ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
117-29 |
119-15 |
1-18 |
1.3% |
114-29 |
| High |
119-17 |
120-24 |
1-07 |
1.0% |
118-15 |
| Low |
117-28 |
119-02 |
1-06 |
1.0% |
114-15 |
| Close |
119-14 |
120-18 |
1-04 |
0.9% |
118-05 |
| Range |
1-21 |
1-22 |
0-01 |
1.9% |
4-00 |
| ATR |
1-20 |
1-20 |
0-00 |
0.3% |
0-00 |
| Volume |
2,545 |
732 |
-1,813 |
-71.2% |
1,543,236 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-06 |
124-18 |
121-16 |
|
| R3 |
123-16 |
122-28 |
121-01 |
|
| R2 |
121-26 |
121-26 |
120-28 |
|
| R1 |
121-06 |
121-06 |
120-23 |
121-16 |
| PP |
120-04 |
120-04 |
120-04 |
120-09 |
| S1 |
119-16 |
119-16 |
120-13 |
119-26 |
| S2 |
118-14 |
118-14 |
120-08 |
|
| S3 |
116-24 |
117-26 |
120-03 |
|
| S4 |
115-02 |
116-04 |
119-20 |
|
|
| 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 |
120-24 |
116-06 |
4-18 |
3.8% |
1-19 |
1.3% |
96% |
True |
False |
5,947 |
| 10 |
120-24 |
114-15 |
6-09 |
5.2% |
1-14 |
1.2% |
97% |
True |
False |
266,691 |
| 20 |
120-24 |
112-12 |
8-12 |
6.9% |
1-18 |
1.3% |
98% |
True |
False |
392,442 |
| 40 |
120-24 |
107-04 |
13-20 |
11.3% |
1-24 |
1.4% |
99% |
True |
False |
477,491 |
| 60 |
120-24 |
107-04 |
13-20 |
11.3% |
1-22 |
1.4% |
99% |
True |
False |
491,579 |
| 80 |
121-31 |
107-04 |
14-27 |
12.3% |
1-18 |
1.3% |
91% |
False |
False |
434,777 |
| 100 |
128-00 |
107-04 |
20-28 |
17.3% |
1-17 |
1.3% |
64% |
False |
False |
348,356 |
| 120 |
128-27 |
107-04 |
21-23 |
18.0% |
1-14 |
1.2% |
62% |
False |
False |
290,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-30 |
|
2.618 |
125-05 |
|
1.618 |
123-15 |
|
1.000 |
122-14 |
|
0.618 |
121-25 |
|
HIGH |
120-24 |
|
0.618 |
120-03 |
|
0.500 |
119-29 |
|
0.382 |
119-23 |
|
LOW |
119-02 |
|
0.618 |
118-01 |
|
1.000 |
117-12 |
|
1.618 |
116-11 |
|
2.618 |
114-21 |
|
4.250 |
111-28 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
120-11 |
120-02 |
| PP |
120-04 |
119-17 |
| S1 |
119-29 |
119-01 |
|