ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 29-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2023 |
29-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
116-02 |
116-21 |
0-19 |
0.5% |
115-13 |
| High |
116-21 |
117-18 |
0-29 |
0.8% |
116-18 |
| Low |
115-20 |
116-17 |
0-29 |
0.8% |
114-23 |
| Close |
116-13 |
117-14 |
1-01 |
0.9% |
114-29 |
| Range |
1-01 |
1-01 |
0-00 |
0.0% |
1-27 |
| ATR |
1-19 |
1-18 |
-0-01 |
-2.0% |
0-00 |
| Volume |
530,744 |
574,543 |
43,799 |
8.3% |
934,604 |
|
| Daily Pivots for day following 29-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-09 |
119-28 |
118-00 |
|
| R3 |
119-08 |
118-27 |
117-23 |
|
| R2 |
118-07 |
118-07 |
117-20 |
|
| R1 |
117-26 |
117-26 |
117-17 |
118-00 |
| PP |
117-06 |
117-06 |
117-06 |
117-09 |
| S1 |
116-25 |
116-25 |
117-11 |
117-00 |
| S2 |
116-05 |
116-05 |
117-08 |
|
| S3 |
115-04 |
115-24 |
117-05 |
|
| S4 |
114-03 |
114-23 |
116-28 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-30 |
119-24 |
115-29 |
|
| R3 |
119-03 |
117-29 |
115-13 |
|
| R2 |
117-08 |
117-08 |
115-08 |
|
| R1 |
116-02 |
116-02 |
115-02 |
115-24 |
| PP |
115-13 |
115-13 |
115-13 |
115-07 |
| S1 |
114-07 |
114-07 |
114-24 |
113-28 |
| S2 |
113-18 |
113-18 |
114-18 |
|
| S3 |
111-23 |
112-12 |
114-13 |
|
| S4 |
109-28 |
110-17 |
113-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-18 |
114-17 |
3-01 |
2.6% |
1-08 |
1.1% |
96% |
True |
False |
472,334 |
| 10 |
117-18 |
113-30 |
3-20 |
3.1% |
1-10 |
1.1% |
97% |
True |
False |
275,480 |
| 20 |
117-18 |
108-18 |
9-00 |
7.7% |
1-21 |
1.4% |
99% |
True |
False |
138,718 |
| 40 |
117-18 |
107-03 |
10-15 |
8.9% |
1-23 |
1.5% |
99% |
True |
False |
69,560 |
| 60 |
121-01 |
107-03 |
13-30 |
11.9% |
1-16 |
1.3% |
74% |
False |
False |
46,406 |
| 80 |
123-01 |
107-03 |
15-30 |
13.6% |
1-05 |
1.0% |
65% |
False |
False |
34,805 |
| 100 |
128-00 |
107-03 |
20-29 |
17.8% |
0-30 |
0.8% |
49% |
False |
False |
27,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-30 |
|
2.618 |
120-08 |
|
1.618 |
119-07 |
|
1.000 |
118-19 |
|
0.618 |
118-06 |
|
HIGH |
117-18 |
|
0.618 |
117-05 |
|
0.500 |
117-02 |
|
0.382 |
116-30 |
|
LOW |
116-17 |
|
0.618 |
115-29 |
|
1.000 |
115-16 |
|
1.618 |
114-28 |
|
2.618 |
113-27 |
|
4.250 |
112-05 |
|
|
| Fisher Pivots for day following 29-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
117-10 |
116-31 |
| PP |
117-06 |
116-16 |
| S1 |
117-02 |
116-02 |
|