ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 09-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
114-00 |
115-08 |
1-08 |
1.1% |
109-22 |
| High |
115-12 |
115-12 |
0-00 |
0.0% |
114-27 |
| Low |
113-15 |
112-12 |
-1-03 |
-1.0% |
108-16 |
| Close |
114-26 |
112-31 |
-1-27 |
-1.6% |
113-21 |
| Range |
1-29 |
3-00 |
1-03 |
57.4% |
6-11 |
| ATR |
1-28 |
1-30 |
0-03 |
4.4% |
0-00 |
| Volume |
494,936 |
695,153 |
200,217 |
40.5% |
3,297,547 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-18 |
120-25 |
114-20 |
|
| R3 |
119-18 |
117-25 |
113-25 |
|
| R2 |
116-18 |
116-18 |
113-17 |
|
| R1 |
114-25 |
114-25 |
113-08 |
114-06 |
| PP |
113-18 |
113-18 |
113-18 |
113-09 |
| S1 |
111-25 |
111-25 |
112-22 |
111-06 |
| S2 |
110-18 |
110-18 |
112-13 |
|
| S3 |
107-18 |
108-25 |
112-05 |
|
| S4 |
104-18 |
105-25 |
111-10 |
|
|
| 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 |
115-12 |
112-12 |
3-00 |
2.7% |
2-02 |
1.8% |
20% |
True |
True |
556,131 |
| 10 |
115-12 |
108-16 |
6-28 |
6.1% |
1-29 |
1.7% |
65% |
True |
False |
575,699 |
| 20 |
115-12 |
107-04 |
8-08 |
7.3% |
1-28 |
1.7% |
71% |
True |
False |
556,045 |
| 40 |
119-09 |
107-04 |
12-05 |
10.8% |
1-26 |
1.6% |
48% |
False |
False |
551,169 |
| 60 |
121-31 |
107-04 |
14-27 |
13.1% |
1-19 |
1.4% |
39% |
False |
False |
468,069 |
| 80 |
127-23 |
107-04 |
20-19 |
18.2% |
1-17 |
1.4% |
28% |
False |
False |
352,210 |
| 100 |
128-27 |
107-04 |
21-23 |
19.2% |
1-14 |
1.3% |
27% |
False |
False |
281,774 |
| 120 |
129-09 |
107-04 |
22-05 |
19.6% |
1-08 |
1.1% |
26% |
False |
False |
234,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-04 |
|
2.618 |
123-07 |
|
1.618 |
120-07 |
|
1.000 |
118-12 |
|
0.618 |
117-07 |
|
HIGH |
115-12 |
|
0.618 |
114-07 |
|
0.500 |
113-28 |
|
0.382 |
113-17 |
|
LOW |
112-12 |
|
0.618 |
110-17 |
|
1.000 |
109-12 |
|
1.618 |
107-17 |
|
2.618 |
104-17 |
|
4.250 |
99-20 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-28 |
113-28 |
| PP |
113-18 |
113-18 |
| S1 |
113-09 |
113-09 |
|