ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 16-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2023 |
16-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
115-14 |
114-12 |
-1-02 |
-0.9% |
113-12 |
| High |
115-24 |
115-18 |
-0-06 |
-0.2% |
115-12 |
| Low |
113-30 |
114-10 |
0-12 |
0.3% |
112-13 |
| Close |
114-08 |
115-11 |
1-03 |
1.0% |
113-12 |
| Range |
1-26 |
1-08 |
-0-18 |
-31.0% |
2-31 |
| ATR |
1-27 |
1-26 |
-0-01 |
-2.0% |
0-00 |
| Volume |
4,230 |
12,915 |
8,685 |
205.3% |
8,049 |
|
| Daily Pivots for day following 16-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-26 |
118-11 |
116-01 |
|
| R3 |
117-18 |
117-03 |
115-22 |
|
| R2 |
116-10 |
116-10 |
115-18 |
|
| R1 |
115-27 |
115-27 |
115-15 |
116-02 |
| PP |
115-02 |
115-02 |
115-02 |
115-06 |
| S1 |
114-19 |
114-19 |
115-07 |
114-26 |
| S2 |
113-26 |
113-26 |
115-04 |
|
| S3 |
112-18 |
113-11 |
115-00 |
|
| S4 |
111-10 |
112-03 |
114-21 |
|
|
| 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 |
115-24 |
112-12 |
3-12 |
2.9% |
1-20 |
1.4% |
88% |
False |
False |
4,842 |
| 10 |
115-24 |
112-12 |
3-12 |
2.9% |
1-26 |
1.6% |
88% |
False |
False |
3,105 |
| 20 |
115-24 |
107-03 |
8-21 |
7.5% |
1-26 |
1.6% |
95% |
False |
False |
2,090 |
| 40 |
117-05 |
107-03 |
10-02 |
8.7% |
1-25 |
1.6% |
82% |
False |
False |
1,161 |
| 60 |
122-18 |
107-03 |
15-15 |
13.4% |
1-12 |
1.2% |
53% |
False |
False |
779 |
| 80 |
125-16 |
107-03 |
18-13 |
16.0% |
1-02 |
0.9% |
45% |
False |
False |
584 |
| 100 |
128-16 |
107-03 |
21-13 |
18.6% |
0-27 |
0.7% |
39% |
False |
False |
467 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-28 |
|
2.618 |
118-27 |
|
1.618 |
117-19 |
|
1.000 |
116-26 |
|
0.618 |
116-11 |
|
HIGH |
115-18 |
|
0.618 |
115-03 |
|
0.500 |
114-30 |
|
0.382 |
114-25 |
|
LOW |
114-10 |
|
0.618 |
113-17 |
|
1.000 |
113-02 |
|
1.618 |
112-09 |
|
2.618 |
111-01 |
|
4.250 |
109-00 |
|
|
| Fisher Pivots for day following 16-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-07 |
115-00 |
| PP |
115-02 |
114-22 |
| S1 |
114-30 |
114-11 |
|