ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 22-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2024 |
22-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
116-15 |
116-10 |
-0-05 |
-0.1% |
116-03 |
| High |
116-29 |
116-27 |
-0-02 |
-0.1% |
117-13 |
| Low |
116-00 |
116-02 |
0-02 |
0.1% |
115-09 |
| Close |
116-04 |
116-09 |
0-05 |
0.1% |
116-09 |
| Range |
0-29 |
0-25 |
-0-04 |
-13.8% |
2-04 |
| ATR |
1-11 |
1-09 |
-0-01 |
-3.0% |
0-00 |
| Volume |
864,071 |
1,017,735 |
153,664 |
17.8% |
3,478,299 |
|
| Daily Pivots for day following 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-24 |
118-09 |
116-23 |
|
| R3 |
117-31 |
117-16 |
116-16 |
|
| R2 |
117-06 |
117-06 |
116-14 |
|
| R1 |
116-23 |
116-23 |
116-11 |
116-18 |
| PP |
116-13 |
116-13 |
116-13 |
116-10 |
| S1 |
115-30 |
115-30 |
116-07 |
115-25 |
| S2 |
115-20 |
115-20 |
116-04 |
|
| S3 |
114-27 |
115-05 |
116-02 |
|
| S4 |
114-02 |
114-12 |
115-27 |
|
|
| Weekly Pivots for week ending 22-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-22 |
121-20 |
117-14 |
|
| R3 |
120-18 |
119-16 |
116-28 |
|
| R2 |
118-14 |
118-14 |
116-21 |
|
| R1 |
117-12 |
117-12 |
116-15 |
117-29 |
| PP |
116-10 |
116-10 |
116-10 |
116-19 |
| S1 |
115-08 |
115-08 |
116-03 |
115-25 |
| S2 |
114-06 |
114-06 |
115-29 |
|
| S3 |
112-02 |
113-04 |
115-22 |
|
| S4 |
109-30 |
111-00 |
115-04 |
|
|
| 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% |
1-00 |
0.9% |
47% |
False |
False |
695,659 |
| 10 |
118-05 |
115-09 |
2-28 |
2.5% |
1-07 |
1.0% |
35% |
False |
False |
603,883 |
| 20 |
118-28 |
115-09 |
3-19 |
3.1% |
1-13 |
1.2% |
28% |
False |
False |
608,913 |
| 40 |
125-25 |
115-09 |
10-16 |
9.0% |
1-08 |
1.1% |
10% |
False |
False |
526,349 |
| 60 |
127-22 |
115-09 |
12-13 |
10.7% |
1-08 |
1.1% |
8% |
False |
False |
508,335 |
| 80 |
127-22 |
115-09 |
12-13 |
10.7% |
1-08 |
1.1% |
8% |
False |
False |
423,843 |
| 100 |
127-22 |
115-09 |
12-13 |
10.7% |
1-07 |
1.0% |
8% |
False |
False |
339,173 |
| 120 |
127-22 |
115-09 |
12-13 |
10.7% |
1-06 |
1.0% |
8% |
False |
False |
282,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-05 |
|
2.618 |
118-28 |
|
1.618 |
118-03 |
|
1.000 |
117-20 |
|
0.618 |
117-10 |
|
HIGH |
116-27 |
|
0.618 |
116-17 |
|
0.500 |
116-14 |
|
0.382 |
116-12 |
|
LOW |
116-02 |
|
0.618 |
115-19 |
|
1.000 |
115-09 |
|
1.618 |
114-26 |
|
2.618 |
114-01 |
|
4.250 |
112-24 |
|
|
| Fisher Pivots for day following 22-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
116-14 |
116-14 |
| PP |
116-13 |
116-13 |
| S1 |
116-11 |
116-11 |
|