ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 13-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
112-31 |
113-03 |
0-04 |
0.1% |
113-12 |
| High |
114-00 |
113-12 |
-0-20 |
-0.5% |
115-12 |
| Low |
112-23 |
112-12 |
-0-11 |
-0.3% |
112-13 |
| Close |
113-12 |
113-08 |
-0-04 |
-0.1% |
113-12 |
| Range |
1-09 |
1-00 |
-0-09 |
-22.0% |
2-31 |
| ATR |
1-26 |
1-25 |
-0-02 |
-3.2% |
0-00 |
| Volume |
1,793 |
1,298 |
-495 |
-27.6% |
8,049 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-00 |
115-20 |
113-26 |
|
| R3 |
115-00 |
114-20 |
113-17 |
|
| R2 |
114-00 |
114-00 |
113-14 |
|
| R1 |
113-20 |
113-20 |
113-11 |
113-26 |
| PP |
113-00 |
113-00 |
113-00 |
113-03 |
| S1 |
112-20 |
112-20 |
113-05 |
112-26 |
| S2 |
112-00 |
112-00 |
113-02 |
|
| S3 |
111-00 |
111-20 |
112-31 |
|
| S4 |
110-00 |
110-20 |
112-22 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-20 |
120-31 |
115-00 |
|
| R3 |
119-21 |
118-00 |
114-06 |
|
| R2 |
116-22 |
116-22 |
113-29 |
|
| R1 |
115-01 |
115-01 |
113-21 |
114-28 |
| PP |
113-23 |
113-23 |
113-23 |
113-20 |
| S1 |
112-02 |
112-02 |
113-03 |
111-28 |
| S2 |
110-24 |
110-24 |
112-27 |
|
| S3 |
107-25 |
109-03 |
112-18 |
|
| S4 |
104-26 |
106-04 |
111-24 |
|
|
| 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% |
1-26 |
1.6% |
29% |
False |
True |
1,753 |
| 10 |
115-12 |
108-18 |
6-26 |
6.0% |
1-28 |
1.6% |
69% |
False |
False |
1,615 |
| 20 |
115-12 |
107-03 |
8-09 |
7.3% |
1-25 |
1.6% |
74% |
False |
False |
1,067 |
| 40 |
119-07 |
107-03 |
12-04 |
10.7% |
1-23 |
1.5% |
51% |
False |
False |
638 |
| 60 |
122-18 |
107-03 |
15-15 |
13.7% |
1-09 |
1.1% |
40% |
False |
False |
427 |
| 80 |
126-16 |
107-03 |
19-13 |
17.1% |
0-31 |
0.9% |
32% |
False |
False |
320 |
| 100 |
128-16 |
107-03 |
21-13 |
18.9% |
0-25 |
0.7% |
29% |
False |
False |
256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-20 |
|
2.618 |
116-00 |
|
1.618 |
115-00 |
|
1.000 |
114-12 |
|
0.618 |
114-00 |
|
HIGH |
113-12 |
|
0.618 |
113-00 |
|
0.500 |
112-28 |
|
0.382 |
112-24 |
|
LOW |
112-12 |
|
0.618 |
111-24 |
|
1.000 |
111-12 |
|
1.618 |
110-24 |
|
2.618 |
109-24 |
|
4.250 |
108-04 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-04 |
113-28 |
| PP |
113-00 |
113-21 |
| S1 |
112-28 |
113-15 |
|