ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 26-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2024 |
26-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
117-01 |
118-02 |
1-01 |
0.9% |
116-03 |
| High |
118-11 |
118-08 |
-0-03 |
-0.1% |
117-13 |
| Low |
116-27 |
117-16 |
0-21 |
0.6% |
115-09 |
| Close |
118-09 |
117-28 |
-0-13 |
-0.3% |
116-09 |
| Range |
1-16 |
0-24 |
-0-24 |
-50.0% |
2-04 |
| ATR |
1-11 |
1-10 |
-0-01 |
-3.0% |
0-00 |
| Volume |
1,277,984 |
657,099 |
-620,885 |
-48.6% |
3,478,299 |
|
| Daily Pivots for day following 26-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-04 |
119-24 |
118-09 |
|
| R3 |
119-12 |
119-00 |
118-03 |
|
| R2 |
118-20 |
118-20 |
118-00 |
|
| R1 |
118-08 |
118-08 |
117-30 |
118-02 |
| PP |
117-28 |
117-28 |
117-28 |
117-25 |
| S1 |
117-16 |
117-16 |
117-26 |
117-10 |
| S2 |
117-04 |
117-04 |
117-24 |
|
| S3 |
116-12 |
116-24 |
117-21 |
|
| S4 |
115-20 |
116-00 |
117-15 |
|
|
| 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 |
118-11 |
116-00 |
2-11 |
2.0% |
0-30 |
0.8% |
80% |
False |
False |
884,457 |
| 10 |
118-11 |
115-09 |
3-02 |
2.6% |
1-06 |
1.0% |
85% |
False |
False |
723,028 |
| 20 |
118-28 |
115-09 |
3-19 |
3.0% |
1-13 |
1.2% |
72% |
False |
False |
656,498 |
| 40 |
125-09 |
115-09 |
10-00 |
8.5% |
1-09 |
1.1% |
26% |
False |
False |
545,359 |
| 60 |
127-22 |
115-09 |
12-13 |
10.5% |
1-07 |
1.0% |
21% |
False |
False |
520,002 |
| 80 |
127-22 |
115-09 |
12-13 |
10.5% |
1-07 |
1.0% |
21% |
False |
False |
447,941 |
| 100 |
127-22 |
115-09 |
12-13 |
10.5% |
1-07 |
1.0% |
21% |
False |
False |
358,511 |
| 120 |
127-22 |
115-09 |
12-13 |
10.5% |
1-06 |
1.0% |
21% |
False |
False |
298,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-14 |
|
2.618 |
120-07 |
|
1.618 |
119-15 |
|
1.000 |
119-00 |
|
0.618 |
118-23 |
|
HIGH |
118-08 |
|
0.618 |
117-31 |
|
0.500 |
117-28 |
|
0.382 |
117-25 |
|
LOW |
117-16 |
|
0.618 |
117-01 |
|
1.000 |
116-24 |
|
1.618 |
116-09 |
|
2.618 |
115-17 |
|
4.250 |
114-10 |
|
|
| Fisher Pivots for day following 26-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-28 |
117-21 |
| PP |
117-28 |
117-14 |
| S1 |
117-28 |
117-06 |
|