ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 14-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2023 |
14-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
119-15 |
121-24 |
2-09 |
1.9% |
118-15 |
| High |
121-29 |
123-30 |
2-01 |
1.7% |
120-25 |
| Low |
119-13 |
121-23 |
2-10 |
1.9% |
117-09 |
| Close |
121-21 |
123-14 |
1-25 |
1.5% |
119-00 |
| Range |
2-16 |
2-07 |
-0-09 |
-11.3% |
3-16 |
| ATR |
1-20 |
1-21 |
0-02 |
3.0% |
0-00 |
| Volume |
534,094 |
760,952 |
226,858 |
42.5% |
2,406,232 |
|
| Daily Pivots for day following 14-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-22 |
128-25 |
124-21 |
|
| R3 |
127-15 |
126-18 |
124-02 |
|
| R2 |
125-08 |
125-08 |
123-27 |
|
| R1 |
124-11 |
124-11 |
123-21 |
124-26 |
| PP |
123-01 |
123-01 |
123-01 |
123-08 |
| S1 |
122-04 |
122-04 |
123-07 |
122-18 |
| S2 |
120-26 |
120-26 |
123-01 |
|
| S3 |
118-19 |
119-29 |
122-26 |
|
| S4 |
116-12 |
117-22 |
122-07 |
|
|
| 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 |
123-30 |
118-09 |
5-21 |
4.6% |
1-24 |
1.4% |
91% |
True |
False |
518,825 |
| 10 |
123-30 |
116-13 |
7-17 |
6.1% |
1-21 |
1.4% |
93% |
True |
False |
506,403 |
| 20 |
123-30 |
114-10 |
9-20 |
7.8% |
1-16 |
1.2% |
95% |
True |
False |
423,658 |
| 40 |
123-30 |
107-03 |
16-27 |
13.6% |
1-21 |
1.3% |
97% |
True |
False |
212,558 |
| 60 |
123-30 |
107-03 |
16-27 |
13.6% |
1-22 |
1.4% |
97% |
True |
False |
141,781 |
| 80 |
123-30 |
107-03 |
16-27 |
13.6% |
1-12 |
1.1% |
97% |
True |
False |
106,337 |
| 100 |
126-16 |
107-03 |
19-13 |
15.7% |
1-04 |
0.9% |
84% |
False |
False |
85,070 |
| 120 |
128-16 |
107-03 |
21-13 |
17.3% |
0-30 |
0.8% |
76% |
False |
False |
70,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-12 |
|
2.618 |
129-24 |
|
1.618 |
127-17 |
|
1.000 |
126-05 |
|
0.618 |
125-10 |
|
HIGH |
123-30 |
|
0.618 |
123-03 |
|
0.500 |
122-26 |
|
0.382 |
122-18 |
|
LOW |
121-23 |
|
0.618 |
120-11 |
|
1.000 |
119-16 |
|
1.618 |
118-04 |
|
2.618 |
115-29 |
|
4.250 |
112-09 |
|
|
| Fisher Pivots for day following 14-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
123-08 |
122-24 |
| PP |
123-01 |
122-02 |
| S1 |
122-26 |
121-12 |
|