ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
122-22 |
123-22 |
1-00 |
0.8% |
119-03 |
| High |
123-28 |
124-06 |
0-10 |
0.3% |
124-06 |
| Low |
122-13 |
123-03 |
0-22 |
0.6% |
118-12 |
| Close |
123-11 |
123-27 |
0-16 |
0.4% |
123-27 |
| Range |
1-15 |
1-03 |
-0-12 |
-25.5% |
5-26 |
| ATR |
1-20 |
1-19 |
-0-01 |
-2.4% |
0-00 |
| Volume |
55 |
95 |
40 |
72.7% |
1,291 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-00 |
126-16 |
124-14 |
|
| R3 |
125-29 |
125-13 |
124-05 |
|
| R2 |
124-26 |
124-26 |
124-01 |
|
| R1 |
124-10 |
124-10 |
123-30 |
124-18 |
| PP |
123-23 |
123-23 |
123-23 |
123-26 |
| S1 |
123-07 |
123-07 |
123-24 |
123-15 |
| S2 |
122-20 |
122-20 |
123-21 |
|
| S3 |
121-17 |
122-04 |
123-17 |
|
| S4 |
120-14 |
121-01 |
123-08 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
139-18 |
137-17 |
127-01 |
|
| R3 |
133-24 |
131-23 |
125-14 |
|
| R2 |
127-30 |
127-30 |
124-29 |
|
| R1 |
125-29 |
125-29 |
124-12 |
126-30 |
| PP |
122-04 |
122-04 |
122-04 |
122-21 |
| S1 |
120-03 |
120-03 |
123-10 |
121-04 |
| S2 |
116-10 |
116-10 |
122-25 |
|
| S3 |
110-16 |
114-09 |
122-08 |
|
| S4 |
104-22 |
108-15 |
120-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-06 |
118-12 |
5-26 |
4.7% |
1-13 |
1.1% |
94% |
True |
False |
258 |
| 10 |
124-06 |
117-10 |
6-28 |
5.6% |
1-13 |
1.1% |
95% |
True |
False |
866 |
| 20 |
124-06 |
114-15 |
9-23 |
7.8% |
1-12 |
1.1% |
96% |
True |
False |
214,520 |
| 40 |
124-06 |
107-04 |
17-02 |
13.8% |
1-20 |
1.3% |
98% |
True |
False |
380,366 |
| 60 |
124-06 |
107-04 |
17-02 |
13.8% |
1-23 |
1.4% |
98% |
True |
False |
447,206 |
| 80 |
124-06 |
107-04 |
17-02 |
13.8% |
1-18 |
1.3% |
98% |
True |
False |
429,007 |
| 100 |
126-16 |
107-04 |
19-12 |
15.6% |
1-18 |
1.2% |
86% |
False |
False |
348,369 |
| 120 |
128-17 |
107-04 |
21-13 |
17.3% |
1-15 |
1.2% |
78% |
False |
False |
290,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-27 |
|
2.618 |
127-02 |
|
1.618 |
125-31 |
|
1.000 |
125-09 |
|
0.618 |
124-28 |
|
HIGH |
124-06 |
|
0.618 |
123-25 |
|
0.500 |
123-20 |
|
0.382 |
123-16 |
|
LOW |
123-03 |
|
0.618 |
122-13 |
|
1.000 |
122-00 |
|
1.618 |
121-10 |
|
2.618 |
120-07 |
|
4.250 |
118-14 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
123-25 |
123-06 |
| PP |
123-23 |
122-16 |
| S1 |
123-20 |
121-26 |
|