ECBOT 30 Year Treasury Bond Future December 2023


Trading Metrics calculated at close of trading on 07-Nov-2023
Day Change Summary
Previous Current
06-Nov-2023 07-Nov-2023 Change Change % Previous Week
Open 113-13 112-24 -0-21 -0.6% 109-22
High 113-14 114-11 0-29 0.8% 114-27
Low 112-12 112-15 0-03 0.1% 108-16
Close 112-15 113-31 1-16 1.3% 113-21
Range 1-02 1-28 0-26 76.5% 6-11
ATR 1-27 1-27 0-00 0.1% 0-00
Volume 416,950 457,728 40,778 9.8% 3,297,547
Daily Pivots for day following 07-Nov-2023
Classic Woodie Camarilla DeMark
R4 119-07 118-15 115-00
R3 117-11 116-19 114-16
R2 115-15 115-15 114-10
R1 114-23 114-23 114-04 115-03
PP 113-19 113-19 113-19 113-25
S1 112-27 112-27 113-26 113-07
S2 111-23 111-23 113-20
S3 109-27 110-31 113-14
S4 107-31 109-03 112-30
Weekly Pivots for week ending 03-Nov-2023
Classic Woodie Camarilla DeMark
R4 131-12 128-27 117-05
R3 125-01 122-16 115-13
R2 118-22 118-22 114-26
R1 116-05 116-05 114-08 117-14
PP 112-11 112-11 112-11 112-31
S1 109-26 109-26 113-02 111-02
S2 106-00 106-00 112-16
S3 99-21 103-15 111-29
S4 93-10 97-04 110-05
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 114-27 108-19 6-08 5.5% 2-00 1.8% 86% False False 601,010
10 114-27 107-28 6-31 6.1% 1-27 1.6% 87% False False 567,042
20 114-27 107-04 7-23 6.8% 1-29 1.7% 89% False False 562,541
40 120-00 107-04 12-28 11.3% 1-24 1.5% 53% False False 541,147
60 121-31 107-04 14-27 13.0% 1-18 1.4% 46% False False 448,889
80 128-00 107-04 20-28 18.3% 1-16 1.3% 33% False False 337,335
100 128-27 107-04 21-23 19.1% 1-13 1.2% 32% False False 269,873
120 129-12 107-04 22-08 19.5% 1-07 1.1% 31% False False 224,894
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 122-10
2.618 119-08
1.618 117-12
1.000 116-07
0.618 115-16
HIGH 114-11
0.618 113-20
0.500 113-13
0.382 113-06
LOW 112-15
0.618 111-10
1.000 110-19
1.618 109-14
2.618 107-18
4.250 104-16
Fisher Pivots for day following 07-Nov-2023
Pivot 1 day 3 day
R1 113-25 113-27
PP 113-19 113-23
S1 113-13 113-20

These figures are updated between 7pm and 10pm EST after a trading day.

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