ECBOT 30 Year Treasury Bond Future March 2024
| 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 |
120-22 |
1-07 |
1.0% |
115-00 |
| High |
120-24 |
120-25 |
0-01 |
0.0% |
118-17 |
| Low |
119-01 |
119-20 |
0-19 |
0.5% |
114-17 |
| Close |
120-18 |
120-08 |
-0-10 |
-0.3% |
118-05 |
| Range |
1-23 |
1-05 |
-0-18 |
-32.7% |
4-00 |
| ATR |
1-20 |
1-19 |
-0-01 |
-2.0% |
0-00 |
| Volume |
493,645 |
470,496 |
-23,149 |
-4.7% |
3,020,604 |
|
| Daily Pivots for day following 07-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-22 |
123-04 |
120-28 |
|
| R3 |
122-17 |
121-31 |
120-18 |
|
| R2 |
121-12 |
121-12 |
120-15 |
|
| R1 |
120-26 |
120-26 |
120-11 |
120-16 |
| PP |
120-07 |
120-07 |
120-07 |
120-02 |
| S1 |
119-21 |
119-21 |
120-05 |
119-12 |
| S2 |
119-02 |
119-02 |
120-01 |
|
| S3 |
117-29 |
118-16 |
119-30 |
|
| S4 |
116-24 |
117-11 |
119-20 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-02 |
127-20 |
120-11 |
|
| R3 |
125-02 |
123-20 |
119-08 |
|
| R2 |
121-02 |
121-02 |
118-28 |
|
| R1 |
119-20 |
119-20 |
118-17 |
120-11 |
| PP |
117-02 |
117-02 |
117-02 |
117-14 |
| S1 |
115-20 |
115-20 |
117-25 |
116-11 |
| S2 |
113-02 |
113-02 |
117-14 |
|
| S3 |
109-02 |
111-20 |
117-02 |
|
| S4 |
105-02 |
107-20 |
115-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-25 |
116-13 |
4-12 |
3.6% |
1-19 |
1.3% |
88% |
True |
False |
493,981 |
| 10 |
120-25 |
114-17 |
6-08 |
5.2% |
1-15 |
1.2% |
92% |
True |
False |
507,655 |
| 20 |
120-25 |
112-12 |
8-13 |
7.0% |
1-17 |
1.3% |
94% |
True |
False |
294,660 |
| 40 |
120-25 |
107-03 |
13-22 |
11.4% |
1-22 |
1.4% |
96% |
True |
False |
147,739 |
| 60 |
120-25 |
107-03 |
13-22 |
11.4% |
1-20 |
1.3% |
96% |
True |
False |
98,546 |
| 80 |
122-18 |
107-03 |
15-15 |
12.9% |
1-09 |
1.1% |
85% |
False |
False |
73,911 |
| 100 |
128-00 |
107-03 |
20-29 |
17.4% |
1-01 |
0.9% |
63% |
False |
False |
59,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-22 |
|
2.618 |
123-26 |
|
1.618 |
122-21 |
|
1.000 |
121-30 |
|
0.618 |
121-16 |
|
HIGH |
120-25 |
|
0.618 |
120-11 |
|
0.500 |
120-06 |
|
0.382 |
120-02 |
|
LOW |
119-20 |
|
0.618 |
118-29 |
|
1.000 |
118-15 |
|
1.618 |
117-24 |
|
2.618 |
116-19 |
|
4.250 |
114-23 |
|
|
| Fisher Pivots for day following 07-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
120-08 |
119-30 |
| PP |
120-07 |
119-20 |
| S1 |
120-06 |
119-10 |
|