ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
115-08 |
113-05 |
-2-03 |
-1.8% |
113-13 |
| High |
115-12 |
114-01 |
-1-11 |
-1.2% |
115-12 |
| Low |
112-12 |
112-22 |
0-10 |
0.3% |
112-12 |
| Close |
112-31 |
113-12 |
0-13 |
0.4% |
113-12 |
| Range |
3-00 |
1-11 |
-1-21 |
-55.2% |
3-00 |
| ATR |
1-30 |
1-29 |
-0-01 |
-2.2% |
0-00 |
| Volume |
695,153 |
450,035 |
-245,118 |
-35.3% |
2,514,802 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-13 |
116-23 |
114-04 |
|
| R3 |
116-02 |
115-12 |
113-24 |
|
| R2 |
114-23 |
114-23 |
113-20 |
|
| R1 |
114-01 |
114-01 |
113-16 |
114-12 |
| PP |
113-12 |
113-12 |
113-12 |
113-17 |
| S1 |
112-22 |
112-22 |
113-08 |
113-01 |
| S2 |
112-01 |
112-01 |
113-04 |
|
| S3 |
110-22 |
111-11 |
113-00 |
|
| S4 |
109-11 |
110-00 |
112-20 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-23 |
121-01 |
115-01 |
|
| R3 |
119-23 |
118-01 |
114-06 |
|
| R2 |
116-23 |
116-23 |
113-30 |
|
| R1 |
115-01 |
115-01 |
113-21 |
114-12 |
| PP |
113-23 |
113-23 |
113-23 |
113-12 |
| S1 |
112-01 |
112-01 |
113-03 |
111-12 |
| S2 |
110-23 |
110-23 |
112-26 |
|
| S3 |
107-23 |
109-01 |
112-18 |
|
| S4 |
104-23 |
106-01 |
111-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-12 |
112-12 |
3-00 |
2.6% |
1-27 |
1.6% |
33% |
False |
False |
502,960 |
| 10 |
115-12 |
108-16 |
6-28 |
6.1% |
1-30 |
1.7% |
71% |
False |
False |
581,234 |
| 20 |
115-12 |
107-04 |
8-08 |
7.3% |
1-28 |
1.6% |
76% |
False |
False |
554,343 |
| 40 |
119-00 |
107-04 |
11-28 |
10.5% |
1-26 |
1.6% |
53% |
False |
False |
555,213 |
| 60 |
121-31 |
107-04 |
14-27 |
13.1% |
1-19 |
1.4% |
42% |
False |
False |
474,788 |
| 80 |
127-08 |
107-04 |
20-04 |
17.8% |
1-17 |
1.4% |
31% |
False |
False |
357,835 |
| 100 |
128-27 |
107-04 |
21-23 |
19.2% |
1-15 |
1.3% |
29% |
False |
False |
286,274 |
| 120 |
129-09 |
107-04 |
22-05 |
19.5% |
1-09 |
1.1% |
28% |
False |
False |
238,562 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-24 |
|
2.618 |
117-18 |
|
1.618 |
116-07 |
|
1.000 |
115-12 |
|
0.618 |
114-28 |
|
HIGH |
114-01 |
|
0.618 |
113-17 |
|
0.500 |
113-12 |
|
0.382 |
113-06 |
|
LOW |
112-22 |
|
0.618 |
111-27 |
|
1.000 |
111-11 |
|
1.618 |
110-16 |
|
2.618 |
109-05 |
|
4.250 |
106-31 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-12 |
113-28 |
| PP |
113-12 |
113-23 |
| S1 |
113-12 |
113-17 |
|