ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 30-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2023 |
30-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
116-20 |
117-15 |
0-27 |
0.7% |
115-10 |
| High |
117-19 |
117-23 |
0-04 |
0.1% |
116-16 |
| Low |
116-16 |
116-06 |
-0-10 |
-0.3% |
114-22 |
| Close |
117-13 |
116-14 |
-0-31 |
-0.8% |
114-27 |
| Range |
1-03 |
1-17 |
0-14 |
40.0% |
1-26 |
| ATR |
1-19 |
1-19 |
0-00 |
-0.3% |
0-00 |
| Volume |
107,163 |
17,882 |
-89,281 |
-83.3% |
2,293,218 |
|
| Daily Pivots for day following 30-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-12 |
120-14 |
117-09 |
|
| R3 |
119-27 |
118-29 |
116-27 |
|
| R2 |
118-10 |
118-10 |
116-23 |
|
| R1 |
117-12 |
117-12 |
116-18 |
117-02 |
| PP |
116-25 |
116-25 |
116-25 |
116-20 |
| S1 |
115-27 |
115-27 |
116-10 |
115-18 |
| S2 |
115-08 |
115-08 |
116-05 |
|
| S3 |
113-23 |
114-10 |
116-01 |
|
| S4 |
112-06 |
112-25 |
115-19 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-25 |
119-20 |
115-27 |
|
| R3 |
118-31 |
117-26 |
115-11 |
|
| R2 |
117-05 |
117-05 |
115-06 |
|
| R1 |
116-00 |
116-00 |
115-00 |
115-22 |
| PP |
115-11 |
115-11 |
115-11 |
115-06 |
| S1 |
114-06 |
114-06 |
114-22 |
113-28 |
| S2 |
113-17 |
113-17 |
114-16 |
|
| S3 |
111-23 |
112-12 |
114-11 |
|
| S4 |
109-29 |
110-18 |
113-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-23 |
114-15 |
3-08 |
2.8% |
1-12 |
1.2% |
61% |
True |
False |
382,034 |
| 10 |
117-23 |
114-06 |
3-17 |
3.0% |
1-10 |
1.1% |
64% |
True |
False |
473,723 |
| 20 |
117-23 |
110-31 |
6-24 |
5.8% |
1-20 |
1.4% |
81% |
True |
False |
506,665 |
| 40 |
117-23 |
107-04 |
10-19 |
9.1% |
1-24 |
1.5% |
88% |
True |
False |
525,065 |
| 60 |
120-05 |
107-04 |
13-01 |
11.2% |
1-20 |
1.4% |
71% |
False |
False |
507,909 |
| 80 |
123-23 |
107-04 |
16-19 |
14.3% |
1-17 |
1.3% |
56% |
False |
False |
434,871 |
| 100 |
128-00 |
107-04 |
20-28 |
17.9% |
1-16 |
1.3% |
45% |
False |
False |
348,240 |
| 120 |
128-27 |
107-04 |
21-23 |
18.7% |
1-13 |
1.2% |
43% |
False |
False |
290,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-07 |
|
2.618 |
121-23 |
|
1.618 |
120-06 |
|
1.000 |
119-08 |
|
0.618 |
118-21 |
|
HIGH |
117-23 |
|
0.618 |
117-04 |
|
0.500 |
116-30 |
|
0.382 |
116-25 |
|
LOW |
116-06 |
|
0.618 |
115-08 |
|
1.000 |
114-21 |
|
1.618 |
113-23 |
|
2.618 |
112-06 |
|
4.250 |
109-22 |
|
|
| Fisher Pivots for day following 30-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-30 |
116-22 |
| PP |
116-25 |
116-19 |
| S1 |
116-20 |
116-17 |
|