ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 17-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2023 |
17-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
114-08 |
115-09 |
1-01 |
0.9% |
113-03 |
| High |
115-18 |
116-05 |
0-19 |
0.5% |
116-05 |
| Low |
114-06 |
114-27 |
0-21 |
0.6% |
112-12 |
| Close |
115-10 |
115-13 |
0-03 |
0.1% |
115-13 |
| Range |
1-12 |
1-10 |
-0-02 |
-4.5% |
3-25 |
| ATR |
1-28 |
1-26 |
-0-01 |
-2.1% |
0-00 |
| Volume |
461,014 |
445,292 |
-15,722 |
-3.4% |
2,365,931 |
|
| Daily Pivots for day following 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-13 |
118-23 |
116-04 |
|
| R3 |
118-03 |
117-13 |
115-25 |
|
| R2 |
116-25 |
116-25 |
115-21 |
|
| R1 |
116-03 |
116-03 |
115-17 |
116-14 |
| PP |
115-15 |
115-15 |
115-15 |
115-20 |
| S1 |
114-25 |
114-25 |
115-09 |
115-04 |
| S2 |
114-05 |
114-05 |
115-05 |
|
| S3 |
112-27 |
113-15 |
115-01 |
|
| S4 |
111-17 |
112-05 |
114-22 |
|
|
| Weekly Pivots for week ending 17-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-00 |
124-15 |
117-16 |
|
| R3 |
122-07 |
120-22 |
116-14 |
|
| R2 |
118-14 |
118-14 |
116-03 |
|
| R1 |
116-29 |
116-29 |
115-24 |
117-22 |
| PP |
114-21 |
114-21 |
114-21 |
115-01 |
| S1 |
113-04 |
113-04 |
115-02 |
113-28 |
| S2 |
110-28 |
110-28 |
114-23 |
|
| S3 |
107-03 |
109-11 |
114-12 |
|
| S4 |
103-10 |
105-18 |
113-10 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-05 |
112-12 |
3-25 |
3.3% |
1-21 |
1.4% |
80% |
True |
False |
473,186 |
| 10 |
116-05 |
112-12 |
3-25 |
3.3% |
1-24 |
1.5% |
80% |
True |
False |
488,073 |
| 20 |
116-05 |
107-04 |
9-01 |
7.8% |
1-28 |
1.6% |
92% |
True |
False |
542,575 |
| 40 |
117-00 |
107-04 |
9-28 |
8.6% |
1-28 |
1.6% |
84% |
False |
False |
563,649 |
| 60 |
121-31 |
107-04 |
14-27 |
12.9% |
1-20 |
1.4% |
56% |
False |
False |
499,354 |
| 80 |
125-02 |
107-04 |
17-30 |
15.5% |
1-18 |
1.4% |
46% |
False |
False |
387,390 |
| 100 |
128-08 |
107-04 |
21-04 |
18.3% |
1-16 |
1.3% |
39% |
False |
False |
309,933 |
| 120 |
129-09 |
107-04 |
22-05 |
19.2% |
1-11 |
1.2% |
37% |
False |
False |
258,278 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-24 |
|
2.618 |
119-19 |
|
1.618 |
118-09 |
|
1.000 |
117-15 |
|
0.618 |
116-31 |
|
HIGH |
116-05 |
|
0.618 |
115-21 |
|
0.500 |
115-16 |
|
0.382 |
115-11 |
|
LOW |
114-27 |
|
0.618 |
114-01 |
|
1.000 |
113-17 |
|
1.618 |
112-23 |
|
2.618 |
111-13 |
|
4.250 |
109-08 |
|
|
| Fisher Pivots for day following 17-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-16 |
115-09 |
| PP |
115-15 |
115-05 |
| S1 |
115-14 |
115-02 |
|