ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 15-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2023 |
15-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
121-24 |
123-20 |
1-28 |
1.5% |
119-04 |
| High |
123-30 |
124-09 |
0-11 |
0.3% |
124-09 |
| Low |
121-23 |
123-01 |
1-10 |
1.1% |
118-09 |
| Close |
123-14 |
123-25 |
0-11 |
0.3% |
123-25 |
| Range |
2-07 |
1-08 |
-0-31 |
-43.7% |
6-00 |
| ATR |
1-21 |
1-20 |
-0-01 |
-1.8% |
0-00 |
| Volume |
760,952 |
509,874 |
-251,078 |
-33.0% |
2,581,790 |
|
| Daily Pivots for day following 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-14 |
126-28 |
124-15 |
|
| R3 |
126-06 |
125-20 |
124-04 |
|
| R2 |
124-30 |
124-30 |
124-00 |
|
| R1 |
124-12 |
124-12 |
123-29 |
124-21 |
| PP |
123-22 |
123-22 |
123-22 |
123-27 |
| S1 |
123-04 |
123-04 |
123-21 |
123-13 |
| S2 |
122-14 |
122-14 |
123-18 |
|
| S3 |
121-06 |
121-28 |
123-14 |
|
| S4 |
119-30 |
120-20 |
123-03 |
|
|
| Weekly Pivots for week ending 15-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140-04 |
137-30 |
127-03 |
|
| R3 |
134-04 |
131-30 |
125-14 |
|
| R2 |
128-04 |
128-04 |
124-28 |
|
| R1 |
125-30 |
125-30 |
124-11 |
127-01 |
| PP |
122-04 |
122-04 |
122-04 |
122-21 |
| S1 |
119-30 |
119-30 |
123-07 |
121-01 |
| S2 |
116-04 |
116-04 |
122-22 |
|
| S3 |
110-04 |
113-30 |
122-04 |
|
| S4 |
104-04 |
107-30 |
120-15 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-09 |
118-09 |
6-00 |
4.8% |
1-21 |
1.3% |
92% |
True |
False |
516,358 |
| 10 |
124-09 |
117-09 |
7-00 |
5.7% |
1-19 |
1.3% |
93% |
True |
False |
498,802 |
| 20 |
124-09 |
114-17 |
9-24 |
7.9% |
1-16 |
1.2% |
95% |
True |
False |
448,506 |
| 40 |
124-09 |
107-03 |
17-06 |
13.9% |
1-21 |
1.3% |
97% |
True |
False |
225,298 |
| 60 |
124-09 |
107-03 |
17-06 |
13.9% |
1-22 |
1.4% |
97% |
True |
False |
150,276 |
| 80 |
124-09 |
107-03 |
17-06 |
13.9% |
1-13 |
1.1% |
97% |
True |
False |
112,711 |
| 100 |
125-16 |
107-03 |
18-13 |
14.9% |
1-05 |
0.9% |
91% |
False |
False |
90,169 |
| 120 |
128-16 |
107-03 |
21-13 |
17.3% |
0-30 |
0.8% |
78% |
False |
False |
75,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-19 |
|
2.618 |
127-18 |
|
1.618 |
126-10 |
|
1.000 |
125-17 |
|
0.618 |
125-02 |
|
HIGH |
124-09 |
|
0.618 |
123-26 |
|
0.500 |
123-21 |
|
0.382 |
123-16 |
|
LOW |
123-01 |
|
0.618 |
122-08 |
|
1.000 |
121-25 |
|
1.618 |
121-00 |
|
2.618 |
119-24 |
|
4.250 |
117-23 |
|
|
| Fisher Pivots for day following 15-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
123-24 |
123-04 |
| PP |
123-22 |
122-16 |
| S1 |
123-21 |
121-27 |
|