ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 21-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2023 |
21-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
115-10 |
115-25 |
0-15 |
0.4% |
113-03 |
| High |
116-02 |
116-14 |
0-12 |
0.3% |
116-05 |
| Low |
114-22 |
115-08 |
0-18 |
0.5% |
112-12 |
| Close |
115-26 |
115-20 |
-0-06 |
-0.2% |
115-13 |
| Range |
1-12 |
1-06 |
-0-06 |
-13.6% |
3-25 |
| ATR |
1-25 |
1-24 |
-0-01 |
-2.4% |
0-00 |
| Volume |
512,825 |
663,042 |
150,217 |
29.3% |
2,365,931 |
|
| Daily Pivots for day following 21-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-11 |
118-21 |
116-09 |
|
| R3 |
118-05 |
117-15 |
115-30 |
|
| R2 |
116-31 |
116-31 |
115-27 |
|
| R1 |
116-09 |
116-09 |
115-23 |
116-01 |
| PP |
115-25 |
115-25 |
115-25 |
115-20 |
| S1 |
115-03 |
115-03 |
115-17 |
114-27 |
| S2 |
114-19 |
114-19 |
115-13 |
|
| S3 |
113-13 |
113-29 |
115-10 |
|
| S4 |
112-07 |
112-23 |
114-31 |
|
|
| 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 |
116-14 |
113-30 |
2-16 |
2.2% |
1-13 |
1.2% |
68% |
True |
False |
524,571 |
| 10 |
116-14 |
112-12 |
4-02 |
3.5% |
1-23 |
1.5% |
80% |
True |
False |
518,192 |
| 20 |
116-14 |
107-28 |
8-18 |
7.4% |
1-25 |
1.5% |
91% |
True |
False |
542,617 |
| 40 |
116-14 |
107-04 |
9-10 |
8.1% |
1-27 |
1.6% |
91% |
True |
False |
566,425 |
| 60 |
121-31 |
107-04 |
14-27 |
12.8% |
1-20 |
1.4% |
57% |
False |
False |
503,569 |
| 80 |
124-27 |
107-04 |
17-23 |
15.3% |
1-18 |
1.4% |
48% |
False |
False |
402,066 |
| 100 |
128-00 |
107-04 |
20-28 |
18.1% |
1-16 |
1.3% |
41% |
False |
False |
321,691 |
| 120 |
128-27 |
107-04 |
21-23 |
18.8% |
1-11 |
1.2% |
39% |
False |
False |
268,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-16 |
|
2.618 |
119-17 |
|
1.618 |
118-11 |
|
1.000 |
117-20 |
|
0.618 |
117-05 |
|
HIGH |
116-14 |
|
0.618 |
115-31 |
|
0.500 |
115-27 |
|
0.382 |
115-23 |
|
LOW |
115-08 |
|
0.618 |
114-17 |
|
1.000 |
114-02 |
|
1.618 |
113-11 |
|
2.618 |
112-05 |
|
4.250 |
110-06 |
|
|
| Fisher Pivots for day following 21-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-27 |
115-19 |
| PP |
115-25 |
115-19 |
| S1 |
115-22 |
115-18 |
|