ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 19-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2024 |
19-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
116-03 |
116-09 |
0-06 |
0.2% |
117-27 |
| High |
116-20 |
117-13 |
0-25 |
0.7% |
118-05 |
| Low |
115-09 |
116-08 |
0-31 |
0.8% |
115-11 |
| Close |
116-10 |
116-29 |
0-19 |
0.5% |
116-10 |
| Range |
1-11 |
1-05 |
-0-06 |
-14.0% |
2-26 |
| ATR |
1-14 |
1-13 |
-0-01 |
-1.4% |
0-00 |
| Volume |
463,136 |
527,957 |
64,821 |
14.0% |
2,560,533 |
|
| Daily Pivots for day following 19-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-10 |
119-25 |
117-17 |
|
| R3 |
119-05 |
118-20 |
117-07 |
|
| R2 |
118-00 |
118-00 |
117-04 |
|
| R1 |
117-15 |
117-15 |
117-00 |
117-24 |
| PP |
116-27 |
116-27 |
116-27 |
117-00 |
| S1 |
116-10 |
116-10 |
116-26 |
116-18 |
| S2 |
115-22 |
115-22 |
116-22 |
|
| S3 |
114-17 |
115-05 |
116-19 |
|
| S4 |
113-12 |
114-00 |
116-09 |
|
|
| Weekly Pivots for week ending 15-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-01 |
123-16 |
117-28 |
|
| R3 |
122-07 |
120-22 |
117-03 |
|
| R2 |
119-13 |
119-13 |
116-26 |
|
| R1 |
117-28 |
117-28 |
116-18 |
117-08 |
| PP |
116-19 |
116-19 |
116-19 |
116-09 |
| S1 |
115-02 |
115-02 |
116-02 |
114-14 |
| S2 |
113-25 |
113-25 |
115-26 |
|
| S3 |
110-31 |
112-08 |
115-17 |
|
| S4 |
108-05 |
109-14 |
114-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-13 |
115-09 |
2-04 |
1.8% |
1-13 |
1.2% |
76% |
True |
False |
561,598 |
| 10 |
118-21 |
115-09 |
3-12 |
2.9% |
1-20 |
1.4% |
48% |
False |
False |
562,266 |
| 20 |
119-05 |
115-09 |
3-28 |
3.3% |
1-14 |
1.2% |
42% |
False |
False |
553,455 |
| 40 |
125-25 |
115-09 |
10-16 |
9.0% |
1-09 |
1.1% |
15% |
False |
False |
496,049 |
| 60 |
127-22 |
115-09 |
12-13 |
10.6% |
1-08 |
1.1% |
13% |
False |
False |
492,385 |
| 80 |
127-22 |
115-09 |
12-13 |
10.6% |
1-09 |
1.1% |
13% |
False |
False |
392,784 |
| 100 |
127-22 |
115-09 |
12-13 |
10.6% |
1-07 |
1.0% |
13% |
False |
False |
314,305 |
| 120 |
127-22 |
115-09 |
12-13 |
10.6% |
1-06 |
1.0% |
13% |
False |
False |
261,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-10 |
|
2.618 |
120-14 |
|
1.618 |
119-09 |
|
1.000 |
118-18 |
|
0.618 |
118-04 |
|
HIGH |
117-13 |
|
0.618 |
116-31 |
|
0.500 |
116-26 |
|
0.382 |
116-22 |
|
LOW |
116-08 |
|
0.618 |
115-17 |
|
1.000 |
115-03 |
|
1.618 |
114-12 |
|
2.618 |
113-07 |
|
4.250 |
111-11 |
|
|
| Fisher Pivots for day following 19-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-28 |
116-23 |
| PP |
116-27 |
116-17 |
| S1 |
116-26 |
116-11 |
|