ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 15-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2025 |
15-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
111-05 |
110-30 |
-0-07 |
-0.2% |
113-15 |
| High |
111-16 |
112-30 |
1-14 |
1.3% |
113-24 |
| Low |
110-19 |
110-30 |
0-11 |
0.3% |
110-28 |
| Close |
110-29 |
112-17 |
1-20 |
1.5% |
111-07 |
| Range |
0-29 |
2-00 |
1-03 |
120.7% |
2-28 |
| ATR |
1-02 |
1-04 |
0-02 |
6.5% |
0-00 |
| Volume |
378,968 |
569,655 |
190,687 |
50.3% |
2,402,811 |
|
| Daily Pivots for day following 15-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-04 |
117-11 |
113-20 |
|
| R3 |
116-04 |
115-11 |
113-03 |
|
| R2 |
114-04 |
114-04 |
112-29 |
|
| R1 |
113-11 |
113-11 |
112-23 |
113-24 |
| PP |
112-04 |
112-04 |
112-04 |
112-11 |
| S1 |
111-11 |
111-11 |
112-11 |
111-24 |
| S2 |
110-04 |
110-04 |
112-05 |
|
| S3 |
108-04 |
109-11 |
111-31 |
|
| S4 |
106-04 |
107-11 |
111-14 |
|
|
| 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 |
112-30 |
110-19 |
2-11 |
2.1% |
1-04 |
1.0% |
83% |
True |
False |
439,776 |
| 10 |
114-19 |
110-19 |
4-00 |
3.6% |
1-03 |
1.0% |
48% |
False |
False |
433,763 |
| 20 |
116-22 |
110-19 |
6-03 |
5.4% |
1-04 |
1.0% |
32% |
False |
False |
392,036 |
| 40 |
120-18 |
110-19 |
9-31 |
8.9% |
1-03 |
1.0% |
19% |
False |
False |
407,614 |
| 60 |
120-18 |
110-19 |
9-31 |
8.9% |
1-06 |
1.1% |
19% |
False |
False |
275,404 |
| 80 |
126-02 |
110-19 |
15-15 |
13.7% |
1-05 |
1.0% |
13% |
False |
False |
206,600 |
| 100 |
127-24 |
110-19 |
17-05 |
15.2% |
1-03 |
1.0% |
11% |
False |
False |
165,291 |
| 120 |
127-24 |
110-19 |
17-05 |
15.2% |
1-00 |
0.9% |
11% |
False |
False |
137,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-14 |
|
2.618 |
118-06 |
|
1.618 |
116-06 |
|
1.000 |
114-30 |
|
0.618 |
114-06 |
|
HIGH |
112-30 |
|
0.618 |
112-06 |
|
0.500 |
111-30 |
|
0.382 |
111-22 |
|
LOW |
110-30 |
|
0.618 |
109-22 |
|
1.000 |
108-30 |
|
1.618 |
107-22 |
|
2.618 |
105-22 |
|
4.250 |
102-14 |
|
|
| Fisher Pivots for day following 15-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
112-11 |
112-09 |
| PP |
112-04 |
112-01 |
| S1 |
111-30 |
111-24 |
|