ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 21-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
115-13 |
115-26 |
0-13 |
0.4% |
113-03 |
| High |
116-04 |
116-16 |
0-12 |
0.3% |
116-06 |
| Low |
114-23 |
115-09 |
0-18 |
0.5% |
112-12 |
| Close |
115-28 |
115-22 |
-0-06 |
-0.2% |
115-14 |
| Range |
1-13 |
1-07 |
-0-06 |
-13.3% |
3-26 |
| ATR |
1-24 |
1-22 |
-0-01 |
-2.1% |
0-00 |
| Volume |
90,040 |
259,055 |
169,015 |
187.7% |
49,314 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-15 |
118-26 |
116-11 |
|
| R3 |
118-08 |
117-19 |
116-01 |
|
| R2 |
117-01 |
117-01 |
115-29 |
|
| R1 |
116-12 |
116-12 |
115-26 |
116-03 |
| PP |
115-26 |
115-26 |
115-26 |
115-22 |
| S1 |
115-05 |
115-05 |
115-18 |
114-28 |
| S2 |
114-19 |
114-19 |
115-15 |
|
| S3 |
113-12 |
113-30 |
115-11 |
|
| S4 |
112-05 |
112-23 |
115-01 |
|
|
| 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 |
116-16 |
113-30 |
2-18 |
2.2% |
1-13 |
1.2% |
68% |
True |
False |
78,626 |
| 10 |
116-16 |
112-12 |
4-04 |
3.6% |
1-22 |
1.5% |
80% |
True |
False |
40,504 |
| 20 |
116-16 |
107-27 |
8-21 |
7.5% |
1-24 |
1.5% |
91% |
True |
False |
20,836 |
| 40 |
116-16 |
107-03 |
9-13 |
8.1% |
1-25 |
1.5% |
91% |
True |
False |
10,546 |
| 60 |
122-18 |
107-03 |
15-15 |
13.4% |
1-14 |
1.2% |
56% |
False |
False |
7,046 |
| 80 |
123-09 |
107-03 |
16-06 |
14.0% |
1-03 |
0.9% |
53% |
False |
False |
5,284 |
| 100 |
128-00 |
107-03 |
20-29 |
18.1% |
0-28 |
0.8% |
41% |
False |
False |
4,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-22 |
|
2.618 |
119-22 |
|
1.618 |
118-15 |
|
1.000 |
117-23 |
|
0.618 |
117-08 |
|
HIGH |
116-16 |
|
0.618 |
116-01 |
|
0.500 |
115-28 |
|
0.382 |
115-24 |
|
LOW |
115-09 |
|
0.618 |
114-17 |
|
1.000 |
114-02 |
|
1.618 |
113-10 |
|
2.618 |
112-03 |
|
4.250 |
110-03 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-28 |
115-21 |
| PP |
115-26 |
115-20 |
| S1 |
115-24 |
115-20 |
|