ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 13-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2023 |
13-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
113-05 |
113-03 |
-0-02 |
-0.1% |
113-13 |
| High |
114-01 |
113-13 |
-0-20 |
-0.5% |
115-12 |
| Low |
112-22 |
112-12 |
-0-10 |
-0.3% |
112-12 |
| Close |
113-12 |
113-09 |
-0-03 |
-0.1% |
113-12 |
| Range |
1-11 |
1-01 |
-0-10 |
-23.3% |
3-00 |
| ATR |
1-29 |
1-27 |
-0-02 |
-3.3% |
0-00 |
| Volume |
450,035 |
340,051 |
-109,984 |
-24.4% |
2,514,802 |
|
| Daily Pivots for day following 13-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-04 |
115-23 |
113-27 |
|
| R3 |
115-03 |
114-22 |
113-18 |
|
| R2 |
114-02 |
114-02 |
113-15 |
|
| R1 |
113-21 |
113-21 |
113-12 |
113-28 |
| PP |
113-01 |
113-01 |
113-01 |
113-04 |
| S1 |
112-20 |
112-20 |
113-06 |
112-26 |
| S2 |
112-00 |
112-00 |
113-03 |
|
| S3 |
110-31 |
111-19 |
113-00 |
|
| S4 |
109-30 |
110-18 |
112-23 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-23 |
121-01 |
115-01 |
|
| R3 |
119-23 |
118-01 |
114-06 |
|
| R2 |
116-23 |
116-23 |
113-30 |
|
| R1 |
115-01 |
115-01 |
113-21 |
114-12 |
| PP |
113-23 |
113-23 |
113-23 |
113-12 |
| S1 |
112-01 |
112-01 |
113-03 |
111-12 |
| S2 |
110-23 |
110-23 |
112-26 |
|
| S3 |
107-23 |
109-01 |
112-18 |
|
| S4 |
104-23 |
106-01 |
111-23 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-12 |
112-12 |
3-00 |
2.6% |
1-27 |
1.6% |
30% |
False |
True |
487,580 |
| 10 |
115-12 |
108-18 |
6-26 |
6.0% |
1-29 |
1.7% |
69% |
False |
False |
571,040 |
| 20 |
115-12 |
107-04 |
8-08 |
7.3% |
1-27 |
1.6% |
75% |
False |
False |
552,920 |
| 40 |
119-00 |
107-04 |
11-28 |
10.5% |
1-26 |
1.6% |
52% |
False |
False |
557,788 |
| 60 |
121-31 |
107-04 |
14-27 |
13.1% |
1-19 |
1.4% |
41% |
False |
False |
479,713 |
| 80 |
127-08 |
107-04 |
20-04 |
17.8% |
1-17 |
1.4% |
31% |
False |
False |
362,085 |
| 100 |
128-27 |
107-04 |
21-23 |
19.2% |
1-15 |
1.3% |
28% |
False |
False |
289,675 |
| 120 |
129-09 |
107-04 |
22-05 |
19.6% |
1-09 |
1.1% |
28% |
False |
False |
241,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-25 |
|
2.618 |
116-03 |
|
1.618 |
115-02 |
|
1.000 |
114-14 |
|
0.618 |
114-01 |
|
HIGH |
113-13 |
|
0.618 |
113-00 |
|
0.500 |
112-28 |
|
0.382 |
112-25 |
|
LOW |
112-12 |
|
0.618 |
111-24 |
|
1.000 |
111-11 |
|
1.618 |
110-23 |
|
2.618 |
109-22 |
|
4.250 |
108-00 |
|
|
| Fisher Pivots for day following 13-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-05 |
113-28 |
| PP |
113-01 |
113-22 |
| S1 |
112-28 |
113-15 |
|