ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 07-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
113-13 |
112-24 |
-0-21 |
-0.6% |
109-22 |
| High |
113-14 |
114-11 |
0-29 |
0.8% |
114-27 |
| Low |
112-12 |
112-15 |
0-03 |
0.1% |
108-16 |
| Close |
112-15 |
113-31 |
1-16 |
1.3% |
113-21 |
| Range |
1-02 |
1-28 |
0-26 |
76.5% |
6-11 |
| ATR |
1-27 |
1-27 |
0-00 |
0.1% |
0-00 |
| Volume |
416,950 |
457,728 |
40,778 |
9.8% |
3,297,547 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-07 |
118-15 |
115-00 |
|
| R3 |
117-11 |
116-19 |
114-16 |
|
| R2 |
115-15 |
115-15 |
114-10 |
|
| R1 |
114-23 |
114-23 |
114-04 |
115-03 |
| PP |
113-19 |
113-19 |
113-19 |
113-25 |
| S1 |
112-27 |
112-27 |
113-26 |
113-07 |
| S2 |
111-23 |
111-23 |
113-20 |
|
| S3 |
109-27 |
110-31 |
113-14 |
|
| S4 |
107-31 |
109-03 |
112-30 |
|
|
| 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 |
108-19 |
6-08 |
5.5% |
2-00 |
1.8% |
86% |
False |
False |
601,010 |
| 10 |
114-27 |
107-28 |
6-31 |
6.1% |
1-27 |
1.6% |
87% |
False |
False |
567,042 |
| 20 |
114-27 |
107-04 |
7-23 |
6.8% |
1-29 |
1.7% |
89% |
False |
False |
562,541 |
| 40 |
120-00 |
107-04 |
12-28 |
11.3% |
1-24 |
1.5% |
53% |
False |
False |
541,147 |
| 60 |
121-31 |
107-04 |
14-27 |
13.0% |
1-18 |
1.4% |
46% |
False |
False |
448,889 |
| 80 |
128-00 |
107-04 |
20-28 |
18.3% |
1-16 |
1.3% |
33% |
False |
False |
337,335 |
| 100 |
128-27 |
107-04 |
21-23 |
19.1% |
1-13 |
1.2% |
32% |
False |
False |
269,873 |
| 120 |
129-12 |
107-04 |
22-08 |
19.5% |
1-07 |
1.1% |
31% |
False |
False |
224,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-10 |
|
2.618 |
119-08 |
|
1.618 |
117-12 |
|
1.000 |
116-07 |
|
0.618 |
115-16 |
|
HIGH |
114-11 |
|
0.618 |
113-20 |
|
0.500 |
113-13 |
|
0.382 |
113-06 |
|
LOW |
112-15 |
|
0.618 |
111-10 |
|
1.000 |
110-19 |
|
1.618 |
109-14 |
|
2.618 |
107-18 |
|
4.250 |
104-16 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-25 |
113-27 |
| PP |
113-19 |
113-23 |
| S1 |
113-13 |
113-20 |
|