ECBOT 30 Year Treasury Bond Future December 2024
| Trading Metrics calculated at close of trading on 19-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2024 |
19-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
116-13 |
114-06 |
-2-07 |
-1.9% |
120-04 |
| High |
116-13 |
114-06 |
-2-07 |
-1.9% |
120-04 |
| Low |
114-24 |
113-21 |
-1-03 |
-1.0% |
116-02 |
| Close |
115-01 |
113-24 |
-1-09 |
-1.1% |
116-05 |
| Range |
1-21 |
0-17 |
-1-04 |
-67.9% |
4-02 |
| ATR |
1-04 |
1-05 |
0-01 |
1.5% |
0-00 |
| Volume |
1,790 |
2,562 |
772 |
43.1% |
5,196 |
|
| Daily Pivots for day following 19-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-15 |
115-04 |
114-01 |
|
| R3 |
114-30 |
114-19 |
113-29 |
|
| R2 |
114-13 |
114-13 |
113-27 |
|
| R1 |
114-02 |
114-02 |
113-26 |
113-31 |
| PP |
113-28 |
113-28 |
113-28 |
113-26 |
| S1 |
113-17 |
113-17 |
113-22 |
113-14 |
| S2 |
113-11 |
113-11 |
113-21 |
|
| S3 |
112-26 |
113-00 |
113-19 |
|
| S4 |
112-09 |
112-15 |
113-15 |
|
|
| Weekly Pivots for week ending 13-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-20 |
126-31 |
118-12 |
|
| R3 |
125-18 |
122-29 |
117-09 |
|
| R2 |
121-16 |
121-16 |
116-29 |
|
| R1 |
118-27 |
118-27 |
116-17 |
118-04 |
| PP |
117-14 |
117-14 |
117-14 |
117-03 |
| S1 |
114-25 |
114-25 |
115-25 |
114-02 |
| S2 |
113-12 |
113-12 |
115-13 |
|
| S3 |
109-10 |
110-23 |
115-01 |
|
| S4 |
105-08 |
106-21 |
113-30 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-10 |
113-21 |
3-21 |
3.2% |
1-00 |
0.9% |
3% |
False |
True |
1,418 |
| 10 |
120-15 |
113-21 |
6-26 |
6.0% |
0-31 |
0.9% |
1% |
False |
True |
1,566 |
| 20 |
120-15 |
113-21 |
6-26 |
6.0% |
1-00 |
0.9% |
1% |
False |
True |
206,792 |
| 40 |
120-15 |
113-21 |
6-26 |
6.0% |
1-07 |
1.1% |
1% |
False |
True |
383,210 |
| 60 |
125-25 |
113-21 |
12-04 |
10.7% |
1-06 |
1.0% |
1% |
False |
True |
403,405 |
| 80 |
127-22 |
113-21 |
14-01 |
12.3% |
1-06 |
1.0% |
1% |
False |
True |
420,074 |
| 100 |
127-22 |
113-21 |
14-01 |
12.3% |
1-07 |
1.1% |
1% |
False |
True |
361,634 |
| 120 |
127-22 |
113-21 |
14-01 |
12.3% |
1-06 |
1.0% |
1% |
False |
True |
301,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-14 |
|
2.618 |
115-19 |
|
1.618 |
115-02 |
|
1.000 |
114-23 |
|
0.618 |
114-17 |
|
HIGH |
114-06 |
|
0.618 |
114-00 |
|
0.500 |
113-30 |
|
0.382 |
113-27 |
|
LOW |
113-21 |
|
0.618 |
113-10 |
|
1.000 |
113-04 |
|
1.618 |
112-25 |
|
2.618 |
112-08 |
|
4.250 |
111-13 |
|
|
| Fisher Pivots for day following 19-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
113-30 |
115-04 |
| PP |
113-28 |
114-21 |
| S1 |
113-26 |
114-06 |
|