ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 29-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
116-00 |
116-20 |
0-20 |
0.5% |
115-10 |
| High |
116-22 |
117-19 |
0-29 |
0.8% |
116-16 |
| Low |
115-21 |
116-16 |
0-27 |
0.7% |
114-22 |
| Close |
116-12 |
117-13 |
1-01 |
0.9% |
114-27 |
| Range |
1-01 |
1-03 |
0-02 |
6.1% |
1-26 |
| ATR |
1-20 |
1-19 |
-0-01 |
-1.8% |
0-00 |
| Volume |
547,748 |
107,163 |
-440,585 |
-80.4% |
2,293,218 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-14 |
120-01 |
118-00 |
|
| R3 |
119-11 |
118-30 |
117-23 |
|
| R2 |
118-08 |
118-08 |
117-19 |
|
| R1 |
117-27 |
117-27 |
117-16 |
118-02 |
| PP |
117-05 |
117-05 |
117-05 |
117-09 |
| S1 |
116-24 |
116-24 |
117-10 |
116-30 |
| S2 |
116-02 |
116-02 |
117-07 |
|
| S3 |
114-31 |
115-21 |
117-03 |
|
| S4 |
113-28 |
114-18 |
116-26 |
|
|
| 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 |
117-19 |
114-15 |
3-04 |
2.7% |
1-09 |
1.1% |
94% |
True |
False |
527,436 |
| 10 |
117-19 |
113-30 |
3-21 |
3.1% |
1-11 |
1.1% |
95% |
True |
False |
526,003 |
| 20 |
117-19 |
108-19 |
9-00 |
7.7% |
1-22 |
1.4% |
98% |
True |
False |
541,207 |
| 40 |
117-19 |
107-04 |
10-15 |
8.9% |
1-25 |
1.5% |
98% |
True |
False |
544,078 |
| 60 |
120-05 |
107-04 |
13-01 |
11.1% |
1-20 |
1.4% |
79% |
False |
False |
513,540 |
| 80 |
123-23 |
107-04 |
16-19 |
14.1% |
1-17 |
1.3% |
62% |
False |
False |
434,779 |
| 100 |
128-00 |
107-04 |
20-28 |
17.8% |
1-16 |
1.3% |
49% |
False |
False |
348,061 |
| 120 |
128-27 |
107-04 |
21-23 |
18.5% |
1-13 |
1.2% |
47% |
False |
False |
290,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-08 |
|
2.618 |
120-15 |
|
1.618 |
119-12 |
|
1.000 |
118-22 |
|
0.618 |
118-09 |
|
HIGH |
117-19 |
|
0.618 |
117-06 |
|
0.500 |
117-02 |
|
0.382 |
116-29 |
|
LOW |
116-16 |
|
0.618 |
115-26 |
|
1.000 |
115-13 |
|
1.618 |
114-23 |
|
2.618 |
113-20 |
|
4.250 |
111-27 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
117-09 |
116-30 |
| PP |
117-05 |
116-16 |
| S1 |
117-02 |
116-01 |
|