ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
113-03 |
113-04 |
0-01 |
0.0% |
113-13 |
| High |
113-13 |
115-23 |
2-10 |
2.0% |
115-12 |
| Low |
112-12 |
112-30 |
0-18 |
0.5% |
112-12 |
| Close |
113-09 |
115-14 |
2-05 |
1.9% |
113-12 |
| Range |
1-01 |
2-25 |
1-24 |
169.7% |
3-00 |
| ATR |
1-27 |
1-29 |
0-02 |
3.7% |
0-00 |
| Volume |
340,051 |
578,890 |
238,839 |
70.2% |
2,514,802 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-01 |
122-01 |
116-31 |
|
| R3 |
120-08 |
119-08 |
116-06 |
|
| R2 |
117-15 |
117-15 |
115-30 |
|
| R1 |
116-15 |
116-15 |
115-22 |
116-31 |
| PP |
114-22 |
114-22 |
114-22 |
114-30 |
| S1 |
113-22 |
113-22 |
115-06 |
114-06 |
| S2 |
111-29 |
111-29 |
114-30 |
|
| S3 |
109-04 |
110-29 |
114-22 |
|
| S4 |
106-11 |
108-04 |
113-29 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-23 |
121-01 |
115-01 |
|
| R3 |
119-23 |
118-01 |
114-06 |
|
| R2 |
116-23 |
116-23 |
113-30 |
|
| R1 |
115-01 |
115-01 |
113-21 |
114-12 |
| PP |
113-23 |
113-23 |
113-23 |
113-12 |
| S1 |
112-01 |
112-01 |
113-03 |
111-12 |
| S2 |
110-23 |
110-23 |
112-26 |
|
| S3 |
107-23 |
109-01 |
112-18 |
|
| S4 |
104-23 |
106-01 |
111-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-23 |
112-12 |
3-11 |
2.9% |
2-00 |
1.7% |
92% |
True |
False |
511,813 |
| 10 |
115-23 |
108-19 |
7-04 |
6.2% |
2-00 |
1.7% |
96% |
True |
False |
556,411 |
| 20 |
115-23 |
107-04 |
8-19 |
7.4% |
1-28 |
1.6% |
97% |
True |
False |
553,793 |
| 40 |
118-29 |
107-04 |
11-25 |
10.2% |
1-28 |
1.6% |
71% |
False |
False |
563,765 |
| 60 |
121-31 |
107-04 |
14-27 |
12.9% |
1-20 |
1.4% |
56% |
False |
False |
487,844 |
| 80 |
126-16 |
107-04 |
19-12 |
16.8% |
1-18 |
1.4% |
43% |
False |
False |
369,319 |
| 100 |
128-27 |
107-04 |
21-23 |
18.8% |
1-16 |
1.3% |
38% |
False |
False |
295,464 |
| 120 |
129-09 |
107-04 |
22-05 |
19.2% |
1-10 |
1.1% |
38% |
False |
False |
246,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-17 |
|
2.618 |
123-00 |
|
1.618 |
120-07 |
|
1.000 |
118-16 |
|
0.618 |
117-14 |
|
HIGH |
115-23 |
|
0.618 |
114-21 |
|
0.500 |
114-10 |
|
0.382 |
114-00 |
|
LOW |
112-30 |
|
0.618 |
111-07 |
|
1.000 |
110-05 |
|
1.618 |
108-14 |
|
2.618 |
105-21 |
|
4.250 |
101-04 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-02 |
114-31 |
| PP |
114-22 |
114-16 |
| S1 |
114-10 |
114-02 |
|