ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 27-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
115-30 |
114-29 |
-1-01 |
-0.9% |
115-10 |
| High |
116-08 |
116-05 |
-0-03 |
-0.1% |
116-16 |
| Low |
114-24 |
114-15 |
-0-09 |
-0.2% |
114-22 |
| Close |
114-27 |
116-01 |
1-06 |
1.0% |
114-27 |
| Range |
1-16 |
1-22 |
0-06 |
12.5% |
1-26 |
| ATR |
1-22 |
1-22 |
0-00 |
0.0% |
0-00 |
| Volume |
372,458 |
864,919 |
492,461 |
132.2% |
2,293,218 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-20 |
120-00 |
116-31 |
|
| R3 |
118-30 |
118-10 |
116-16 |
|
| R2 |
117-08 |
117-08 |
116-11 |
|
| R1 |
116-20 |
116-20 |
116-06 |
116-30 |
| PP |
115-18 |
115-18 |
115-18 |
115-22 |
| S1 |
114-30 |
114-30 |
115-28 |
115-08 |
| S2 |
113-28 |
113-28 |
115-23 |
|
| S3 |
112-06 |
113-08 |
115-18 |
|
| S4 |
110-16 |
111-18 |
115-03 |
|
|
| 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 |
114-15 |
2-01 |
1.8% |
1-11 |
1.2% |
77% |
False |
True |
631,627 |
| 10 |
116-16 |
112-12 |
4-04 |
3.6% |
1-16 |
1.3% |
89% |
False |
False |
552,406 |
| 20 |
116-16 |
108-16 |
8-00 |
6.9% |
1-23 |
1.5% |
94% |
False |
False |
566,820 |
| 40 |
116-16 |
107-04 |
9-12 |
8.1% |
1-26 |
1.6% |
95% |
False |
False |
558,880 |
| 60 |
121-29 |
107-04 |
14-25 |
12.7% |
1-21 |
1.4% |
60% |
False |
False |
516,125 |
| 80 |
123-23 |
107-04 |
16-19 |
14.3% |
1-18 |
1.3% |
54% |
False |
False |
426,708 |
| 100 |
128-00 |
107-04 |
20-28 |
18.0% |
1-16 |
1.3% |
43% |
False |
False |
341,514 |
| 120 |
128-27 |
107-04 |
21-23 |
18.7% |
1-12 |
1.2% |
41% |
False |
False |
284,596 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-10 |
|
2.618 |
120-18 |
|
1.618 |
118-28 |
|
1.000 |
117-27 |
|
0.618 |
117-06 |
|
HIGH |
116-05 |
|
0.618 |
115-16 |
|
0.500 |
115-10 |
|
0.382 |
115-04 |
|
LOW |
114-15 |
|
0.618 |
113-14 |
|
1.000 |
112-25 |
|
1.618 |
111-24 |
|
2.618 |
110-02 |
|
4.250 |
107-10 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-25 |
115-27 |
| PP |
115-18 |
115-21 |
| S1 |
115-10 |
115-16 |
|