ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 27-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
115-28 |
115-05 |
-0-23 |
-0.6% |
116-04 |
| High |
115-31 |
116-11 |
0-12 |
0.3% |
116-15 |
| Low |
115-01 |
114-29 |
-0-04 |
-0.1% |
115-01 |
| Close |
115-05 |
116-11 |
1-06 |
1.0% |
115-05 |
| Range |
0-30 |
1-14 |
0-16 |
53.3% |
1-14 |
| ATR |
0-31 |
1-00 |
0-01 |
3.3% |
0-00 |
| Volume |
88 |
170 |
82 |
93.2% |
90 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-06 |
119-22 |
117-04 |
|
| R3 |
118-24 |
118-08 |
116-24 |
|
| R2 |
117-10 |
117-10 |
116-19 |
|
| R1 |
116-26 |
116-26 |
116-15 |
117-02 |
| PP |
115-28 |
115-28 |
115-28 |
116-00 |
| S1 |
115-12 |
115-12 |
116-07 |
115-20 |
| S2 |
114-14 |
114-14 |
116-03 |
|
| S3 |
113-00 |
113-30 |
115-30 |
|
| S4 |
111-18 |
112-16 |
115-18 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-28 |
118-30 |
115-30 |
|
| R3 |
118-14 |
117-16 |
115-18 |
|
| R2 |
117-00 |
117-00 |
115-13 |
|
| R1 |
116-02 |
116-02 |
115-09 |
115-26 |
| PP |
115-18 |
115-18 |
115-18 |
115-14 |
| S1 |
114-20 |
114-20 |
115-01 |
114-12 |
| S2 |
114-04 |
114-04 |
114-29 |
|
| S3 |
112-22 |
113-06 |
114-24 |
|
| S4 |
111-08 |
111-24 |
114-12 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-14 |
|
2.618 |
120-03 |
|
1.618 |
118-21 |
|
1.000 |
117-25 |
|
0.618 |
117-07 |
|
HIGH |
116-11 |
|
0.618 |
115-25 |
|
0.500 |
115-20 |
|
0.382 |
115-15 |
|
LOW |
114-29 |
|
0.618 |
114-01 |
|
1.000 |
113-15 |
|
1.618 |
112-19 |
|
2.618 |
111-05 |
|
4.250 |
108-26 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-03 |
116-04 |
| PP |
115-28 |
115-29 |
| S1 |
115-20 |
115-22 |
|