ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 28-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
115-00 |
116-02 |
1-02 |
0.9% |
115-13 |
| High |
116-07 |
116-21 |
0-14 |
0.4% |
116-18 |
| Low |
114-17 |
115-20 |
1-03 |
1.0% |
114-23 |
| Close |
116-03 |
116-13 |
0-10 |
0.3% |
114-29 |
| Range |
1-22 |
1-01 |
-0-21 |
-38.9% |
1-27 |
| ATR |
1-21 |
1-19 |
-0-01 |
-2.7% |
0-00 |
| Volume |
670,876 |
530,744 |
-140,132 |
-20.9% |
934,604 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-10 |
118-29 |
116-31 |
|
| R3 |
118-09 |
117-28 |
116-22 |
|
| R2 |
117-08 |
117-08 |
116-19 |
|
| R1 |
116-27 |
116-27 |
116-16 |
117-02 |
| PP |
116-07 |
116-07 |
116-07 |
116-11 |
| S1 |
115-26 |
115-26 |
116-10 |
116-00 |
| S2 |
115-06 |
115-06 |
116-07 |
|
| S3 |
114-05 |
114-25 |
116-04 |
|
| S4 |
113-04 |
113-24 |
115-27 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-30 |
119-24 |
115-29 |
|
| R3 |
119-03 |
117-29 |
115-13 |
|
| R2 |
117-08 |
117-08 |
115-08 |
|
| R1 |
116-02 |
116-02 |
115-02 |
115-24 |
| PP |
115-13 |
115-13 |
115-13 |
115-07 |
| S1 |
114-07 |
114-07 |
114-24 |
113-28 |
| S2 |
113-18 |
113-18 |
114-18 |
|
| S3 |
111-23 |
112-12 |
114-13 |
|
| S4 |
109-28 |
110-17 |
113-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-21 |
114-17 |
2-04 |
1.8% |
1-09 |
1.1% |
88% |
True |
False |
409,236 |
| 10 |
116-21 |
112-30 |
3-23 |
3.2% |
1-16 |
1.3% |
93% |
True |
False |
218,424 |
| 20 |
116-21 |
108-18 |
8-03 |
7.0% |
1-22 |
1.4% |
97% |
True |
False |
110,019 |
| 40 |
116-21 |
107-03 |
9-18 |
8.2% |
1-24 |
1.5% |
97% |
True |
False |
55,218 |
| 60 |
121-01 |
107-03 |
13-30 |
12.0% |
1-16 |
1.3% |
67% |
False |
False |
36,830 |
| 80 |
123-01 |
107-03 |
15-30 |
13.7% |
1-05 |
1.0% |
58% |
False |
False |
27,623 |
| 100 |
128-00 |
107-03 |
20-29 |
18.0% |
0-30 |
0.8% |
45% |
False |
False |
22,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-01 |
|
2.618 |
119-11 |
|
1.618 |
118-10 |
|
1.000 |
117-22 |
|
0.618 |
117-09 |
|
HIGH |
116-21 |
|
0.618 |
116-08 |
|
0.500 |
116-04 |
|
0.382 |
116-01 |
|
LOW |
115-20 |
|
0.618 |
115-00 |
|
1.000 |
114-19 |
|
1.618 |
113-31 |
|
2.618 |
112-30 |
|
4.250 |
111-08 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-10 |
116-04 |
| PP |
116-07 |
115-28 |
| S1 |
116-04 |
115-19 |
|