ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
119-01 |
120-00 |
0-31 |
0.8% |
117-29 |
| High |
119-30 |
122-01 |
2-03 |
1.7% |
120-25 |
| Low |
119-00 |
119-20 |
0-20 |
0.5% |
117-15 |
| Close |
119-23 |
121-27 |
2-04 |
1.8% |
119-07 |
| Range |
0-30 |
2-13 |
1-15 |
156.7% |
3-10 |
| ATR |
1-03 |
1-06 |
0-03 |
8.4% |
0-00 |
| Volume |
6 |
12 |
6 |
100.0% |
42 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-12 |
127-17 |
123-05 |
|
| R3 |
125-31 |
125-04 |
122-16 |
|
| R2 |
123-18 |
123-18 |
122-09 |
|
| R1 |
122-23 |
122-23 |
122-02 |
123-04 |
| PP |
121-05 |
121-05 |
121-05 |
121-12 |
| S1 |
120-10 |
120-10 |
121-20 |
120-24 |
| S2 |
118-24 |
118-24 |
121-13 |
|
| S3 |
116-11 |
117-29 |
121-06 |
|
| S4 |
113-30 |
115-16 |
120-17 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-03 |
127-15 |
121-01 |
|
| R3 |
125-25 |
124-05 |
120-04 |
|
| R2 |
122-15 |
122-15 |
119-26 |
|
| R1 |
120-27 |
120-27 |
119-17 |
121-21 |
| PP |
119-05 |
119-05 |
119-05 |
119-18 |
| S1 |
117-17 |
117-17 |
118-29 |
118-11 |
| S2 |
115-27 |
115-27 |
118-20 |
|
| S3 |
112-17 |
114-07 |
118-10 |
|
| S4 |
109-07 |
110-29 |
117-13 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-08 |
|
2.618 |
128-11 |
|
1.618 |
125-30 |
|
1.000 |
124-14 |
|
0.618 |
123-17 |
|
HIGH |
122-01 |
|
0.618 |
121-04 |
|
0.500 |
120-26 |
|
0.382 |
120-17 |
|
LOW |
119-20 |
|
0.618 |
118-04 |
|
1.000 |
117-07 |
|
1.618 |
115-23 |
|
2.618 |
113-10 |
|
4.250 |
109-13 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
121-16 |
121-10 |
| PP |
121-05 |
120-26 |
| S1 |
120-26 |
120-09 |
|