ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 14-Oct-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2024 |
14-Oct-2024 |
Change |
Change % |
Previous Week |
| Open |
120-21 |
120-00 |
-0-21 |
-0.5% |
121-30 |
| High |
120-23 |
120-04 |
-0-19 |
-0.5% |
122-08 |
| Low |
119-23 |
119-14 |
-0-09 |
-0.2% |
119-23 |
| Close |
120-12 |
119-25 |
-0-19 |
-0.5% |
120-12 |
| Range |
1-00 |
0-22 |
-0-10 |
-31.3% |
2-17 |
| ATR |
1-05 |
1-04 |
0-00 |
-1.3% |
0-00 |
| Volume |
360,146 |
144,128 |
-216,018 |
-60.0% |
2,147,638 |
|
| Daily Pivots for day following 14-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-27 |
121-16 |
120-05 |
|
| R3 |
121-05 |
120-26 |
119-31 |
|
| R2 |
120-15 |
120-15 |
119-29 |
|
| R1 |
120-04 |
120-04 |
119-27 |
119-30 |
| PP |
119-25 |
119-25 |
119-25 |
119-22 |
| S1 |
119-14 |
119-14 |
119-23 |
119-08 |
| S2 |
119-03 |
119-03 |
119-21 |
|
| S3 |
118-13 |
118-24 |
119-19 |
|
| S4 |
117-23 |
118-02 |
119-13 |
|
|
| Weekly Pivots for week ending 11-Oct-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-12 |
126-29 |
121-25 |
|
| R3 |
125-27 |
124-12 |
121-02 |
|
| R2 |
123-10 |
123-10 |
120-27 |
|
| R1 |
121-27 |
121-27 |
120-19 |
121-10 |
| PP |
120-25 |
120-25 |
120-25 |
120-16 |
| S1 |
119-10 |
119-10 |
120-05 |
118-25 |
| S2 |
118-08 |
118-08 |
119-29 |
|
| S3 |
115-23 |
116-25 |
119-22 |
|
| S4 |
113-06 |
114-08 |
118-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-21 |
119-14 |
2-07 |
1.9% |
0-30 |
0.8% |
15% |
False |
True |
370,119 |
| 10 |
125-25 |
119-14 |
6-11 |
5.3% |
1-05 |
1.0% |
5% |
False |
True |
437,125 |
| 20 |
127-22 |
119-14 |
8-08 |
6.9% |
1-04 |
0.9% |
4% |
False |
True |
458,412 |
| 40 |
127-22 |
119-14 |
8-08 |
6.9% |
1-04 |
0.9% |
4% |
False |
True |
443,630 |
| 60 |
127-22 |
118-01 |
9-21 |
8.1% |
1-07 |
1.0% |
18% |
False |
False |
297,241 |
| 80 |
127-22 |
116-01 |
11-21 |
9.7% |
1-05 |
1.0% |
32% |
False |
False |
223,010 |
| 100 |
127-22 |
114-22 |
13-00 |
10.9% |
1-04 |
0.9% |
39% |
False |
False |
178,414 |
| 120 |
127-22 |
113-04 |
14-18 |
12.2% |
1-01 |
0.9% |
46% |
False |
False |
148,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-02 |
|
2.618 |
121-30 |
|
1.618 |
121-08 |
|
1.000 |
120-26 |
|
0.618 |
120-18 |
|
HIGH |
120-04 |
|
0.618 |
119-28 |
|
0.500 |
119-25 |
|
0.382 |
119-22 |
|
LOW |
119-14 |
|
0.618 |
119-00 |
|
1.000 |
118-24 |
|
1.618 |
118-10 |
|
2.618 |
117-20 |
|
4.250 |
116-16 |
|
|
| Fisher Pivots for day following 14-Oct-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-25 |
120-06 |
| PP |
119-25 |
120-02 |
| S1 |
119-25 |
119-29 |
|