ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 01-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2023 |
01-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
117-20 |
116-28 |
-0-24 |
-0.6% |
115-05 |
| High |
117-24 |
118-16 |
0-24 |
0.6% |
118-16 |
| Low |
116-13 |
116-21 |
0-08 |
0.2% |
114-29 |
| Close |
116-21 |
118-12 |
1-23 |
1.5% |
118-12 |
| Range |
1-11 |
1-27 |
0-16 |
37.2% |
3-19 |
| ATR |
1-00 |
1-02 |
0-02 |
5.9% |
0-00 |
| Volume |
17 |
7 |
-10 |
-58.8% |
270 |
|
| Daily Pivots for day following 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-12 |
122-23 |
119-12 |
|
| R3 |
121-17 |
120-28 |
118-28 |
|
| R2 |
119-22 |
119-22 |
118-23 |
|
| R1 |
119-01 |
119-01 |
118-17 |
119-12 |
| PP |
117-27 |
117-27 |
117-27 |
118-00 |
| S1 |
117-06 |
117-06 |
118-07 |
117-16 |
| S2 |
116-00 |
116-00 |
118-01 |
|
| S3 |
114-05 |
115-11 |
117-28 |
|
| S4 |
112-10 |
113-16 |
117-12 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-01 |
126-26 |
120-11 |
|
| R3 |
124-14 |
123-07 |
119-12 |
|
| R2 |
120-27 |
120-27 |
119-01 |
|
| R1 |
119-20 |
119-20 |
118-23 |
120-08 |
| PP |
117-08 |
117-08 |
117-08 |
117-18 |
| S1 |
116-01 |
116-01 |
118-01 |
116-20 |
| S2 |
113-21 |
113-21 |
117-23 |
|
| S3 |
110-02 |
112-14 |
117-12 |
|
| S4 |
106-15 |
108-27 |
116-13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-11 |
|
2.618 |
123-10 |
|
1.618 |
121-15 |
|
1.000 |
120-11 |
|
0.618 |
119-20 |
|
HIGH |
118-16 |
|
0.618 |
117-25 |
|
0.500 |
117-18 |
|
0.382 |
117-12 |
|
LOW |
116-21 |
|
0.618 |
115-17 |
|
1.000 |
114-26 |
|
1.618 |
113-22 |
|
2.618 |
111-27 |
|
4.250 |
108-26 |
|
|
| Fisher Pivots for day following 01-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
118-04 |
118-02 |
| PP |
117-27 |
117-24 |
| S1 |
117-18 |
117-14 |
|