ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 12-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2023 |
12-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
119-04 |
119-01 |
-0-03 |
-0.1% |
118-15 |
| High |
119-05 |
120-09 |
1-04 |
0.9% |
120-25 |
| Low |
118-09 |
118-25 |
0-16 |
0.4% |
117-09 |
| Close |
119-00 |
119-16 |
0-16 |
0.4% |
119-00 |
| Range |
0-28 |
1-16 |
0-20 |
71.4% |
3-16 |
| ATR |
1-18 |
1-17 |
0-00 |
-0.2% |
0-00 |
| Volume |
308,355 |
468,515 |
160,160 |
51.9% |
2,406,232 |
|
| Daily Pivots for day following 12-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-01 |
123-08 |
120-10 |
|
| R3 |
122-17 |
121-24 |
119-29 |
|
| R2 |
121-01 |
121-01 |
119-25 |
|
| R1 |
120-08 |
120-08 |
119-20 |
120-20 |
| PP |
119-17 |
119-17 |
119-17 |
119-23 |
| S1 |
118-24 |
118-24 |
119-12 |
119-04 |
| S2 |
118-01 |
118-01 |
119-07 |
|
| S3 |
116-17 |
117-08 |
119-03 |
|
| S4 |
115-01 |
115-24 |
118-22 |
|
|
| 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 |
118-09 |
2-16 |
2.1% |
1-12 |
1.2% |
49% |
False |
False |
452,644 |
| 10 |
120-25 |
116-05 |
4-20 |
3.9% |
1-15 |
1.2% |
72% |
False |
False |
500,208 |
| 20 |
120-25 |
112-30 |
7-27 |
6.6% |
1-15 |
1.2% |
84% |
False |
False |
359,316 |
| 40 |
120-25 |
107-03 |
13-22 |
11.5% |
1-20 |
1.4% |
91% |
False |
False |
180,191 |
| 60 |
120-25 |
107-03 |
13-22 |
11.5% |
1-21 |
1.4% |
91% |
False |
False |
120,198 |
| 80 |
122-18 |
107-03 |
15-15 |
12.9% |
1-10 |
1.1% |
80% |
False |
False |
90,149 |
| 100 |
126-16 |
107-03 |
19-13 |
16.2% |
1-03 |
0.9% |
64% |
False |
False |
72,119 |
| 120 |
128-16 |
107-03 |
21-13 |
17.9% |
0-29 |
0.8% |
58% |
False |
False |
60,099 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-21 |
|
2.618 |
124-07 |
|
1.618 |
122-23 |
|
1.000 |
121-25 |
|
0.618 |
121-07 |
|
HIGH |
120-09 |
|
0.618 |
119-23 |
|
0.500 |
119-17 |
|
0.382 |
119-11 |
|
LOW |
118-25 |
|
0.618 |
117-27 |
|
1.000 |
117-09 |
|
1.618 |
116-11 |
|
2.618 |
114-27 |
|
4.250 |
112-13 |
|
|
| Fisher Pivots for day following 12-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-17 |
119-14 |
| PP |
119-17 |
119-11 |
| S1 |
119-16 |
119-09 |
|