ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
116-21 |
117-16 |
0-27 |
0.7% |
115-13 |
| High |
117-18 |
117-24 |
0-06 |
0.2% |
116-18 |
| Low |
116-17 |
116-05 |
-0-12 |
-0.3% |
114-23 |
| Close |
117-14 |
116-14 |
-1-00 |
-0.9% |
114-29 |
| Range |
1-01 |
1-19 |
0-18 |
54.5% |
1-27 |
| ATR |
1-18 |
1-18 |
0-00 |
0.1% |
0-00 |
| Volume |
574,543 |
658,553 |
84,010 |
14.6% |
934,604 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-18 |
120-19 |
117-10 |
|
| R3 |
119-31 |
119-00 |
116-28 |
|
| R2 |
118-12 |
118-12 |
116-23 |
|
| R1 |
117-13 |
117-13 |
116-19 |
117-03 |
| PP |
116-25 |
116-25 |
116-25 |
116-20 |
| S1 |
115-26 |
115-26 |
116-09 |
115-16 |
| S2 |
115-06 |
115-06 |
116-05 |
|
| S3 |
113-19 |
114-07 |
116-00 |
|
| S4 |
112-00 |
112-20 |
115-18 |
|
|
| 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 |
117-24 |
114-17 |
3-07 |
2.8% |
1-12 |
1.2% |
59% |
True |
False |
521,329 |
| 10 |
117-24 |
114-10 |
3-14 |
3.0% |
1-10 |
1.1% |
62% |
True |
False |
340,912 |
| 20 |
117-24 |
110-30 |
6-26 |
5.9% |
1-19 |
1.4% |
81% |
True |
False |
171,567 |
| 40 |
117-24 |
107-03 |
10-21 |
9.2% |
1-22 |
1.5% |
88% |
True |
False |
86,011 |
| 60 |
121-01 |
107-03 |
13-30 |
12.0% |
1-16 |
1.3% |
67% |
False |
False |
57,381 |
| 80 |
123-01 |
107-03 |
15-30 |
13.7% |
1-06 |
1.0% |
59% |
False |
False |
43,037 |
| 100 |
128-00 |
107-03 |
20-29 |
18.0% |
0-31 |
0.8% |
45% |
False |
False |
34,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-17 |
|
2.618 |
121-30 |
|
1.618 |
120-11 |
|
1.000 |
119-11 |
|
0.618 |
118-24 |
|
HIGH |
117-24 |
|
0.618 |
117-05 |
|
0.500 |
116-30 |
|
0.382 |
116-24 |
|
LOW |
116-05 |
|
0.618 |
115-05 |
|
1.000 |
114-18 |
|
1.618 |
113-18 |
|
2.618 |
111-31 |
|
4.250 |
109-12 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-30 |
116-22 |
| PP |
116-25 |
116-19 |
| S1 |
116-20 |
116-17 |
|