ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 04-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2024 |
04-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
118-00 |
117-09 |
-0-23 |
-0.6% |
118-06 |
| High |
118-25 |
118-10 |
-0-15 |
-0.4% |
118-28 |
| Low |
116-16 |
117-09 |
0-25 |
0.7% |
116-16 |
| Close |
116-26 |
117-22 |
0-28 |
0.7% |
116-26 |
| Range |
2-09 |
1-01 |
-1-08 |
-54.8% |
2-12 |
| ATR |
1-08 |
1-08 |
0-01 |
1.5% |
0-00 |
| Volume |
730,910 |
479,093 |
-251,817 |
-34.5% |
3,181,539 |
|
| Daily Pivots for day following 04-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-27 |
120-10 |
118-08 |
|
| R3 |
119-26 |
119-09 |
117-31 |
|
| R2 |
118-25 |
118-25 |
117-28 |
|
| R1 |
118-08 |
118-08 |
117-25 |
118-16 |
| PP |
117-24 |
117-24 |
117-24 |
117-29 |
| S1 |
117-07 |
117-07 |
117-19 |
117-16 |
| S2 |
116-23 |
116-23 |
117-16 |
|
| S3 |
115-22 |
116-06 |
117-13 |
|
| S4 |
114-21 |
115-05 |
117-04 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-17 |
123-01 |
118-04 |
|
| R3 |
122-05 |
120-21 |
117-15 |
|
| R2 |
119-25 |
119-25 |
117-08 |
|
| R1 |
118-09 |
118-09 |
117-01 |
117-27 |
| PP |
117-13 |
117-13 |
117-13 |
117-06 |
| S1 |
115-29 |
115-29 |
116-19 |
115-15 |
| S2 |
115-01 |
115-01 |
116-12 |
|
| S3 |
112-21 |
113-17 |
116-05 |
|
| S4 |
110-09 |
111-05 |
115-16 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-28 |
116-16 |
2-12 |
2.0% |
1-13 |
1.2% |
50% |
False |
False |
637,987 |
| 10 |
119-05 |
116-16 |
2-21 |
2.3% |
1-07 |
1.0% |
45% |
False |
False |
552,362 |
| 20 |
121-23 |
116-16 |
5-07 |
4.4% |
1-05 |
1.0% |
23% |
False |
False |
470,521 |
| 40 |
127-22 |
116-16 |
11-06 |
9.5% |
1-05 |
1.0% |
11% |
False |
False |
470,493 |
| 60 |
127-22 |
116-16 |
11-06 |
9.5% |
1-05 |
1.0% |
11% |
False |
False |
422,675 |
| 80 |
127-22 |
116-16 |
11-06 |
9.5% |
1-06 |
1.0% |
11% |
False |
False |
317,462 |
| 100 |
127-22 |
116-01 |
11-21 |
9.9% |
1-05 |
1.0% |
14% |
False |
False |
254,009 |
| 120 |
127-22 |
114-22 |
13-00 |
11.0% |
1-04 |
0.9% |
23% |
False |
False |
211,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-22 |
|
2.618 |
121-00 |
|
1.618 |
119-31 |
|
1.000 |
119-11 |
|
0.618 |
118-30 |
|
HIGH |
118-10 |
|
0.618 |
117-29 |
|
0.500 |
117-26 |
|
0.382 |
117-22 |
|
LOW |
117-09 |
|
0.618 |
116-21 |
|
1.000 |
116-08 |
|
1.618 |
115-20 |
|
2.618 |
114-19 |
|
4.250 |
112-29 |
|
|
| Fisher Pivots for day following 04-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-26 |
117-22 |
| PP |
117-24 |
117-21 |
| S1 |
117-23 |
117-20 |
|