ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 01-Nov-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2024 |
01-Nov-2024 |
Change |
Change % |
Previous Week |
| Open |
117-25 |
118-10 |
0-17 |
0.5% |
118-02 |
| High |
118-14 |
118-30 |
0-16 |
0.4% |
119-02 |
| Low |
117-13 |
116-20 |
-0-25 |
-0.7% |
116-20 |
| Close |
118-06 |
117-00 |
-1-06 |
-1.0% |
117-00 |
| Range |
1-01 |
2-10 |
1-09 |
124.2% |
2-14 |
| ATR |
1-03 |
1-06 |
0-03 |
8.0% |
0-00 |
| Volume |
10,522 |
2,042 |
-8,480 |
-80.6% |
33,945 |
|
| Daily Pivots for day following 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-15 |
123-01 |
118-09 |
|
| R3 |
122-05 |
120-23 |
117-20 |
|
| R2 |
119-27 |
119-27 |
117-14 |
|
| R1 |
118-13 |
118-13 |
117-07 |
117-31 |
| PP |
117-17 |
117-17 |
117-17 |
117-10 |
| S1 |
116-03 |
116-03 |
116-25 |
115-21 |
| S2 |
115-07 |
115-07 |
116-18 |
|
| S3 |
112-29 |
113-25 |
116-12 |
|
| S4 |
110-19 |
111-15 |
115-23 |
|
|
| Weekly Pivots for week ending 01-Nov-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-28 |
123-12 |
118-11 |
|
| R3 |
122-14 |
120-30 |
117-21 |
|
| R2 |
120-00 |
120-00 |
117-14 |
|
| R1 |
118-16 |
118-16 |
117-07 |
118-01 |
| PP |
117-18 |
117-18 |
117-18 |
117-10 |
| S1 |
116-02 |
116-02 |
116-25 |
115-19 |
| S2 |
115-04 |
115-04 |
116-18 |
|
| S3 |
112-22 |
113-20 |
116-11 |
|
| S4 |
110-08 |
111-06 |
115-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-02 |
116-20 |
2-14 |
2.1% |
1-13 |
1.2% |
15% |
False |
True |
6,789 |
| 10 |
120-09 |
116-20 |
3-21 |
3.1% |
1-07 |
1.1% |
10% |
False |
True |
4,510 |
| 20 |
122-17 |
116-20 |
5-29 |
5.0% |
1-03 |
0.9% |
6% |
False |
True |
2,382 |
| 40 |
127-24 |
116-20 |
11-04 |
9.5% |
1-01 |
0.9% |
3% |
False |
True |
1,235 |
| 60 |
127-24 |
116-20 |
11-04 |
9.5% |
0-28 |
0.8% |
3% |
False |
True |
833 |
| 80 |
127-24 |
116-20 |
11-04 |
9.5% |
0-25 |
0.7% |
3% |
False |
True |
625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-24 |
|
2.618 |
125-00 |
|
1.618 |
122-22 |
|
1.000 |
121-08 |
|
0.618 |
120-12 |
|
HIGH |
118-30 |
|
0.618 |
118-02 |
|
0.500 |
117-25 |
|
0.382 |
117-16 |
|
LOW |
116-20 |
|
0.618 |
115-06 |
|
1.000 |
114-10 |
|
1.618 |
112-28 |
|
2.618 |
110-18 |
|
4.250 |
106-26 |
|
|
| Fisher Pivots for day following 01-Nov-2024 |
| Pivot |
1 day |
3 day |
| R1 |
117-25 |
117-27 |
| PP |
117-17 |
117-18 |
| S1 |
117-08 |
117-09 |
|