ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 22-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
115-25 |
115-30 |
0-05 |
0.1% |
113-03 |
| High |
116-14 |
116-16 |
0-02 |
0.1% |
116-05 |
| Low |
115-08 |
115-15 |
0-07 |
0.2% |
112-12 |
| Close |
115-20 |
115-28 |
0-08 |
0.2% |
115-13 |
| Range |
1-06 |
1-01 |
-0-05 |
-13.2% |
3-25 |
| ATR |
1-24 |
1-22 |
-0-02 |
-2.9% |
0-00 |
| Volume |
663,042 |
744,893 |
81,851 |
12.3% |
2,365,931 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-01 |
118-16 |
116-14 |
|
| R3 |
118-00 |
117-15 |
116-05 |
|
| R2 |
116-31 |
116-31 |
116-02 |
|
| R1 |
116-14 |
116-14 |
115-31 |
116-06 |
| PP |
115-30 |
115-30 |
115-30 |
115-26 |
| S1 |
115-13 |
115-13 |
115-25 |
115-05 |
| S2 |
114-29 |
114-29 |
115-22 |
|
| S3 |
113-28 |
114-12 |
115-19 |
|
| S4 |
112-27 |
113-11 |
115-10 |
|
|
| 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 |
116-16 |
114-06 |
2-10 |
2.0% |
1-08 |
1.1% |
73% |
True |
False |
565,413 |
| 10 |
116-16 |
112-12 |
4-04 |
3.6% |
1-20 |
1.4% |
85% |
True |
False |
543,187 |
| 20 |
116-16 |
107-28 |
8-20 |
7.4% |
1-23 |
1.5% |
93% |
True |
False |
554,512 |
| 40 |
116-16 |
107-04 |
9-12 |
8.1% |
1-26 |
1.6% |
93% |
True |
False |
567,865 |
| 60 |
121-31 |
107-04 |
14-27 |
12.8% |
1-20 |
1.4% |
59% |
False |
False |
508,475 |
| 80 |
123-23 |
107-04 |
16-19 |
14.3% |
1-18 |
1.4% |
53% |
False |
False |
411,365 |
| 100 |
128-00 |
107-04 |
20-28 |
18.0% |
1-16 |
1.3% |
42% |
False |
False |
329,140 |
| 120 |
128-27 |
107-04 |
21-23 |
18.7% |
1-11 |
1.2% |
40% |
False |
False |
274,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-28 |
|
2.618 |
119-06 |
|
1.618 |
118-05 |
|
1.000 |
117-17 |
|
0.618 |
117-04 |
|
HIGH |
116-16 |
|
0.618 |
116-03 |
|
0.500 |
116-00 |
|
0.382 |
115-28 |
|
LOW |
115-15 |
|
0.618 |
114-27 |
|
1.000 |
114-14 |
|
1.618 |
113-26 |
|
2.618 |
112-25 |
|
4.250 |
111-03 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-00 |
115-25 |
| PP |
115-30 |
115-22 |
| S1 |
115-29 |
115-19 |
|