ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
119-31 |
122-22 |
2-23 |
2.3% |
118-05 |
| High |
121-27 |
123-28 |
2-01 |
1.7% |
120-24 |
| Low |
119-15 |
122-13 |
2-30 |
2.5% |
117-10 |
| Close |
121-20 |
123-11 |
1-23 |
1.4% |
119-01 |
| Range |
2-12 |
1-15 |
-0-29 |
-38.2% |
3-14 |
| ATR |
1-19 |
1-20 |
0-02 |
3.0% |
0-00 |
| Volume |
86 |
55 |
-31 |
-36.0% |
7,378 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-20 |
126-30 |
124-05 |
|
| R3 |
126-05 |
125-15 |
123-24 |
|
| R2 |
124-22 |
124-22 |
123-20 |
|
| R1 |
124-00 |
124-00 |
123-15 |
124-11 |
| PP |
123-07 |
123-07 |
123-07 |
123-12 |
| S1 |
122-17 |
122-17 |
123-07 |
122-28 |
| S2 |
121-24 |
121-24 |
123-02 |
|
| S3 |
120-09 |
121-02 |
122-30 |
|
| S4 |
118-26 |
119-19 |
122-17 |
|
|
| 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 |
123-28 |
118-12 |
5-16 |
4.5% |
1-15 |
1.2% |
90% |
True |
False |
267 |
| 10 |
123-28 |
116-13 |
7-15 |
6.1% |
1-16 |
1.2% |
93% |
True |
False |
1,409 |
| 20 |
123-28 |
114-06 |
9-22 |
7.9% |
1-13 |
1.1% |
95% |
True |
False |
237,566 |
| 40 |
123-28 |
107-04 |
16-24 |
13.6% |
1-21 |
1.3% |
97% |
True |
False |
395,851 |
| 60 |
123-28 |
107-04 |
16-24 |
13.6% |
1-23 |
1.4% |
97% |
True |
False |
457,704 |
| 80 |
123-28 |
107-04 |
16-24 |
13.6% |
1-18 |
1.3% |
97% |
True |
False |
430,995 |
| 100 |
126-16 |
107-04 |
19-12 |
15.7% |
1-17 |
1.3% |
84% |
False |
False |
348,368 |
| 120 |
128-20 |
107-04 |
21-16 |
17.4% |
1-15 |
1.2% |
75% |
False |
False |
290,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-04 |
|
2.618 |
127-23 |
|
1.618 |
126-08 |
|
1.000 |
125-11 |
|
0.618 |
124-25 |
|
HIGH |
123-28 |
|
0.618 |
123-10 |
|
0.500 |
123-04 |
|
0.382 |
122-31 |
|
LOW |
122-13 |
|
0.618 |
121-16 |
|
1.000 |
120-30 |
|
1.618 |
120-01 |
|
2.618 |
118-18 |
|
4.250 |
116-05 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
123-09 |
122-22 |
| PP |
123-07 |
122-01 |
| S1 |
123-04 |
121-12 |
|