ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
115-08 |
114-08 |
-1-00 |
-0.9% |
113-13 |
| High |
115-23 |
115-18 |
-0-05 |
-0.1% |
115-12 |
| Low |
113-30 |
114-06 |
0-08 |
0.2% |
112-12 |
| Close |
114-08 |
115-10 |
1-02 |
0.9% |
113-12 |
| Range |
1-25 |
1-12 |
-0-13 |
-22.8% |
3-00 |
| ATR |
1-29 |
1-28 |
-0-01 |
-2.0% |
0-00 |
| Volume |
540,684 |
461,014 |
-79,670 |
-14.7% |
2,514,802 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-05 |
118-19 |
116-02 |
|
| R3 |
117-25 |
117-07 |
115-22 |
|
| R2 |
116-13 |
116-13 |
115-18 |
|
| R1 |
115-27 |
115-27 |
115-14 |
116-04 |
| PP |
115-01 |
115-01 |
115-01 |
115-05 |
| S1 |
114-15 |
114-15 |
115-06 |
114-24 |
| S2 |
113-21 |
113-21 |
115-02 |
|
| S3 |
112-09 |
113-03 |
114-30 |
|
| S4 |
110-29 |
111-23 |
114-18 |
|
|
| 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% |
1-21 |
1.4% |
88% |
False |
False |
474,134 |
| 10 |
115-23 |
112-12 |
3-11 |
2.9% |
1-28 |
1.6% |
88% |
False |
False |
515,132 |
| 20 |
115-23 |
107-04 |
8-19 |
7.5% |
1-28 |
1.6% |
95% |
False |
False |
546,211 |
| 40 |
117-03 |
107-04 |
9-31 |
8.6% |
1-28 |
1.6% |
82% |
False |
False |
563,548 |
| 60 |
121-31 |
107-04 |
14-27 |
12.9% |
1-20 |
1.4% |
55% |
False |
False |
500,502 |
| 80 |
126-16 |
107-04 |
19-12 |
16.8% |
1-19 |
1.4% |
42% |
False |
False |
381,831 |
| 100 |
128-17 |
107-04 |
21-13 |
18.6% |
1-16 |
1.3% |
38% |
False |
False |
305,481 |
| 120 |
129-09 |
107-04 |
22-05 |
19.2% |
1-10 |
1.1% |
37% |
False |
False |
254,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-13 |
|
2.618 |
119-05 |
|
1.618 |
117-25 |
|
1.000 |
116-30 |
|
0.618 |
116-13 |
|
HIGH |
115-18 |
|
0.618 |
115-01 |
|
0.500 |
114-28 |
|
0.382 |
114-23 |
|
LOW |
114-06 |
|
0.618 |
113-11 |
|
1.000 |
112-26 |
|
1.618 |
111-31 |
|
2.618 |
110-19 |
|
4.250 |
108-11 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-05 |
115-00 |
| PP |
115-01 |
114-21 |
| S1 |
114-28 |
114-10 |
|