ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 13-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2023 |
13-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
119-01 |
119-15 |
0-14 |
0.4% |
118-15 |
| High |
120-09 |
121-29 |
1-20 |
1.4% |
120-25 |
| Low |
118-25 |
119-13 |
0-20 |
0.5% |
117-09 |
| Close |
119-16 |
121-21 |
2-05 |
1.8% |
119-00 |
| Range |
1-16 |
2-16 |
1-00 |
66.7% |
3-16 |
| ATR |
1-17 |
1-20 |
0-02 |
4.4% |
0-00 |
| Volume |
468,515 |
534,094 |
65,579 |
14.0% |
2,406,232 |
|
| Daily Pivots for day following 13-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-16 |
127-18 |
123-01 |
|
| R3 |
126-00 |
125-02 |
122-11 |
|
| R2 |
123-16 |
123-16 |
122-04 |
|
| R1 |
122-18 |
122-18 |
121-28 |
123-01 |
| PP |
121-00 |
121-00 |
121-00 |
121-07 |
| S1 |
120-02 |
120-02 |
121-14 |
120-17 |
| S2 |
118-16 |
118-16 |
121-06 |
|
| S3 |
116-00 |
117-18 |
120-31 |
|
| S4 |
113-16 |
115-02 |
120-09 |
|
|
| 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 |
121-29 |
118-09 |
3-20 |
3.0% |
1-17 |
1.3% |
93% |
True |
False |
460,734 |
| 10 |
121-29 |
116-05 |
5-24 |
4.7% |
1-19 |
1.3% |
96% |
True |
False |
496,163 |
| 20 |
121-29 |
113-30 |
7-31 |
6.6% |
1-15 |
1.2% |
97% |
True |
False |
385,822 |
| 40 |
121-29 |
107-03 |
14-26 |
12.2% |
1-20 |
1.3% |
98% |
True |
False |
193,541 |
| 60 |
121-29 |
107-03 |
14-26 |
12.2% |
1-22 |
1.4% |
98% |
True |
False |
129,099 |
| 80 |
122-18 |
107-03 |
15-15 |
12.7% |
1-11 |
1.1% |
94% |
False |
False |
96,826 |
| 100 |
126-16 |
107-03 |
19-13 |
16.0% |
1-03 |
0.9% |
75% |
False |
False |
77,460 |
| 120 |
128-16 |
107-03 |
21-13 |
17.6% |
0-30 |
0.8% |
68% |
False |
False |
64,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-17 |
|
2.618 |
128-14 |
|
1.618 |
125-30 |
|
1.000 |
124-13 |
|
0.618 |
123-14 |
|
HIGH |
121-29 |
|
0.618 |
120-30 |
|
0.500 |
120-21 |
|
0.382 |
120-12 |
|
LOW |
119-13 |
|
0.618 |
117-28 |
|
1.000 |
116-29 |
|
1.618 |
115-12 |
|
2.618 |
112-28 |
|
4.250 |
108-25 |
|
|
| Fisher Pivots for day following 13-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
121-10 |
121-04 |
| PP |
121-00 |
120-20 |
| S1 |
120-21 |
120-03 |
|