ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 05-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
118-05 |
117-29 |
-0-08 |
-0.2% |
114-29 |
| High |
118-12 |
119-17 |
1-05 |
1.0% |
118-15 |
| Low |
117-10 |
117-28 |
0-18 |
0.5% |
114-15 |
| Close |
117-18 |
119-14 |
1-28 |
1.6% |
118-05 |
| Range |
1-02 |
1-21 |
0-19 |
55.9% |
4-00 |
| ATR |
1-19 |
1-20 |
0-01 |
1.7% |
0-00 |
| Volume |
3,054 |
2,545 |
-509 |
-16.7% |
1,543,236 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-29 |
123-11 |
120-11 |
|
| R3 |
122-08 |
121-22 |
119-29 |
|
| R2 |
120-19 |
120-19 |
119-24 |
|
| R1 |
120-01 |
120-01 |
119-19 |
120-10 |
| PP |
118-30 |
118-30 |
118-30 |
119-03 |
| S1 |
118-12 |
118-12 |
119-09 |
118-21 |
| S2 |
117-09 |
117-09 |
119-04 |
|
| S3 |
115-20 |
116-23 |
118-31 |
|
| S4 |
113-31 |
115-02 |
118-17 |
|
|
| 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 |
119-17 |
116-06 |
3-11 |
2.8% |
1-15 |
1.2% |
97% |
True |
False |
27,233 |
| 10 |
119-17 |
114-15 |
5-02 |
4.2% |
1-12 |
1.2% |
98% |
True |
False |
332,922 |
| 20 |
119-17 |
112-12 |
7-05 |
6.0% |
1-19 |
1.3% |
99% |
True |
False |
415,291 |
| 40 |
119-17 |
107-04 |
12-13 |
10.4% |
1-24 |
1.5% |
99% |
True |
False |
490,126 |
| 60 |
120-00 |
107-04 |
12-28 |
10.8% |
1-22 |
1.4% |
96% |
False |
False |
495,664 |
| 80 |
121-31 |
107-04 |
14-27 |
12.4% |
1-18 |
1.3% |
83% |
False |
False |
434,860 |
| 100 |
128-00 |
107-04 |
20-28 |
17.5% |
1-16 |
1.3% |
59% |
False |
False |
348,349 |
| 120 |
128-27 |
107-04 |
21-23 |
18.2% |
1-14 |
1.2% |
57% |
False |
False |
290,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-18 |
|
2.618 |
123-28 |
|
1.618 |
122-07 |
|
1.000 |
121-06 |
|
0.618 |
120-18 |
|
HIGH |
119-17 |
|
0.618 |
118-29 |
|
0.500 |
118-22 |
|
0.382 |
118-16 |
|
LOW |
117-28 |
|
0.618 |
116-27 |
|
1.000 |
116-07 |
|
1.618 |
115-06 |
|
2.618 |
113-17 |
|
4.250 |
110-27 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-06 |
118-30 |
| PP |
118-30 |
118-15 |
| S1 |
118-22 |
117-31 |
|