ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 16-Jan-2025 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2025 |
16-Jan-2025 |
Change |
Change % |
Previous Week |
| Open |
110-30 |
112-14 |
1-16 |
1.4% |
113-15 |
| High |
112-30 |
113-09 |
0-11 |
0.3% |
113-24 |
| Low |
110-30 |
112-02 |
1-04 |
1.0% |
110-28 |
| Close |
112-17 |
113-00 |
0-15 |
0.4% |
111-07 |
| Range |
2-00 |
1-07 |
-0-25 |
-39.1% |
2-28 |
| ATR |
1-04 |
1-05 |
0-00 |
0.5% |
0-00 |
| Volume |
569,655 |
510,949 |
-58,706 |
-10.3% |
2,402,811 |
|
| Daily Pivots for day following 16-Jan-2025 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-14 |
115-30 |
113-21 |
|
| R3 |
115-07 |
114-23 |
113-11 |
|
| R2 |
114-00 |
114-00 |
113-07 |
|
| R1 |
113-16 |
113-16 |
113-04 |
113-24 |
| PP |
112-25 |
112-25 |
112-25 |
112-29 |
| S1 |
112-09 |
112-09 |
112-28 |
112-17 |
| S2 |
111-18 |
111-18 |
112-25 |
|
| S3 |
110-11 |
111-02 |
112-21 |
|
| S4 |
109-04 |
109-27 |
112-11 |
|
|
| 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 |
110-19 |
2-22 |
2.4% |
1-07 |
1.1% |
90% |
True |
False |
488,400 |
| 10 |
114-11 |
110-19 |
3-24 |
3.3% |
1-03 |
1.0% |
64% |
False |
False |
451,007 |
| 20 |
116-15 |
110-19 |
5-28 |
5.2% |
1-04 |
1.0% |
41% |
False |
False |
393,577 |
| 40 |
120-18 |
110-19 |
9-31 |
8.8% |
1-03 |
1.0% |
24% |
False |
False |
419,255 |
| 60 |
120-18 |
110-19 |
9-31 |
8.8% |
1-06 |
1.1% |
24% |
False |
False |
283,914 |
| 80 |
126-02 |
110-19 |
15-15 |
13.7% |
1-05 |
1.0% |
16% |
False |
False |
212,985 |
| 100 |
127-24 |
110-19 |
17-05 |
15.2% |
1-03 |
1.0% |
14% |
False |
False |
170,400 |
| 120 |
127-24 |
110-19 |
17-05 |
15.2% |
1-00 |
0.9% |
14% |
False |
False |
142,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-15 |
|
2.618 |
116-15 |
|
1.618 |
115-08 |
|
1.000 |
114-16 |
|
0.618 |
114-01 |
|
HIGH |
113-09 |
|
0.618 |
112-26 |
|
0.500 |
112-22 |
|
0.382 |
112-17 |
|
LOW |
112-02 |
|
0.618 |
111-10 |
|
1.000 |
110-27 |
|
1.618 |
110-03 |
|
2.618 |
108-28 |
|
4.250 |
106-28 |
|
|
| Fisher Pivots for day following 16-Jan-2025 |
| Pivot |
1 day |
3 day |
| R1 |
112-28 |
112-21 |
| PP |
112-25 |
112-09 |
| S1 |
112-22 |
111-30 |
|