ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 19-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2023 |
19-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
123-24 |
123-30 |
0-06 |
0.2% |
119-03 |
| High |
124-00 |
124-02 |
0-02 |
0.1% |
124-06 |
| Low |
123-05 |
123-18 |
0-13 |
0.3% |
118-12 |
| Close |
123-08 |
123-23 |
0-15 |
0.4% |
123-27 |
| Range |
0-27 |
0-16 |
-0-11 |
-40.7% |
5-26 |
| ATR |
1-17 |
1-16 |
-0-02 |
-3.4% |
0-00 |
| Volume |
106 |
38 |
-68 |
-64.2% |
1,291 |
|
| Daily Pivots for day following 19-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-09 |
125-00 |
124-00 |
|
| R3 |
124-25 |
124-16 |
123-27 |
|
| R2 |
124-09 |
124-09 |
123-26 |
|
| R1 |
124-00 |
124-00 |
123-24 |
123-28 |
| PP |
123-25 |
123-25 |
123-25 |
123-23 |
| S1 |
123-16 |
123-16 |
123-22 |
123-12 |
| S2 |
123-09 |
123-09 |
123-20 |
|
| S3 |
122-25 |
123-00 |
123-19 |
|
| S4 |
122-09 |
122-16 |
123-14 |
|
|
| 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 |
119-15 |
4-23 |
3.8% |
1-08 |
1.0% |
90% |
False |
False |
76 |
| 10 |
124-06 |
118-12 |
5-26 |
4.7% |
1-08 |
1.0% |
92% |
False |
False |
321 |
| 20 |
124-06 |
114-15 |
9-23 |
7.9% |
1-10 |
1.1% |
95% |
False |
False |
166,622 |
| 40 |
124-06 |
107-28 |
16-10 |
13.2% |
1-18 |
1.3% |
97% |
False |
False |
351,204 |
| 60 |
124-06 |
107-04 |
17-02 |
13.8% |
1-22 |
1.4% |
97% |
False |
False |
431,291 |
| 80 |
124-06 |
107-04 |
17-02 |
13.8% |
1-18 |
1.3% |
97% |
False |
False |
417,258 |
| 100 |
125-02 |
107-04 |
17-30 |
14.5% |
1-17 |
1.2% |
93% |
False |
False |
348,355 |
| 120 |
128-00 |
107-04 |
20-28 |
16.9% |
1-15 |
1.2% |
79% |
False |
False |
290,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-06 |
|
2.618 |
125-12 |
|
1.618 |
124-28 |
|
1.000 |
124-18 |
|
0.618 |
124-12 |
|
HIGH |
124-02 |
|
0.618 |
123-28 |
|
0.500 |
123-26 |
|
0.382 |
123-24 |
|
LOW |
123-18 |
|
0.618 |
123-08 |
|
1.000 |
123-02 |
|
1.618 |
122-24 |
|
2.618 |
122-08 |
|
4.250 |
121-14 |
|
|
| Fisher Pivots for day following 19-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
123-26 |
123-22 |
| PP |
123-25 |
123-21 |
| S1 |
123-24 |
123-20 |
|