ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 18-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2023 |
18-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
123-22 |
123-24 |
0-02 |
0.1% |
119-03 |
| High |
124-06 |
124-00 |
-0-06 |
-0.2% |
124-06 |
| Low |
123-03 |
123-05 |
0-02 |
0.1% |
118-12 |
| Close |
123-27 |
123-08 |
-0-19 |
-0.5% |
123-27 |
| Range |
1-03 |
0-27 |
-0-08 |
-22.9% |
5-26 |
| ATR |
1-19 |
1-17 |
-0-02 |
-3.4% |
0-00 |
| Volume |
95 |
106 |
11 |
11.6% |
1,291 |
|
| Daily Pivots for day following 18-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-00 |
125-15 |
123-23 |
|
| R3 |
125-05 |
124-20 |
123-15 |
|
| R2 |
124-10 |
124-10 |
123-13 |
|
| R1 |
123-25 |
123-25 |
123-10 |
123-20 |
| PP |
123-15 |
123-15 |
123-15 |
123-12 |
| S1 |
122-30 |
122-30 |
123-06 |
122-25 |
| S2 |
122-20 |
122-20 |
123-03 |
|
| S3 |
121-25 |
122-03 |
123-01 |
|
| S4 |
120-30 |
121-08 |
122-25 |
|
|
| 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 |
118-27 |
5-11 |
4.3% |
1-14 |
1.2% |
82% |
False |
False |
264 |
| 10 |
124-06 |
117-28 |
6-10 |
5.1% |
1-12 |
1.1% |
85% |
False |
False |
572 |
| 20 |
124-06 |
114-15 |
9-23 |
7.9% |
1-12 |
1.1% |
90% |
False |
False |
192,261 |
| 40 |
124-06 |
107-04 |
17-02 |
13.8% |
1-20 |
1.3% |
95% |
False |
False |
367,418 |
| 60 |
124-06 |
107-04 |
17-02 |
13.8% |
1-22 |
1.4% |
95% |
False |
False |
439,853 |
| 80 |
124-06 |
107-04 |
17-02 |
13.8% |
1-18 |
1.3% |
95% |
False |
False |
422,581 |
| 100 |
125-02 |
107-04 |
17-30 |
14.6% |
1-17 |
1.2% |
90% |
False |
False |
348,364 |
| 120 |
128-08 |
107-04 |
21-04 |
17.1% |
1-15 |
1.2% |
76% |
False |
False |
290,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-19 |
|
2.618 |
126-07 |
|
1.618 |
125-12 |
|
1.000 |
124-27 |
|
0.618 |
124-17 |
|
HIGH |
124-00 |
|
0.618 |
123-22 |
|
0.500 |
123-18 |
|
0.382 |
123-15 |
|
LOW |
123-05 |
|
0.618 |
122-20 |
|
1.000 |
122-10 |
|
1.618 |
121-25 |
|
2.618 |
120-30 |
|
4.250 |
119-18 |
|
|
| Fisher Pivots for day following 18-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
123-18 |
123-10 |
| PP |
123-15 |
123-09 |
| S1 |
123-12 |
123-08 |
|