% |
2,402,811 |
|
| Daily Pivots for day following 10-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-15 |
114-22 |
111-31 |
|
| R3 |
114-04 |
113-11 |
111-19 |
|
| R2 |
112-25 |
112-25 |
111-15 |
|
| R1 |
112-00 |
112-00 |
111-11 |
111-23 |
| PP |
111-14 |
111-14 |
111-14 |
111-10 |
| S1 |
110-21 |
110-21 |
111-03 |
110-12 |
| S2 |
110-03 |
110-03 |
110-31 |
|
| S3 |
108-24 |
109-10 |
110-27 |
|
| S4 |
107-13 |
107-31 |
110-15 |
|
|
| Weekly Pivots for week ending 10-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-18 |
118-25 |
112-26 |
|
| R3 |
117-22 |
115-29 |
112-00 |
|
| R2 |
114-26 |
114-26 |
111-24 |
|
| R1 |
113-01 |
113-01 |
111-15 |
112-16 |
| PP |
111-30 |
111-30 |
111-30 |
111-22 |
| S1 |
110-05 |
110-05 |
110-31 |
109-20 |
| S2 |
109-02 |
109-02 |
110-22 |
|
| S3 |
106-06 |
107-09 |
110-14 |
|
| S4 |
103-10 |
104-13 |
109-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-24 |
110-28 |
2-28 |
2.6% |
1-02 |
1.0% |
12% |
False |
True |
480,562 |
| 10 |
114-23 |
110-28 |
3-27 |
3.5% |
1-02 |
1.0% |
9% |
False |
True |
382,012 |
| 20 |
118-06 |
110-28 |
7-10 |
6.6% |
1-03 |
1.0% |
5% |
False |
True |
386,516 |
| 40 |
120-18 |
110-28 |
9-22 |
8.7% |
1-04 |
1.0% |
4% |
False |
True |
377,412 |
| 60 |
121-31 |
110-28 |
11-03 |
10.0% |
1-06 |
1.1% |
3% |
False |
True |
253,164 |
| 80 |
126-20 |
110-28 |
15-24 |
14.2% |
1-04 |
1.0% |
2% |
False |
True |
189,909 |
| 100 |
127-24 |
110-28 |
16-28 |
15.2% |
1-02 |
1.0% |
2% |
False |
True |
151,936 |
| 120 |
127-24 |
110-28 |
16-28 |
15.2% |
0-31 |
0.9% |
2% |
False |
True |
126,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-30 |
|
2.618 |
115-24 |
|
1.618 |
114-13 |
|
1.000 |
113-18 |
|
0.618 |
113-02 |
|
HIGH |
112-07 |
|
0.618 |
111-23 |
|
0.500 |
111-18 |
|
0.382 |
111-12 |
|
LOW |
110-28 |
|
0.618 |
110-01 |
|
1.000 |
109-17 |
|
1.618 |
108-22 |
|
2.618 |
107-11 |
|
4.250 |
105-05 |
|
|
| Fisher Pivots for day following 10-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
111-18 |
111-25 |
| PP |
111-14 |
111-19 |
| S1 |
111-10 |
111-13 |
|