ECBOT 30 Year Treasury Bond Future December 2023
Trading Metrics calculated at close of trading on 24-Nov-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
Open |
115-30 |
115-30 |
0-00 |
0.0% |
115-10 |
High |
116-16 |
116-08 |
-0-08 |
-0.2% |
116-16 |
Low |
115-15 |
114-24 |
-0-23 |
-0.6% |
114-22 |
Close |
115-28 |
114-27 |
-1-01 |
-0.9% |
114-27 |
Range |
1-01 |
1-16 |
0-15 |
45.5% |
1-26 |
ATR |
1-22 |
1-22 |
0-00 |
-0.8% |
0-00 |
Volume |
744,893 |
372,458 |
-372,435 |
-50.0% |
2,293,218 |
|
Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-25 |
118-26 |
115-21 |
|
R3 |
118-09 |
117-10 |
115-08 |
|
R2 |
116-25 |
116-25 |
115-04 |
|
R1 |
115-26 |
115-26 |
114-31 |
115-18 |
PP |
115-09 |
115-09 |
115-09 |
115-05 |
S1 |
114-10 |
114-10 |
114-23 |
114-02 |
S2 |
113-25 |
113-25 |
114-18 |
|
S3 |
112-09 |
112-26 |
114-14 |
|
S4 |
110-25 |
111-10 |
114-01 |
|
|
Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-25 |
119-20 |
115-27 |
|
R3 |
118-31 |
117-26 |
115-11 |
|
R2 |
117-05 |
117-05 |
115-06 |
|
R1 |
116-00 |
116-00 |
115-00 |
115-22 |
PP |
115-11 |
115-11 |
115-11 |
115-06 |
S1 |
114-06 |
114-06 |
114-22 |
113-28 |
S2 |
113-17 |
113-17 |
114-16 |
|
S3 |
111-23 |
112-12 |
114-11 |
|
S4 |
109-29 |
110-18 |
113-27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
116-16 |
114-22 |
1-26 |
1.6% |
1-09 |
1.1% |
9% |
False |
False |
547,702 |
10 |
116-16 |
112-12 |
4-04 |
3.6% |
1-15 |
1.3% |
60% |
False |
False |
510,918 |
20 |
116-16 |
108-16 |
8-00 |
7.0% |
1-22 |
1.5% |
79% |
False |
False |
543,309 |
40 |
116-16 |
107-04 |
9-12 |
8.2% |
1-26 |
1.6% |
82% |
False |
False |
557,144 |
60 |
121-31 |
107-04 |
14-27 |
12.9% |
1-20 |
1.4% |
52% |
False |
False |
509,097 |
80 |
123-23 |
107-04 |
16-19 |
14.4% |
1-18 |
1.4% |
47% |
False |
False |
415,934 |
100 |
128-00 |
107-04 |
20-28 |
18.2% |
1-16 |
1.3% |
37% |
False |
False |
332,865 |
120 |
128-27 |
107-04 |
21-23 |
18.9% |
1-12 |
1.2% |
36% |
False |
False |
277,388 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-20 |
2.618 |
120-06 |
1.618 |
118-22 |
1.000 |
117-24 |
0.618 |
117-06 |
HIGH |
116-08 |
0.618 |
115-22 |
0.500 |
115-16 |
0.382 |
115-10 |
LOW |
114-24 |
0.618 |
113-26 |
1.000 |
113-08 |
1.618 |
112-10 |
2.618 |
110-26 |
4.250 |
108-12 |
|
|
Fisher Pivots for day following 24-Nov-2023 |
Pivot |
1 day |
3 day |
R1 |
115-16 |
115-20 |
PP |
115-09 |
115-12 |
S1 |
115-02 |
115-03 |
|