ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 08-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
112-24 |
114-00 |
1-08 |
1.1% |
109-22 |
| High |
114-11 |
115-12 |
1-01 |
0.9% |
114-27 |
| Low |
112-15 |
113-15 |
1-00 |
0.9% |
108-16 |
| Close |
113-31 |
114-26 |
0-27 |
0.7% |
113-21 |
| Range |
1-28 |
1-29 |
0-01 |
1.7% |
6-11 |
| ATR |
1-27 |
1-28 |
0-00 |
0.2% |
0-00 |
| Volume |
457,728 |
494,936 |
37,208 |
8.1% |
3,297,547 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-09 |
119-14 |
115-28 |
|
| R3 |
118-12 |
117-17 |
115-11 |
|
| R2 |
116-15 |
116-15 |
115-05 |
|
| R1 |
115-20 |
115-20 |
115-00 |
116-02 |
| PP |
114-18 |
114-18 |
114-18 |
114-24 |
| S1 |
113-23 |
113-23 |
114-20 |
114-04 |
| S2 |
112-21 |
112-21 |
114-15 |
|
| S3 |
110-24 |
111-26 |
114-09 |
|
| S4 |
108-27 |
109-29 |
113-24 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-12 |
128-27 |
117-05 |
|
| R3 |
125-01 |
122-16 |
115-13 |
|
| R2 |
118-22 |
118-22 |
114-26 |
|
| R1 |
116-05 |
116-05 |
114-08 |
117-14 |
| PP |
112-11 |
112-11 |
112-11 |
112-31 |
| S1 |
109-26 |
109-26 |
113-02 |
111-02 |
| S2 |
106-00 |
106-00 |
112-16 |
|
| S3 |
99-21 |
103-15 |
111-29 |
|
| S4 |
93-10 |
97-04 |
110-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-12 |
110-31 |
4-13 |
3.8% |
1-28 |
1.6% |
87% |
True |
False |
558,251 |
| 10 |
115-12 |
107-28 |
7-16 |
6.5% |
1-26 |
1.6% |
93% |
True |
False |
565,836 |
| 20 |
115-12 |
107-04 |
8-08 |
7.2% |
1-29 |
1.7% |
93% |
True |
False |
554,834 |
| 40 |
120-00 |
107-04 |
12-28 |
11.2% |
1-24 |
1.5% |
60% |
False |
False |
543,522 |
| 60 |
121-31 |
107-04 |
14-27 |
12.9% |
1-18 |
1.4% |
52% |
False |
False |
456,993 |
| 80 |
128-00 |
107-04 |
20-28 |
18.2% |
1-17 |
1.3% |
37% |
False |
False |
343,521 |
| 100 |
128-27 |
107-04 |
21-23 |
18.9% |
1-14 |
1.2% |
35% |
False |
False |
274,823 |
| 120 |
129-09 |
107-04 |
22-05 |
19.3% |
1-08 |
1.1% |
35% |
False |
False |
229,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-15 |
|
2.618 |
120-12 |
|
1.618 |
118-15 |
|
1.000 |
117-09 |
|
0.618 |
116-18 |
|
HIGH |
115-12 |
|
0.618 |
114-21 |
|
0.500 |
114-14 |
|
0.382 |
114-06 |
|
LOW |
113-15 |
|
0.618 |
112-09 |
|
1.000 |
111-18 |
|
1.618 |
110-12 |
|
2.618 |
108-15 |
|
4.250 |
105-12 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-22 |
114-16 |
| PP |
114-18 |
114-06 |
| S1 |
114-14 |
113-28 |
|