ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
117-16 |
116-23 |
-0-25 |
-0.7% |
115-00 |
| High |
117-24 |
118-17 |
0-25 |
0.7% |
118-17 |
| Low |
116-05 |
116-13 |
0-08 |
0.2% |
114-17 |
| Close |
116-14 |
118-05 |
1-23 |
1.5% |
118-05 |
| Range |
1-19 |
2-04 |
0-17 |
33.3% |
4-00 |
| ATR |
1-18 |
1-19 |
0-01 |
2.5% |
0-00 |
| Volume |
658,553 |
585,888 |
-72,665 |
-11.0% |
3,020,604 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-02 |
123-08 |
119-10 |
|
| R3 |
121-30 |
121-04 |
118-24 |
|
| R2 |
119-26 |
119-26 |
118-17 |
|
| R1 |
119-00 |
119-00 |
118-11 |
119-13 |
| PP |
117-22 |
117-22 |
117-22 |
117-29 |
| S1 |
116-28 |
116-28 |
117-31 |
117-09 |
| S2 |
115-18 |
115-18 |
117-25 |
|
| S3 |
113-14 |
114-24 |
117-18 |
|
| S4 |
111-10 |
112-20 |
117-00 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-02 |
127-20 |
120-11 |
|
| R3 |
125-02 |
123-20 |
119-08 |
|
| R2 |
121-02 |
121-02 |
118-28 |
|
| R1 |
119-20 |
119-20 |
118-17 |
120-11 |
| PP |
117-02 |
117-02 |
117-02 |
117-14 |
| S1 |
115-20 |
115-20 |
117-25 |
116-11 |
| S2 |
113-02 |
113-02 |
117-14 |
|
| S3 |
109-02 |
111-20 |
117-02 |
|
| S4 |
105-02 |
107-20 |
115-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-17 |
114-17 |
4-00 |
3.4% |
1-16 |
1.3% |
91% |
True |
False |
604,120 |
| 10 |
118-17 |
114-17 |
4-00 |
3.4% |
1-12 |
1.2% |
91% |
True |
False |
398,210 |
| 20 |
118-17 |
112-12 |
6-05 |
5.2% |
1-19 |
1.4% |
94% |
True |
False |
200,657 |
| 40 |
118-17 |
107-03 |
11-14 |
9.7% |
1-23 |
1.5% |
97% |
True |
False |
100,657 |
| 60 |
121-01 |
107-03 |
13-30 |
11.8% |
1-17 |
1.3% |
79% |
False |
False |
67,146 |
| 80 |
123-00 |
107-03 |
15-29 |
13.5% |
1-07 |
1.0% |
70% |
False |
False |
50,361 |
| 100 |
128-00 |
107-03 |
20-29 |
17.7% |
1-00 |
0.8% |
53% |
False |
False |
40,288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-18 |
|
2.618 |
124-03 |
|
1.618 |
121-31 |
|
1.000 |
120-21 |
|
0.618 |
119-27 |
|
HIGH |
118-17 |
|
0.618 |
117-23 |
|
0.500 |
117-15 |
|
0.382 |
117-07 |
|
LOW |
116-13 |
|
0.618 |
115-03 |
|
1.000 |
114-09 |
|
1.618 |
112-31 |
|
2.618 |
110-27 |
|
4.250 |
107-12 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
117-30 |
117-28 |
| PP |
117-22 |
117-20 |
| S1 |
117-15 |
117-11 |
|