ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 06-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
112-22 |
113-13 |
0-23 |
0.6% |
109-22 |
| High |
114-27 |
113-14 |
-1-13 |
-1.2% |
114-27 |
| Low |
112-12 |
112-12 |
0-00 |
0.0% |
108-16 |
| Close |
113-21 |
112-15 |
-1-06 |
-1.0% |
113-21 |
| Range |
2-15 |
1-02 |
-1-13 |
-57.0% |
6-11 |
| ATR |
1-29 |
1-27 |
-0-01 |
-2.3% |
0-00 |
| Volume |
715,888 |
416,950 |
-298,938 |
-41.8% |
3,297,547 |
|
| Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-30 |
115-09 |
113-02 |
|
| R3 |
114-28 |
114-07 |
112-24 |
|
| R2 |
113-26 |
113-26 |
112-21 |
|
| R1 |
113-05 |
113-05 |
112-18 |
112-30 |
| PP |
112-24 |
112-24 |
112-24 |
112-21 |
| S1 |
112-03 |
112-03 |
112-12 |
111-28 |
| S2 |
111-22 |
111-22 |
112-09 |
|
| S3 |
110-20 |
111-01 |
112-06 |
|
| S4 |
109-18 |
109-31 |
111-28 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-12 |
128-27 |
117-05 |
|
| R3 |
125-01 |
122-16 |
115-13 |
|
| R2 |
118-22 |
118-22 |
114-26 |
|
| R1 |
116-05 |
116-05 |
114-08 |
117-14 |
| PP |
112-11 |
112-11 |
112-11 |
112-31 |
| S1 |
109-26 |
109-26 |
113-02 |
111-02 |
| S2 |
106-00 |
106-00 |
112-16 |
|
| S3 |
99-21 |
103-15 |
111-29 |
|
| S4 |
93-10 |
97-04 |
110-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-27 |
108-18 |
6-09 |
5.6% |
2-00 |
1.8% |
62% |
False |
False |
654,500 |
| 10 |
114-27 |
107-28 |
6-31 |
6.2% |
1-25 |
1.6% |
66% |
False |
False |
573,913 |
| 20 |
114-27 |
107-04 |
7-23 |
6.9% |
1-28 |
1.7% |
69% |
False |
False |
564,961 |
| 40 |
120-00 |
107-04 |
12-28 |
11.4% |
1-23 |
1.5% |
42% |
False |
False |
535,851 |
| 60 |
121-31 |
107-04 |
14-27 |
13.2% |
1-17 |
1.4% |
36% |
False |
False |
441,383 |
| 80 |
128-00 |
107-04 |
20-28 |
18.6% |
1-16 |
1.3% |
26% |
False |
False |
331,613 |
| 100 |
128-27 |
107-04 |
21-23 |
19.3% |
1-13 |
1.2% |
25% |
False |
False |
265,296 |
| 120 |
129-23 |
107-04 |
22-19 |
20.1% |
1-07 |
1.1% |
24% |
False |
False |
221,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-30 |
|
2.618 |
116-07 |
|
1.618 |
115-05 |
|
1.000 |
114-16 |
|
0.618 |
114-03 |
|
HIGH |
113-14 |
|
0.618 |
113-01 |
|
0.500 |
112-29 |
|
0.382 |
112-25 |
|
LOW |
112-12 |
|
0.618 |
111-23 |
|
1.000 |
111-10 |
|
1.618 |
110-21 |
|
2.618 |
109-19 |
|
4.250 |
107-28 |
|
|
| Fisher Pivots for day following 06-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-29 |
112-29 |
| PP |
112-24 |
112-24 |
| S1 |
112-20 |
112-20 |
|