ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 05-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2023 |
05-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
118-15 |
117-29 |
-0-18 |
-0.5% |
115-00 |
| High |
118-16 |
119-17 |
1-01 |
0.9% |
118-17 |
| Low |
117-09 |
117-27 |
0-18 |
0.5% |
114-17 |
| Close |
117-18 |
119-13 |
1-27 |
1.6% |
118-05 |
| Range |
1-07 |
1-22 |
0-15 |
38.5% |
4-00 |
| ATR |
1-19 |
1-19 |
0-01 |
1.8% |
0-00 |
| Volume |
418,830 |
501,048 |
82,218 |
19.6% |
3,020,604 |
|
| Daily Pivots for day following 05-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-00 |
123-12 |
120-11 |
|
| R3 |
122-10 |
121-22 |
119-28 |
|
| R2 |
120-20 |
120-20 |
119-23 |
|
| R1 |
120-00 |
120-00 |
119-18 |
120-10 |
| PP |
118-30 |
118-30 |
118-30 |
119-02 |
| S1 |
118-10 |
118-10 |
119-08 |
118-20 |
| S2 |
117-08 |
117-08 |
119-03 |
|
| S3 |
115-18 |
116-20 |
118-30 |
|
| S4 |
113-28 |
114-30 |
118-15 |
|
|
| 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 |
119-17 |
116-05 |
3-12 |
2.8% |
1-17 |
1.3% |
96% |
True |
False |
547,772 |
| 10 |
119-17 |
114-17 |
5-00 |
4.2% |
1-13 |
1.2% |
98% |
True |
False |
478,504 |
| 20 |
119-17 |
112-12 |
7-05 |
6.0% |
1-19 |
1.3% |
98% |
True |
False |
246,593 |
| 40 |
119-17 |
107-03 |
12-14 |
10.4% |
1-22 |
1.4% |
99% |
True |
False |
123,650 |
| 60 |
120-19 |
107-03 |
13-16 |
11.3% |
1-19 |
1.3% |
91% |
False |
False |
82,477 |
| 80 |
122-18 |
107-03 |
15-15 |
13.0% |
1-08 |
1.0% |
80% |
False |
False |
61,859 |
| 100 |
128-00 |
107-03 |
20-29 |
17.5% |
1-00 |
0.8% |
59% |
False |
False |
49,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-22 |
|
2.618 |
123-30 |
|
1.618 |
122-08 |
|
1.000 |
121-07 |
|
0.618 |
120-18 |
|
HIGH |
119-17 |
|
0.618 |
118-28 |
|
0.500 |
118-22 |
|
0.382 |
118-16 |
|
LOW |
117-27 |
|
0.618 |
116-26 |
|
1.000 |
116-05 |
|
1.618 |
115-04 |
|
2.618 |
113-14 |
|
4.250 |
110-22 |
|
|
| Fisher Pivots for day following 05-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-05 |
118-30 |
| PP |
118-30 |
118-14 |
| S1 |
118-22 |
117-31 |
|