ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 28-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2023 |
28-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
114-29 |
116-00 |
1-03 |
1.0% |
115-10 |
| High |
116-05 |
116-22 |
0-17 |
0.5% |
116-16 |
| Low |
114-15 |
115-21 |
1-06 |
1.0% |
114-22 |
| Close |
116-01 |
116-12 |
0-11 |
0.3% |
114-27 |
| Range |
1-22 |
1-01 |
-0-21 |
-38.9% |
1-26 |
| ATR |
1-22 |
1-20 |
-0-01 |
-2.8% |
0-00 |
| Volume |
864,919 |
547,748 |
-317,171 |
-36.7% |
2,293,218 |
|
| Daily Pivots for day following 28-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-11 |
118-28 |
116-30 |
|
| R3 |
118-10 |
117-27 |
116-21 |
|
| R2 |
117-09 |
117-09 |
116-18 |
|
| R1 |
116-26 |
116-26 |
116-15 |
117-02 |
| PP |
116-08 |
116-08 |
116-08 |
116-11 |
| S1 |
115-25 |
115-25 |
116-09 |
116-00 |
| S2 |
115-07 |
115-07 |
116-06 |
|
| S3 |
114-06 |
114-24 |
116-03 |
|
| S4 |
113-05 |
113-23 |
115-26 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-25 |
119-20 |
115-27 |
|
| R3 |
118-31 |
117-26 |
115-11 |
|
| R2 |
117-05 |
117-05 |
115-06 |
|
| R1 |
116-00 |
116-00 |
115-00 |
115-22 |
| PP |
115-11 |
115-11 |
115-11 |
115-06 |
| S1 |
114-06 |
114-06 |
114-22 |
113-28 |
| S2 |
113-17 |
113-17 |
114-16 |
|
| S3 |
111-23 |
112-12 |
114-11 |
|
| S4 |
109-29 |
110-18 |
113-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-22 |
114-15 |
2-07 |
1.9% |
1-09 |
1.1% |
86% |
True |
False |
638,612 |
| 10 |
116-22 |
112-30 |
3-24 |
3.2% |
1-16 |
1.3% |
92% |
True |
False |
573,176 |
| 20 |
116-22 |
108-18 |
8-04 |
7.0% |
1-23 |
1.5% |
96% |
True |
False |
572,108 |
| 40 |
116-22 |
107-04 |
9-18 |
8.2% |
1-26 |
1.5% |
97% |
True |
False |
559,072 |
| 60 |
120-08 |
107-04 |
13-04 |
11.3% |
1-20 |
1.4% |
70% |
False |
False |
517,846 |
| 80 |
123-23 |
107-04 |
16-19 |
14.3% |
1-17 |
1.3% |
56% |
False |
False |
433,472 |
| 100 |
128-00 |
107-04 |
20-28 |
17.9% |
1-16 |
1.3% |
44% |
False |
False |
346,990 |
| 120 |
128-27 |
107-04 |
21-23 |
18.7% |
1-12 |
1.2% |
43% |
False |
False |
289,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-02 |
|
2.618 |
119-12 |
|
1.618 |
118-11 |
|
1.000 |
117-23 |
|
0.618 |
117-10 |
|
HIGH |
116-22 |
|
0.618 |
116-09 |
|
0.500 |
116-06 |
|
0.382 |
116-02 |
|
LOW |
115-21 |
|
0.618 |
115-01 |
|
1.000 |
114-20 |
|
1.618 |
114-00 |
|
2.618 |
112-31 |
|
4.250 |
111-09 |
|
|
| Fisher Pivots for day following 28-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-10 |
116-04 |
| PP |
116-08 |
115-27 |
| S1 |
116-06 |
115-18 |
|