ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
113-04 |
115-08 |
2-04 |
1.9% |
113-13 |
| High |
115-23 |
115-23 |
0-00 |
0.0% |
115-12 |
| Low |
112-30 |
113-30 |
1-00 |
0.9% |
112-12 |
| Close |
115-14 |
114-08 |
-1-06 |
-1.0% |
113-12 |
| Range |
2-25 |
1-25 |
-1-00 |
-36.0% |
3-00 |
| ATR |
1-29 |
1-29 |
0-00 |
-0.5% |
0-00 |
| Volume |
578,890 |
540,684 |
-38,206 |
-6.6% |
2,514,802 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-31 |
118-29 |
115-07 |
|
| R3 |
118-06 |
117-04 |
114-24 |
|
| R2 |
116-13 |
116-13 |
114-18 |
|
| R1 |
115-11 |
115-11 |
114-13 |
115-00 |
| PP |
114-20 |
114-20 |
114-20 |
114-15 |
| S1 |
113-18 |
113-18 |
114-03 |
113-06 |
| S2 |
112-27 |
112-27 |
113-30 |
|
| S3 |
111-02 |
111-25 |
113-24 |
|
| S4 |
109-09 |
110-00 |
113-09 |
|
|
| 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% |
56% |
True |
False |
520,962 |
| 10 |
115-23 |
110-31 |
4-24 |
4.2% |
1-30 |
1.7% |
69% |
True |
False |
539,607 |
| 20 |
115-23 |
107-04 |
8-19 |
7.5% |
1-28 |
1.6% |
83% |
True |
False |
554,137 |
| 40 |
117-28 |
107-04 |
10-24 |
9.4% |
1-28 |
1.7% |
66% |
False |
False |
567,772 |
| 60 |
121-31 |
107-04 |
14-27 |
13.0% |
1-20 |
1.4% |
48% |
False |
False |
495,472 |
| 80 |
126-16 |
107-04 |
19-12 |
17.0% |
1-19 |
1.4% |
37% |
False |
False |
376,068 |
| 100 |
128-20 |
107-04 |
21-16 |
18.8% |
1-16 |
1.3% |
33% |
False |
False |
300,870 |
| 120 |
129-09 |
107-04 |
22-05 |
19.4% |
1-10 |
1.1% |
32% |
False |
False |
250,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-09 |
|
2.618 |
120-12 |
|
1.618 |
118-19 |
|
1.000 |
117-16 |
|
0.618 |
116-26 |
|
HIGH |
115-23 |
|
0.618 |
115-01 |
|
0.500 |
114-26 |
|
0.382 |
114-20 |
|
LOW |
113-30 |
|
0.618 |
112-27 |
|
1.000 |
112-05 |
|
1.618 |
111-02 |
|
2.618 |
109-09 |
|
4.250 |
106-12 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-26 |
114-06 |
| PP |
114-20 |
114-04 |
| S1 |
114-14 |
114-02 |
|