ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
117-15 |
116-21 |
-0-26 |
-0.7% |
114-29 |
| High |
117-23 |
118-15 |
0-24 |
0.6% |
118-15 |
| Low |
116-06 |
116-13 |
0-07 |
0.2% |
114-15 |
| Close |
116-14 |
118-05 |
1-23 |
1.5% |
118-05 |
| Range |
1-17 |
2-02 |
0-17 |
34.7% |
4-00 |
| ATR |
1-19 |
1-20 |
0-01 |
2.1% |
0-00 |
| Volume |
17,882 |
5,524 |
-12,358 |
-69.1% |
1,543,236 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-28 |
123-02 |
119-09 |
|
| R3 |
121-26 |
121-00 |
118-23 |
|
| R2 |
119-24 |
119-24 |
118-17 |
|
| R1 |
118-30 |
118-30 |
118-11 |
119-11 |
| PP |
117-22 |
117-22 |
117-22 |
117-28 |
| S1 |
116-28 |
116-28 |
117-31 |
117-09 |
| S2 |
115-20 |
115-20 |
117-25 |
|
| S3 |
113-18 |
114-26 |
117-19 |
|
| S4 |
111-16 |
112-24 |
117-01 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-01 |
127-19 |
120-11 |
|
| R3 |
125-01 |
123-19 |
119-08 |
|
| R2 |
121-01 |
121-01 |
118-28 |
|
| R1 |
119-19 |
119-19 |
118-17 |
120-10 |
| PP |
117-01 |
117-01 |
117-01 |
117-12 |
| S1 |
115-19 |
115-19 |
117-25 |
116-10 |
| S2 |
113-01 |
113-01 |
117-14 |
|
| S3 |
109-01 |
111-19 |
117-02 |
|
| S4 |
105-01 |
107-19 |
115-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-15 |
114-15 |
4-00 |
3.4% |
1-15 |
1.3% |
92% |
True |
False |
308,647 |
| 10 |
118-15 |
114-15 |
4-00 |
3.4% |
1-12 |
1.2% |
92% |
True |
False |
428,174 |
| 20 |
118-15 |
112-12 |
6-03 |
5.2% |
1-20 |
1.4% |
95% |
True |
False |
471,653 |
| 40 |
118-15 |
107-04 |
11-11 |
9.6% |
1-25 |
1.5% |
97% |
True |
False |
512,675 |
| 60 |
120-05 |
107-04 |
13-01 |
11.0% |
1-21 |
1.4% |
85% |
False |
False |
503,782 |
| 80 |
123-23 |
107-04 |
16-19 |
14.0% |
1-18 |
1.3% |
66% |
False |
False |
434,887 |
| 100 |
128-00 |
107-04 |
20-28 |
17.7% |
1-16 |
1.3% |
53% |
False |
False |
348,295 |
| 120 |
128-27 |
107-04 |
21-23 |
18.4% |
1-13 |
1.2% |
51% |
False |
False |
290,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-08 |
|
2.618 |
123-28 |
|
1.618 |
121-26 |
|
1.000 |
120-17 |
|
0.618 |
119-24 |
|
HIGH |
118-15 |
|
0.618 |
117-22 |
|
0.500 |
117-14 |
|
0.382 |
117-06 |
|
LOW |
116-13 |
|
0.618 |
115-04 |
|
1.000 |
114-11 |
|
1.618 |
113-02 |
|
2.618 |
111-00 |
|
4.250 |
107-20 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
117-29 |
117-28 |
| PP |
117-22 |
117-19 |
| S1 |
117-14 |
117-10 |
|