ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 08-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
120-22 |
120-01 |
-0-21 |
-0.5% |
118-15 |
| High |
120-25 |
120-04 |
-0-21 |
-0.5% |
120-25 |
| Low |
119-20 |
118-14 |
-1-06 |
-1.0% |
117-09 |
| Close |
120-08 |
119-00 |
-1-08 |
-1.0% |
119-00 |
| Range |
1-05 |
1-22 |
0-17 |
45.9% |
3-16 |
| ATR |
1-19 |
1-19 |
0-01 |
1.0% |
0-00 |
| Volume |
470,496 |
522,213 |
51,717 |
11.0% |
2,406,232 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-08 |
123-10 |
119-30 |
|
| R3 |
122-18 |
121-20 |
119-15 |
|
| R2 |
120-28 |
120-28 |
119-10 |
|
| R1 |
119-30 |
119-30 |
119-05 |
119-18 |
| PP |
119-06 |
119-06 |
119-06 |
119-00 |
| S1 |
118-08 |
118-08 |
118-27 |
117-28 |
| S2 |
117-16 |
117-16 |
118-22 |
|
| S3 |
115-26 |
116-18 |
118-17 |
|
| S4 |
114-04 |
114-28 |
118-02 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-17 |
127-24 |
120-30 |
|
| R3 |
126-01 |
124-08 |
119-31 |
|
| R2 |
122-17 |
122-17 |
119-21 |
|
| R1 |
120-24 |
120-24 |
119-10 |
121-20 |
| PP |
119-01 |
119-01 |
119-01 |
119-15 |
| S1 |
117-08 |
117-08 |
118-22 |
118-04 |
| S2 |
115-17 |
115-17 |
118-11 |
|
| S3 |
112-01 |
113-24 |
118-01 |
|
| S4 |
108-17 |
110-08 |
117-02 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-25 |
117-09 |
3-16 |
2.9% |
1-16 |
1.3% |
49% |
False |
False |
481,246 |
| 10 |
120-25 |
114-17 |
6-08 |
5.3% |
1-16 |
1.3% |
72% |
False |
False |
542,683 |
| 20 |
120-25 |
112-12 |
8-13 |
7.1% |
1-15 |
1.2% |
79% |
False |
False |
320,627 |
| 40 |
120-25 |
107-03 |
13-22 |
11.5% |
1-21 |
1.4% |
87% |
False |
False |
160,791 |
| 60 |
120-25 |
107-03 |
13-22 |
11.5% |
1-20 |
1.4% |
87% |
False |
False |
107,250 |
| 80 |
122-18 |
107-03 |
15-15 |
13.0% |
1-09 |
1.1% |
77% |
False |
False |
80,438 |
| 100 |
126-24 |
107-03 |
19-21 |
16.5% |
1-02 |
0.9% |
61% |
False |
False |
64,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-10 |
|
2.618 |
124-17 |
|
1.618 |
122-27 |
|
1.000 |
121-26 |
|
0.618 |
121-05 |
|
HIGH |
120-04 |
|
0.618 |
119-15 |
|
0.500 |
119-09 |
|
0.382 |
119-03 |
|
LOW |
118-14 |
|
0.618 |
117-13 |
|
1.000 |
116-24 |
|
1.618 |
115-23 |
|
2.618 |
114-01 |
|
4.250 |
111-08 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-09 |
119-20 |
| PP |
119-06 |
119-13 |
| S1 |
119-03 |
119-06 |
|