ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 29-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2024 |
29-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
117-29 |
118-17 |
0-20 |
0.5% |
117-01 |
| High |
118-29 |
119-12 |
0-15 |
0.4% |
119-12 |
| Low |
117-26 |
118-08 |
0-14 |
0.4% |
116-27 |
| Close |
118-20 |
119-09 |
0-21 |
0.6% |
119-09 |
| Range |
1-03 |
1-04 |
0-01 |
2.9% |
2-17 |
| ATR |
1-09 |
1-09 |
0-00 |
-0.9% |
0-00 |
| Volume |
259,383 |
22,610 |
-236,773 |
-91.3% |
2,217,076 |
|
| Daily Pivots for day following 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-11 |
121-30 |
119-29 |
|
| R3 |
121-07 |
120-26 |
119-19 |
|
| R2 |
120-03 |
120-03 |
119-16 |
|
| R1 |
119-22 |
119-22 |
119-12 |
119-28 |
| PP |
118-31 |
118-31 |
118-31 |
119-02 |
| S1 |
118-18 |
118-18 |
119-06 |
118-24 |
| S2 |
117-27 |
117-27 |
119-02 |
|
| S3 |
116-23 |
117-14 |
118-31 |
|
| S4 |
115-19 |
116-10 |
118-21 |
|
|
| Weekly Pivots for week ending 29-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-03 |
125-07 |
120-22 |
|
| R3 |
123-18 |
122-22 |
119-31 |
|
| R2 |
121-01 |
121-01 |
119-24 |
|
| R1 |
120-05 |
120-05 |
119-16 |
120-19 |
| PP |
118-16 |
118-16 |
118-16 |
118-23 |
| S1 |
117-20 |
117-20 |
119-02 |
118-02 |
| S2 |
115-31 |
115-31 |
118-26 |
|
| S3 |
113-14 |
115-03 |
118-19 |
|
| S4 |
110-29 |
112-18 |
117-28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-12 |
116-02 |
3-10 |
2.8% |
1-02 |
0.9% |
97% |
True |
False |
646,962 |
| 10 |
119-12 |
115-09 |
4-03 |
3.4% |
1-02 |
0.9% |
98% |
True |
False |
630,118 |
| 20 |
119-12 |
115-09 |
4-03 |
3.4% |
1-12 |
1.2% |
98% |
True |
False |
597,235 |
| 40 |
123-22 |
115-09 |
8-13 |
7.0% |
1-08 |
1.1% |
48% |
False |
False |
529,601 |
| 60 |
127-22 |
115-09 |
12-13 |
10.4% |
1-07 |
1.0% |
32% |
False |
False |
509,710 |
| 80 |
127-22 |
115-09 |
12-13 |
10.4% |
1-06 |
1.0% |
32% |
False |
False |
451,357 |
| 100 |
127-22 |
115-09 |
12-13 |
10.4% |
1-07 |
1.0% |
32% |
False |
False |
361,324 |
| 120 |
127-22 |
115-09 |
12-13 |
10.4% |
1-06 |
1.0% |
32% |
False |
False |
301,130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-05 |
|
2.618 |
122-10 |
|
1.618 |
121-06 |
|
1.000 |
120-16 |
|
0.618 |
120-02 |
|
HIGH |
119-12 |
|
0.618 |
118-30 |
|
0.500 |
118-26 |
|
0.382 |
118-22 |
|
LOW |
118-08 |
|
0.618 |
117-18 |
|
1.000 |
117-04 |
|
1.618 |
116-14 |
|
2.618 |
115-10 |
|
4.250 |
113-15 |
|
|
| Fisher Pivots for day following 29-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
119-04 |
119-00 |
| PP |
118-31 |
118-23 |
| S1 |
118-26 |
118-14 |
|