ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 20-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2023 |
20-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
115-09 |
115-10 |
0-01 |
0.0% |
113-03 |
| High |
116-05 |
116-02 |
-0-03 |
-0.1% |
116-05 |
| Low |
114-27 |
114-22 |
-0-05 |
-0.1% |
112-12 |
| Close |
115-13 |
115-26 |
0-13 |
0.4% |
115-13 |
| Range |
1-10 |
1-12 |
0-02 |
4.8% |
3-25 |
| ATR |
1-26 |
1-25 |
-0-01 |
-1.7% |
0-00 |
| Volume |
445,292 |
512,825 |
67,533 |
15.2% |
2,365,931 |
|
| Daily Pivots for day following 20-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-21 |
119-03 |
116-18 |
|
| R3 |
118-09 |
117-23 |
116-06 |
|
| R2 |
116-29 |
116-29 |
116-02 |
|
| R1 |
116-11 |
116-11 |
115-30 |
116-20 |
| PP |
115-17 |
115-17 |
115-17 |
115-21 |
| S1 |
114-31 |
114-31 |
115-22 |
115-08 |
| S2 |
114-05 |
114-05 |
115-18 |
|
| S3 |
112-25 |
113-19 |
115-14 |
|
| S4 |
111-13 |
112-07 |
115-02 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-00 |
124-15 |
117-16 |
|
| R3 |
122-07 |
120-22 |
116-14 |
|
| R2 |
118-14 |
118-14 |
116-03 |
|
| R1 |
116-29 |
116-29 |
115-24 |
117-22 |
| PP |
114-21 |
114-21 |
114-21 |
115-01 |
| S1 |
113-04 |
113-04 |
115-02 |
113-28 |
| S2 |
110-28 |
110-28 |
114-23 |
|
| S3 |
107-03 |
109-11 |
114-12 |
|
| S4 |
103-10 |
105-18 |
113-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-05 |
112-30 |
3-07 |
2.8% |
1-23 |
1.5% |
89% |
False |
False |
507,741 |
| 10 |
116-05 |
112-12 |
3-25 |
3.3% |
1-25 |
1.5% |
91% |
False |
False |
497,660 |
| 20 |
116-05 |
107-28 |
8-09 |
7.2% |
1-25 |
1.5% |
96% |
False |
False |
535,787 |
| 40 |
116-05 |
107-04 |
9-01 |
7.8% |
1-27 |
1.6% |
96% |
False |
False |
563,626 |
| 60 |
121-31 |
107-04 |
14-27 |
12.8% |
1-20 |
1.4% |
59% |
False |
False |
500,803 |
| 80 |
125-02 |
107-04 |
17-30 |
15.5% |
1-18 |
1.4% |
48% |
False |
False |
393,789 |
| 100 |
128-00 |
107-04 |
20-28 |
18.0% |
1-16 |
1.3% |
42% |
False |
False |
315,061 |
| 120 |
129-09 |
107-04 |
22-05 |
19.1% |
1-11 |
1.2% |
39% |
False |
False |
262,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-29 |
|
2.618 |
119-21 |
|
1.618 |
118-09 |
|
1.000 |
117-14 |
|
0.618 |
116-29 |
|
HIGH |
116-02 |
|
0.618 |
115-17 |
|
0.500 |
115-12 |
|
0.382 |
115-07 |
|
LOW |
114-22 |
|
0.618 |
113-27 |
|
1.000 |
113-10 |
|
1.618 |
112-15 |
|
2.618 |
111-03 |
|
4.250 |
108-27 |
|
|
| Fisher Pivots for day following 20-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-21 |
115-19 |
| PP |
115-17 |
115-12 |
| S1 |
115-12 |
115-06 |
|