ECBOT 30 Year Treasury Bond Future March 2025
| Trading Metrics calculated at close of trading on 11-Dec-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2024 |
11-Dec-2024 |
Change |
Change % |
Previous Week |
| Open |
119-12 |
118-30 |
-0-14 |
-0.4% |
119-17 |
| High |
119-17 |
119-06 |
-0-11 |
-0.3% |
120-18 |
| Low |
118-21 |
118-01 |
-0-20 |
-0.5% |
118-10 |
| Close |
119-01 |
118-05 |
-0-28 |
-0.7% |
120-05 |
| Range |
0-28 |
1-05 |
0-09 |
32.1% |
2-08 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.2% |
0-00 |
| Volume |
324,399 |
449,321 |
124,922 |
38.5% |
2,078,817 |
|
| Daily Pivots for day following 11-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-30 |
121-06 |
118-25 |
|
| R3 |
120-25 |
120-01 |
118-15 |
|
| R2 |
119-20 |
119-20 |
118-12 |
|
| R1 |
118-28 |
118-28 |
118-08 |
118-22 |
| PP |
118-15 |
118-15 |
118-15 |
118-11 |
| S1 |
117-23 |
117-23 |
118-02 |
117-16 |
| S2 |
117-10 |
117-10 |
117-30 |
|
| S3 |
116-05 |
116-18 |
117-27 |
|
| S4 |
115-00 |
115-13 |
117-17 |
|
|
| Weekly Pivots for week ending 06-Dec-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-14 |
125-17 |
121-13 |
|
| R3 |
124-06 |
123-09 |
120-25 |
|
| R2 |
121-30 |
121-30 |
120-18 |
|
| R1 |
121-01 |
121-01 |
120-12 |
121-16 |
| PP |
119-22 |
119-22 |
119-22 |
119-29 |
| S1 |
118-25 |
118-25 |
119-30 |
119-08 |
| S2 |
117-14 |
117-14 |
119-24 |
|
| S3 |
115-06 |
116-17 |
119-17 |
|
| S4 |
112-30 |
114-09 |
118-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-18 |
118-01 |
2-17 |
2.1% |
0-31 |
0.8% |
5% |
False |
True |
365,447 |
| 10 |
120-18 |
117-31 |
2-19 |
2.2% |
1-03 |
0.9% |
7% |
False |
False |
417,908 |
| 20 |
120-18 |
115-13 |
5-05 |
4.4% |
1-04 |
1.0% |
53% |
False |
False |
368,309 |
| 40 |
121-31 |
115-13 |
6-18 |
5.6% |
1-08 |
1.0% |
42% |
False |
False |
186,487 |
| 60 |
126-20 |
115-13 |
11-07 |
9.5% |
1-05 |
1.0% |
25% |
False |
False |
124,373 |
| 80 |
127-24 |
115-13 |
12-11 |
10.4% |
1-02 |
0.9% |
22% |
False |
False |
93,291 |
| 100 |
127-24 |
115-13 |
12-11 |
10.4% |
0-31 |
0.8% |
22% |
False |
False |
74,634 |
| 120 |
127-24 |
115-13 |
12-11 |
10.4% |
0-27 |
0.7% |
22% |
False |
False |
62,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-03 |
|
2.618 |
122-07 |
|
1.618 |
121-02 |
|
1.000 |
120-11 |
|
0.618 |
119-29 |
|
HIGH |
119-06 |
|
0.618 |
118-24 |
|
0.500 |
118-20 |
|
0.382 |
118-15 |
|
LOW |
118-01 |
|
0.618 |
117-10 |
|
1.000 |
116-28 |
|
1.618 |
116-05 |
|
2.618 |
115-00 |
|
4.250 |
113-04 |
|
|
| Fisher Pivots for day following 11-Dec-2024 |
| Pivot |
1 day |
3 day |
| R1 |
118-20 |
119-06 |
| PP |
118-15 |
118-27 |
| S1 |
118-10 |
118-16 |
|