ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
119-12 |
119-31 |
0-19 |
0.5% |
118-05 |
| High |
120-07 |
121-27 |
1-20 |
1.4% |
120-24 |
| Low |
118-27 |
119-15 |
0-20 |
0.5% |
117-10 |
| Close |
119-16 |
121-20 |
2-04 |
1.8% |
119-01 |
| Range |
1-12 |
2-12 |
1-00 |
72.7% |
3-14 |
| ATR |
1-17 |
1-19 |
0-02 |
4.0% |
0-00 |
| Volume |
980 |
86 |
-894 |
-91.2% |
7,378 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-03 |
127-08 |
122-30 |
|
| R3 |
125-23 |
124-28 |
122-09 |
|
| R2 |
123-11 |
123-11 |
122-02 |
|
| R1 |
122-16 |
122-16 |
121-27 |
122-30 |
| PP |
120-31 |
120-31 |
120-31 |
121-06 |
| S1 |
120-04 |
120-04 |
121-13 |
120-18 |
| S2 |
118-19 |
118-19 |
121-06 |
|
| S3 |
116-07 |
117-24 |
120-31 |
|
| S4 |
113-27 |
115-12 |
120-10 |
|
|
| 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 |
121-27 |
118-12 |
3-15 |
2.9% |
1-13 |
1.1% |
94% |
True |
False |
437 |
| 10 |
121-27 |
116-06 |
5-21 |
4.7% |
1-16 |
1.2% |
96% |
True |
False |
3,192 |
| 20 |
121-27 |
113-30 |
7-29 |
6.5% |
1-13 |
1.2% |
97% |
True |
False |
264,598 |
| 40 |
121-27 |
107-04 |
14-23 |
12.1% |
1-21 |
1.4% |
99% |
True |
False |
409,195 |
| 60 |
121-27 |
107-04 |
14-23 |
12.1% |
1-23 |
1.4% |
99% |
True |
False |
464,043 |
| 80 |
121-31 |
107-04 |
14-27 |
12.2% |
1-18 |
1.3% |
98% |
False |
False |
432,032 |
| 100 |
126-16 |
107-04 |
19-12 |
15.9% |
1-17 |
1.3% |
75% |
False |
False |
348,375 |
| 120 |
128-27 |
107-04 |
21-23 |
17.9% |
1-15 |
1.2% |
67% |
False |
False |
290,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-30 |
|
2.618 |
128-02 |
|
1.618 |
125-22 |
|
1.000 |
124-07 |
|
0.618 |
123-10 |
|
HIGH |
121-27 |
|
0.618 |
120-30 |
|
0.500 |
120-21 |
|
0.382 |
120-12 |
|
LOW |
119-15 |
|
0.618 |
118-00 |
|
1.000 |
117-03 |
|
1.618 |
115-20 |
|
2.618 |
113-08 |
|
4.250 |
109-12 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
121-10 |
121-04 |
| PP |
120-31 |
120-20 |
| S1 |
120-21 |
120-04 |
|