ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 04-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2023 |
04-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
116-21 |
118-05 |
1-16 |
1.3% |
114-29 |
| High |
118-15 |
118-12 |
-0-03 |
-0.1% |
118-15 |
| Low |
116-13 |
117-10 |
0-29 |
0.8% |
114-15 |
| Close |
118-05 |
117-18 |
-0-19 |
-0.5% |
118-05 |
| Range |
2-02 |
1-02 |
-1-00 |
-48.5% |
4-00 |
| ATR |
1-20 |
1-19 |
-0-01 |
-2.5% |
0-00 |
| Volume |
5,524 |
3,054 |
-2,470 |
-44.7% |
1,543,236 |
|
| Daily Pivots for day following 04-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-30 |
120-10 |
118-05 |
|
| R3 |
119-28 |
119-08 |
117-27 |
|
| R2 |
118-26 |
118-26 |
117-24 |
|
| R1 |
118-06 |
118-06 |
117-21 |
117-31 |
| PP |
117-24 |
117-24 |
117-24 |
117-20 |
| S1 |
117-04 |
117-04 |
117-15 |
116-29 |
| S2 |
116-22 |
116-22 |
117-12 |
|
| S3 |
115-20 |
116-02 |
117-09 |
|
| S4 |
114-18 |
115-00 |
116-31 |
|
|
| 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 |
115-21 |
2-26 |
2.4% |
1-11 |
1.2% |
68% |
False |
False |
136,274 |
| 10 |
118-15 |
114-15 |
4-00 |
3.4% |
1-11 |
1.2% |
77% |
False |
False |
383,950 |
| 20 |
118-15 |
112-12 |
6-03 |
5.2% |
1-18 |
1.3% |
85% |
False |
False |
436,012 |
| 40 |
118-15 |
107-04 |
11-11 |
9.6% |
1-24 |
1.5% |
92% |
False |
False |
494,984 |
| 60 |
120-00 |
107-04 |
12-28 |
11.0% |
1-21 |
1.4% |
81% |
False |
False |
499,808 |
| 80 |
121-31 |
107-04 |
14-27 |
12.6% |
1-17 |
1.3% |
70% |
False |
False |
434,873 |
| 100 |
128-00 |
107-04 |
20-28 |
17.8% |
1-16 |
1.3% |
50% |
False |
False |
348,325 |
| 120 |
128-27 |
107-04 |
21-23 |
18.5% |
1-13 |
1.2% |
48% |
False |
False |
290,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-28 |
|
2.618 |
121-05 |
|
1.618 |
120-03 |
|
1.000 |
119-14 |
|
0.618 |
119-01 |
|
HIGH |
118-12 |
|
0.618 |
117-31 |
|
0.500 |
117-27 |
|
0.382 |
117-23 |
|
LOW |
117-10 |
|
0.618 |
116-21 |
|
1.000 |
116-08 |
|
1.618 |
115-19 |
|
2.618 |
114-17 |
|
4.250 |
112-26 |
|
|
| Fisher Pivots for day following 04-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
117-27 |
117-16 |
| PP |
117-24 |
117-13 |
| S1 |
117-21 |
117-10 |
|