ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 26-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2024 |
26-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
117-02 |
118-09 |
1-07 |
1.0% |
116-08 |
| High |
118-18 |
118-15 |
-0-03 |
-0.1% |
117-18 |
| Low |
117-01 |
117-21 |
0-20 |
0.5% |
115-13 |
| Close |
118-15 |
118-01 |
-0-14 |
-0.4% |
116-14 |
| Range |
1-17 |
0-26 |
-0-23 |
-46.9% |
2-05 |
| ATR |
1-10 |
1-09 |
-0-01 |
-2.8% |
0-00 |
| Volume |
946,464 |
673,686 |
-272,778 |
-28.8% |
1,439,537 |
|
| Daily Pivots for day following 26-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-16 |
120-02 |
118-15 |
|
| R3 |
119-22 |
119-08 |
118-08 |
|
| R2 |
118-28 |
118-28 |
118-06 |
|
| R1 |
118-14 |
118-14 |
118-03 |
118-08 |
| PP |
118-02 |
118-02 |
118-02 |
117-30 |
| S1 |
117-20 |
117-20 |
117-31 |
117-14 |
| S2 |
117-08 |
117-08 |
117-28 |
|
| S3 |
116-14 |
116-26 |
117-26 |
|
| S4 |
115-20 |
116-00 |
117-19 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-30 |
121-27 |
117-20 |
|
| R3 |
120-25 |
119-22 |
117-01 |
|
| R2 |
118-20 |
118-20 |
116-27 |
|
| R1 |
117-17 |
117-17 |
116-20 |
118-02 |
| PP |
116-15 |
116-15 |
116-15 |
116-24 |
| S1 |
115-12 |
115-12 |
116-08 |
115-30 |
| S2 |
114-10 |
114-10 |
116-01 |
|
| S3 |
112-05 |
113-07 |
115-27 |
|
| S4 |
110-00 |
111-02 |
115-08 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-18 |
116-05 |
2-13 |
2.0% |
0-31 |
0.8% |
78% |
False |
False |
582,342 |
| 10 |
118-18 |
115-13 |
3-05 |
2.7% |
1-05 |
1.0% |
83% |
False |
False |
318,709 |
| 20 |
119-02 |
115-13 |
3-21 |
3.1% |
1-12 |
1.2% |
72% |
False |
False |
163,252 |
| 40 |
125-17 |
115-13 |
10-04 |
8.6% |
1-07 |
1.0% |
26% |
False |
False |
82,056 |
| 60 |
127-24 |
115-13 |
12-11 |
10.5% |
1-04 |
0.9% |
21% |
False |
False |
54,730 |
| 80 |
127-24 |
115-13 |
12-11 |
10.5% |
1-00 |
0.8% |
21% |
False |
False |
41,053 |
| 100 |
127-24 |
115-13 |
12-11 |
10.5% |
0-28 |
0.7% |
21% |
False |
False |
32,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-30 |
|
2.618 |
120-19 |
|
1.618 |
119-25 |
|
1.000 |
119-09 |
|
0.618 |
118-31 |
|
HIGH |
118-15 |
|
0.618 |
118-05 |
|
0.500 |
118-02 |
|
0.382 |
117-31 |
|
LOW |
117-21 |
|
0.618 |
117-05 |
|
1.000 |
116-27 |
|
1.618 |
116-11 |
|
2.618 |
115-17 |
|
4.250 |
114-06 |
|
|
| Fisher Pivots for day following 26-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-02 |
117-26 |
| PP |
118-02 |
117-20 |
| S1 |
118-01 |
117-13 |
|