ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 13-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2025 |
13-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
112-01 |
111-11 |
-0-22 |
-0.6% |
113-15 |
| High |
112-07 |
111-15 |
-0-24 |
-0.7% |
113-24 |
| Low |
110-28 |
110-25 |
-0-03 |
-0.1% |
110-28 |
| Close |
111-07 |
110-27 |
-0-12 |
-0.3% |
111-07 |
| Range |
1-11 |
0-22 |
-0-21 |
-48.8% |
2-28 |
| ATR |
1-04 |
1-03 |
-0-01 |
-2.7% |
0-00 |
| Volume |
595,586 |
386,844 |
-208,742 |
-35.0% |
2,402,811 |
|
| Daily Pivots for day following 13-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-03 |
112-21 |
111-07 |
|
| R3 |
112-13 |
111-31 |
111-01 |
|
| R2 |
111-23 |
111-23 |
110-31 |
|
| R1 |
111-09 |
111-09 |
110-29 |
111-05 |
| PP |
111-01 |
111-01 |
111-01 |
110-31 |
| S1 |
110-19 |
110-19 |
110-25 |
110-15 |
| S2 |
110-11 |
110-11 |
110-23 |
|
| S3 |
109-21 |
109-29 |
110-21 |
|
| S4 |
108-31 |
109-07 |
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 |
113-09 |
110-25 |
2-16 |
2.3% |
1-00 |
0.9% |
3% |
False |
True |
470,355 |
| 10 |
114-23 |
110-25 |
3-30 |
3.6% |
1-02 |
0.9% |
2% |
False |
True |
397,010 |
| 20 |
117-15 |
110-25 |
6-22 |
6.0% |
1-03 |
1.0% |
1% |
False |
True |
382,721 |
| 40 |
120-18 |
110-25 |
9-25 |
8.8% |
1-03 |
1.0% |
1% |
False |
True |
385,994 |
| 60 |
121-25 |
110-25 |
11-00 |
9.9% |
1-06 |
1.1% |
1% |
False |
True |
259,603 |
| 80 |
126-04 |
110-25 |
15-11 |
13.8% |
1-04 |
1.0% |
0% |
False |
True |
194,744 |
| 100 |
127-24 |
110-25 |
16-31 |
15.3% |
1-03 |
1.0% |
0% |
False |
True |
155,805 |
| 120 |
127-24 |
110-25 |
16-31 |
15.3% |
1-00 |
0.9% |
0% |
False |
True |
129,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-12 |
|
2.618 |
113-09 |
|
1.618 |
112-19 |
|
1.000 |
112-05 |
|
0.618 |
111-29 |
|
HIGH |
111-15 |
|
0.618 |
111-07 |
|
0.500 |
111-04 |
|
0.382 |
111-01 |
|
LOW |
110-25 |
|
0.618 |
110-11 |
|
1.000 |
110-03 |
|
1.618 |
109-21 |
|
2.618 |
108-31 |
|
4.250 |
107-28 |
|
|
| Fisher Pivots for day following 13-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
111-04 |
111-24 |
| PP |
111-01 |
111-14 |
| S1 |
110-30 |
111-04 |
|