ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 21-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2024 |
21-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
116-21 |
116-15 |
-0-06 |
-0.2% |
117-27 |
| High |
116-29 |
116-29 |
0-00 |
0.0% |
118-05 |
| Low |
116-03 |
116-00 |
-0-03 |
-0.1% |
115-11 |
| Close |
116-18 |
116-04 |
-0-14 |
-0.4% |
116-10 |
| Range |
0-26 |
0-29 |
0-03 |
11.5% |
2-26 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.4% |
0-00 |
| Volume |
605,400 |
864,071 |
258,671 |
42.7% |
2,560,533 |
|
| Daily Pivots for day following 21-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-02 |
118-16 |
116-20 |
|
| R3 |
118-05 |
117-19 |
116-12 |
|
| R2 |
117-08 |
117-08 |
116-09 |
|
| R1 |
116-22 |
116-22 |
116-07 |
116-16 |
| PP |
116-11 |
116-11 |
116-11 |
116-08 |
| S1 |
115-25 |
115-25 |
116-01 |
115-20 |
| S2 |
115-14 |
115-14 |
115-31 |
|
| S3 |
114-17 |
114-28 |
115-28 |
|
| S4 |
113-20 |
113-31 |
115-20 |
|
|
| 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% |
1-03 |
1.0% |
40% |
False |
False |
613,274 |
| 10 |
118-11 |
115-09 |
3-02 |
2.6% |
1-09 |
1.1% |
28% |
False |
False |
549,544 |
| 20 |
119-05 |
115-09 |
3-28 |
3.3% |
1-14 |
1.2% |
22% |
False |
False |
577,995 |
| 40 |
125-25 |
115-09 |
10-16 |
9.0% |
1-09 |
1.1% |
8% |
False |
False |
511,742 |
| 60 |
127-22 |
115-09 |
12-13 |
10.7% |
1-08 |
1.1% |
7% |
False |
False |
498,337 |
| 80 |
127-22 |
115-09 |
12-13 |
10.7% |
1-08 |
1.1% |
7% |
False |
False |
411,134 |
| 100 |
127-22 |
115-09 |
12-13 |
10.7% |
1-07 |
1.0% |
7% |
False |
False |
328,996 |
| 120 |
127-22 |
115-09 |
12-13 |
10.7% |
1-06 |
1.0% |
7% |
False |
False |
274,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-24 |
|
2.618 |
119-09 |
|
1.618 |
118-12 |
|
1.000 |
117-26 |
|
0.618 |
117-15 |
|
HIGH |
116-29 |
|
0.618 |
116-18 |
|
0.500 |
116-14 |
|
0.382 |
116-11 |
|
LOW |
116-00 |
|
0.618 |
115-14 |
|
1.000 |
115-03 |
|
1.618 |
114-17 |
|
2.618 |
113-20 |
|
4.250 |
112-05 |
|
|
| Fisher Pivots for day following 21-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-14 |
116-22 |
| PP |
116-11 |
116-16 |
| S1 |
116-08 |
116-10 |
|