ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 11-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2023 |
11-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
120-01 |
119-04 |
-0-29 |
-0.8% |
118-15 |
| High |
120-04 |
119-05 |
-0-31 |
-0.8% |
120-25 |
| Low |
118-14 |
118-09 |
-0-05 |
-0.1% |
117-09 |
| Close |
119-00 |
119-00 |
0-00 |
0.0% |
119-00 |
| Range |
1-22 |
0-28 |
-0-26 |
-48.1% |
3-16 |
| ATR |
1-19 |
1-18 |
-0-02 |
-3.2% |
0-00 |
| Volume |
522,213 |
308,355 |
-213,858 |
-41.0% |
2,406,232 |
|
| Daily Pivots for day following 11-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-14 |
121-03 |
119-15 |
|
| R3 |
120-18 |
120-07 |
119-08 |
|
| R2 |
119-22 |
119-22 |
119-05 |
|
| R1 |
119-11 |
119-11 |
119-03 |
119-02 |
| PP |
118-26 |
118-26 |
118-26 |
118-22 |
| S1 |
118-15 |
118-15 |
118-29 |
118-06 |
| S2 |
117-30 |
117-30 |
118-27 |
|
| S3 |
117-02 |
117-19 |
118-24 |
|
| S4 |
116-06 |
116-23 |
118-17 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-17 |
127-24 |
120-30 |
|
| R3 |
126-01 |
124-08 |
119-31 |
|
| R2 |
122-17 |
122-17 |
119-21 |
|
| R1 |
120-24 |
120-24 |
119-10 |
121-20 |
| PP |
119-01 |
119-01 |
119-01 |
119-15 |
| S1 |
117-08 |
117-08 |
118-22 |
118-04 |
| S2 |
115-17 |
115-17 |
118-11 |
|
| S3 |
112-01 |
113-24 |
118-01 |
|
| S4 |
108-17 |
110-08 |
117-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-25 |
117-27 |
2-30 |
2.5% |
1-14 |
1.2% |
39% |
False |
False |
459,151 |
| 10 |
120-25 |
115-20 |
5-05 |
4.3% |
1-13 |
1.2% |
65% |
False |
False |
506,431 |
| 20 |
120-25 |
112-12 |
8-13 |
7.1% |
1-14 |
1.2% |
79% |
False |
False |
335,955 |
| 40 |
120-25 |
107-03 |
13-22 |
11.5% |
1-20 |
1.4% |
87% |
False |
False |
168,498 |
| 60 |
120-25 |
107-03 |
13-22 |
11.5% |
1-20 |
1.4% |
87% |
False |
False |
112,389 |
| 80 |
122-18 |
107-03 |
15-15 |
13.0% |
1-10 |
1.1% |
77% |
False |
False |
84,293 |
| 100 |
126-24 |
107-03 |
19-21 |
16.5% |
1-02 |
0.9% |
61% |
False |
False |
67,434 |
| 120 |
128-16 |
107-03 |
21-13 |
18.0% |
0-28 |
0.7% |
56% |
False |
False |
56,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-28 |
|
2.618 |
121-14 |
|
1.618 |
120-18 |
|
1.000 |
120-01 |
|
0.618 |
119-22 |
|
HIGH |
119-05 |
|
0.618 |
118-26 |
|
0.500 |
118-23 |
|
0.382 |
118-20 |
|
LOW |
118-09 |
|
0.618 |
117-24 |
|
1.000 |
117-13 |
|
1.618 |
116-28 |
|
2.618 |
116-00 |
|
4.250 |
114-18 |
|
|
| Fisher Pivots for day following 11-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
118-29 |
119-17 |
| PP |
118-26 |
119-11 |
| S1 |
118-23 |
119-06 |
|