ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 14-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2023 |
14-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
113-03 |
113-03 |
0-00 |
0.0% |
113-12 |
| High |
113-12 |
115-23 |
2-11 |
2.1% |
115-12 |
| Low |
112-12 |
112-30 |
0-18 |
0.5% |
112-13 |
| Close |
113-08 |
115-14 |
2-06 |
1.9% |
113-12 |
| Range |
1-00 |
2-25 |
1-25 |
178.1% |
2-31 |
| ATR |
1-25 |
1-27 |
0-02 |
4.1% |
0-00 |
| Volume |
1,298 |
3,977 |
2,679 |
206.4% |
8,049 |
|
| Daily Pivots for day following 14-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-01 |
122-01 |
116-31 |
|
| R3 |
120-08 |
119-08 |
116-06 |
|
| R2 |
117-15 |
117-15 |
115-30 |
|
| R1 |
116-15 |
116-15 |
115-22 |
116-31 |
| PP |
114-22 |
114-22 |
114-22 |
114-30 |
| S1 |
113-22 |
113-22 |
115-06 |
114-06 |
| S2 |
111-29 |
111-29 |
114-30 |
|
| S3 |
109-04 |
110-29 |
114-22 |
|
| S4 |
106-11 |
108-04 |
113-29 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-20 |
120-31 |
115-00 |
|
| R3 |
119-21 |
118-00 |
114-06 |
|
| R2 |
116-22 |
116-22 |
113-29 |
|
| R1 |
115-01 |
115-01 |
113-21 |
114-28 |
| PP |
113-23 |
113-23 |
113-23 |
113-20 |
| S1 |
112-02 |
112-02 |
113-03 |
111-28 |
| S2 |
110-24 |
110-24 |
112-27 |
|
| S3 |
107-25 |
109-03 |
112-18 |
|
| S4 |
104-26 |
106-04 |
111-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-23 |
112-12 |
3-11 |
2.9% |
2-00 |
1.7% |
92% |
True |
False |
2,382 |
| 10 |
115-23 |
108-18 |
7-05 |
6.2% |
1-31 |
1.7% |
96% |
True |
False |
1,956 |
| 20 |
115-23 |
107-03 |
8-20 |
7.5% |
1-26 |
1.6% |
97% |
True |
False |
1,261 |
| 40 |
119-07 |
107-03 |
12-04 |
10.5% |
1-25 |
1.5% |
69% |
False |
False |
738 |
| 60 |
122-18 |
107-03 |
15-15 |
13.4% |
1-10 |
1.1% |
54% |
False |
False |
494 |
| 80 |
126-16 |
107-03 |
19-13 |
16.8% |
1-01 |
0.9% |
43% |
False |
False |
370 |
| 100 |
128-16 |
107-03 |
21-13 |
18.5% |
0-26 |
0.7% |
39% |
False |
False |
296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-17 |
|
2.618 |
123-00 |
|
1.618 |
120-07 |
|
1.000 |
118-16 |
|
0.618 |
117-14 |
|
HIGH |
115-23 |
|
0.618 |
114-21 |
|
0.500 |
114-10 |
|
0.382 |
114-00 |
|
LOW |
112-30 |
|
0.618 |
111-07 |
|
1.000 |
110-05 |
|
1.618 |
108-14 |
|
2.618 |
105-21 |
|
4.250 |
101-04 |
|
|
| Fisher Pivots for day following 14-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-02 |
114-31 |
| PP |
114-22 |
114-16 |
| S1 |
114-10 |
114-02 |
|