ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 07-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2023 |
07-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
119-15 |
120-20 |
1-05 |
1.0% |
114-29 |
| High |
120-24 |
120-22 |
-0-02 |
-0.1% |
118-15 |
| Low |
119-02 |
119-21 |
0-19 |
0.5% |
114-15 |
| Close |
120-18 |
120-09 |
-0-09 |
-0.2% |
118-05 |
| Range |
1-22 |
1-01 |
-0-21 |
-38.9% |
4-00 |
| ATR |
1-20 |
1-19 |
-0-01 |
-2.6% |
0-00 |
| Volume |
732 |
906 |
174 |
23.8% |
1,543,236 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-10 |
122-26 |
120-27 |
|
| R3 |
122-09 |
121-25 |
120-18 |
|
| R2 |
121-08 |
121-08 |
120-15 |
|
| R1 |
120-24 |
120-24 |
120-12 |
120-16 |
| PP |
120-07 |
120-07 |
120-07 |
120-02 |
| S1 |
119-23 |
119-23 |
120-06 |
119-14 |
| S2 |
119-06 |
119-06 |
120-03 |
|
| S3 |
118-05 |
118-22 |
120-00 |
|
| S4 |
117-04 |
117-21 |
119-23 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-01 |
127-19 |
120-11 |
|
| R3 |
125-01 |
123-19 |
119-08 |
|
| R2 |
121-01 |
121-01 |
118-28 |
|
| R1 |
119-19 |
119-19 |
118-17 |
120-10 |
| PP |
117-01 |
117-01 |
117-01 |
117-12 |
| S1 |
115-19 |
115-19 |
117-25 |
116-10 |
| S2 |
113-01 |
113-01 |
117-14 |
|
| S3 |
109-01 |
111-19 |
117-02 |
|
| S4 |
105-01 |
107-19 |
115-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-24 |
116-13 |
4-11 |
3.6% |
1-16 |
1.2% |
89% |
False |
False |
2,552 |
| 10 |
120-24 |
114-15 |
6-09 |
5.2% |
1-14 |
1.2% |
93% |
False |
False |
192,293 |
| 20 |
120-24 |
112-12 |
8-12 |
7.0% |
1-17 |
1.3% |
94% |
False |
False |
367,740 |
| 40 |
120-24 |
107-04 |
13-20 |
11.3% |
1-23 |
1.4% |
97% |
False |
False |
461,287 |
| 60 |
120-24 |
107-04 |
13-20 |
11.3% |
1-22 |
1.4% |
97% |
False |
False |
484,928 |
| 80 |
121-31 |
107-04 |
14-27 |
12.3% |
1-18 |
1.3% |
89% |
False |
False |
434,680 |
| 100 |
128-00 |
107-04 |
20-28 |
17.4% |
1-17 |
1.3% |
63% |
False |
False |
348,365 |
| 120 |
128-27 |
107-04 |
21-23 |
18.1% |
1-14 |
1.2% |
61% |
False |
False |
290,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-02 |
|
2.618 |
123-12 |
|
1.618 |
122-11 |
|
1.000 |
121-23 |
|
0.618 |
121-10 |
|
HIGH |
120-22 |
|
0.618 |
120-09 |
|
0.500 |
120-06 |
|
0.382 |
120-02 |
|
LOW |
119-21 |
|
0.618 |
119-01 |
|
1.000 |
118-20 |
|
1.618 |
118-00 |
|
2.618 |
116-31 |
|
4.250 |
115-09 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
120-08 |
119-31 |
| PP |
120-07 |
119-20 |
| S1 |
120-06 |
119-10 |
|