ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
119-03 |
119-12 |
0-09 |
0.2% |
118-05 |
| High |
119-05 |
120-07 |
1-02 |
0.9% |
120-24 |
| Low |
118-12 |
118-27 |
0-15 |
0.4% |
117-10 |
| Close |
119-01 |
119-16 |
0-15 |
0.4% |
119-01 |
| Range |
0-25 |
1-12 |
0-19 |
76.0% |
3-14 |
| ATR |
1-17 |
1-17 |
0-00 |
-0.8% |
0-00 |
| Volume |
75 |
980 |
905 |
1,206.7% |
7,378 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-21 |
122-30 |
120-08 |
|
| R3 |
122-09 |
121-18 |
119-28 |
|
| R2 |
120-29 |
120-29 |
119-24 |
|
| R1 |
120-06 |
120-06 |
119-20 |
120-18 |
| PP |
119-17 |
119-17 |
119-17 |
119-22 |
| S1 |
118-26 |
118-26 |
119-12 |
119-06 |
| S2 |
118-05 |
118-05 |
119-08 |
|
| S3 |
116-25 |
117-14 |
119-04 |
|
| S4 |
115-13 |
116-02 |
118-24 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-11 |
127-20 |
120-30 |
|
| R3 |
125-29 |
124-06 |
119-31 |
|
| R2 |
122-15 |
122-15 |
119-21 |
|
| R1 |
120-24 |
120-24 |
119-11 |
121-20 |
| PP |
119-01 |
119-01 |
119-01 |
119-15 |
| S1 |
117-10 |
117-10 |
118-23 |
118-06 |
| S2 |
115-19 |
115-19 |
118-13 |
|
| S3 |
112-05 |
113-28 |
118-03 |
|
| S4 |
108-23 |
110-14 |
117-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-24 |
118-12 |
2-12 |
2.0% |
1-08 |
1.1% |
47% |
False |
False |
566 |
| 10 |
120-24 |
116-06 |
4-18 |
3.8% |
1-12 |
1.1% |
73% |
False |
False |
13,900 |
| 20 |
120-24 |
112-30 |
7-26 |
6.5% |
1-14 |
1.2% |
84% |
False |
False |
293,538 |
| 40 |
120-24 |
107-04 |
13-20 |
11.4% |
1-20 |
1.4% |
91% |
False |
False |
423,229 |
| 60 |
120-24 |
107-04 |
13-20 |
11.4% |
1-22 |
1.4% |
91% |
False |
False |
469,705 |
| 80 |
121-31 |
107-04 |
14-27 |
12.4% |
1-18 |
1.3% |
83% |
False |
False |
433,170 |
| 100 |
127-08 |
107-04 |
20-04 |
16.8% |
1-17 |
1.3% |
61% |
False |
False |
348,376 |
| 120 |
128-27 |
107-04 |
21-23 |
18.2% |
1-15 |
1.2% |
57% |
False |
False |
290,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-02 |
|
2.618 |
123-26 |
|
1.618 |
122-14 |
|
1.000 |
121-19 |
|
0.618 |
121-02 |
|
HIGH |
120-07 |
|
0.618 |
119-22 |
|
0.500 |
119-17 |
|
0.382 |
119-12 |
|
LOW |
118-27 |
|
0.618 |
118-00 |
|
1.000 |
117-15 |
|
1.618 |
116-20 |
|
2.618 |
115-08 |
|
4.250 |
113-00 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-17 |
119-14 |
| PP |
119-17 |
119-12 |
| S1 |
119-16 |
119-10 |
|