ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
114-12 |
115-10 |
0-30 |
0.8% |
113-03 |
| High |
115-18 |
116-06 |
0-20 |
0.5% |
116-06 |
| Low |
114-10 |
114-28 |
0-18 |
0.5% |
112-12 |
| Close |
115-11 |
115-14 |
0-03 |
0.1% |
115-14 |
| Range |
1-08 |
1-10 |
0-02 |
5.0% |
3-26 |
| ATR |
1-26 |
1-24 |
-0-01 |
-1.9% |
0-00 |
| Volume |
12,915 |
26,894 |
13,979 |
108.2% |
49,314 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-14 |
118-24 |
116-05 |
|
| R3 |
118-04 |
117-14 |
115-26 |
|
| R2 |
116-26 |
116-26 |
115-22 |
|
| R1 |
116-04 |
116-04 |
115-18 |
116-15 |
| PP |
115-16 |
115-16 |
115-16 |
115-22 |
| S1 |
114-26 |
114-26 |
115-10 |
115-05 |
| S2 |
114-06 |
114-06 |
115-06 |
|
| S3 |
112-28 |
113-16 |
115-02 |
|
| S4 |
111-18 |
112-06 |
114-23 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-03 |
124-19 |
117-17 |
|
| R3 |
122-09 |
120-25 |
116-16 |
|
| R2 |
118-15 |
118-15 |
116-04 |
|
| R1 |
116-31 |
116-31 |
115-25 |
117-23 |
| PP |
114-21 |
114-21 |
114-21 |
115-02 |
| S1 |
113-05 |
113-05 |
115-03 |
113-29 |
| S2 |
110-27 |
110-27 |
114-24 |
|
| S3 |
107-01 |
109-11 |
114-12 |
|
| S4 |
103-07 |
105-17 |
113-11 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-06 |
112-12 |
3-26 |
3.3% |
1-20 |
1.4% |
80% |
True |
False |
9,862 |
| 10 |
116-06 |
112-12 |
3-26 |
3.3% |
1-23 |
1.5% |
80% |
True |
False |
5,736 |
| 20 |
116-06 |
107-03 |
9-03 |
7.9% |
1-26 |
1.6% |
92% |
True |
False |
3,424 |
| 40 |
117-02 |
107-03 |
9-31 |
8.6% |
1-25 |
1.6% |
84% |
False |
False |
1,831 |
| 60 |
122-18 |
107-03 |
15-15 |
13.4% |
1-12 |
1.2% |
54% |
False |
False |
1,227 |
| 80 |
124-24 |
107-03 |
17-21 |
15.3% |
1-02 |
0.9% |
47% |
False |
False |
921 |
| 100 |
128-00 |
107-03 |
20-29 |
18.1% |
0-27 |
0.7% |
40% |
False |
False |
736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-24 |
|
2.618 |
119-20 |
|
1.618 |
118-10 |
|
1.000 |
117-16 |
|
0.618 |
117-00 |
|
HIGH |
116-06 |
|
0.618 |
115-22 |
|
0.500 |
115-17 |
|
0.382 |
115-12 |
|
LOW |
114-28 |
|
0.618 |
114-02 |
|
1.000 |
113-18 |
|
1.618 |
112-24 |
|
2.618 |
111-14 |
|
4.250 |
109-10 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-17 |
115-10 |
| PP |
115-16 |
115-06 |
| S1 |
115-15 |
115-02 |
|