ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 22-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2023 |
22-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
115-26 |
116-01 |
0-07 |
0.2% |
113-03 |
| High |
116-16 |
116-18 |
0-02 |
0.1% |
116-06 |
| Low |
115-09 |
115-18 |
0-09 |
0.2% |
112-12 |
| Close |
115-22 |
115-30 |
0-08 |
0.2% |
115-14 |
| Range |
1-07 |
1-00 |
-0-07 |
-17.9% |
3-26 |
| ATR |
1-22 |
1-21 |
-0-02 |
-2.9% |
0-00 |
| Volume |
259,055 |
413,578 |
154,523 |
59.6% |
49,314 |
|
| Daily Pivots for day following 22-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-01 |
118-15 |
116-16 |
|
| R3 |
118-01 |
117-15 |
116-07 |
|
| R2 |
117-01 |
117-01 |
116-04 |
|
| R1 |
116-15 |
116-15 |
116-01 |
116-08 |
| PP |
116-01 |
116-01 |
116-01 |
115-29 |
| S1 |
115-15 |
115-15 |
115-27 |
115-08 |
| S2 |
115-01 |
115-01 |
115-24 |
|
| S3 |
114-01 |
114-15 |
115-21 |
|
| S4 |
113-01 |
113-15 |
115-12 |
|
|
| 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 |
116-18 |
114-10 |
2-08 |
1.9% |
1-08 |
1.1% |
72% |
True |
False |
160,496 |
| 10 |
116-18 |
112-12 |
4-06 |
3.6% |
1-19 |
1.4% |
85% |
True |
False |
81,666 |
| 20 |
116-18 |
107-27 |
8-23 |
7.5% |
1-22 |
1.4% |
93% |
True |
False |
41,477 |
| 40 |
116-18 |
107-03 |
9-15 |
8.2% |
1-24 |
1.5% |
93% |
True |
False |
20,884 |
| 60 |
122-18 |
107-03 |
15-15 |
13.3% |
1-14 |
1.2% |
57% |
False |
False |
13,939 |
| 80 |
123-01 |
107-03 |
15-30 |
13.7% |
1-03 |
1.0% |
55% |
False |
False |
10,454 |
| 100 |
128-00 |
107-03 |
20-29 |
18.0% |
0-29 |
0.8% |
42% |
False |
False |
8,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-26 |
|
2.618 |
119-06 |
|
1.618 |
118-06 |
|
1.000 |
117-18 |
|
0.618 |
117-06 |
|
HIGH |
116-18 |
|
0.618 |
116-06 |
|
0.500 |
116-02 |
|
0.382 |
115-30 |
|
LOW |
115-18 |
|
0.618 |
114-30 |
|
1.000 |
114-18 |
|
1.618 |
113-30 |
|
2.618 |
112-30 |
|
4.250 |
111-10 |
|
|
| Fisher Pivots for day following 22-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-02 |
115-27 |
| PP |
116-01 |
115-24 |
| S1 |
115-31 |
115-20 |
|