ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 08-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2023 |
08-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
120-20 |
119-27 |
-0-25 |
-0.6% |
118-05 |
| High |
120-22 |
119-29 |
-0-25 |
-0.6% |
120-24 |
| Low |
119-21 |
118-16 |
-1-05 |
-1.0% |
117-10 |
| Close |
120-09 |
119-01 |
-1-08 |
-1.0% |
119-01 |
| Range |
1-01 |
1-13 |
0-12 |
36.4% |
3-14 |
| ATR |
1-19 |
1-19 |
0-00 |
0.9% |
0-00 |
| Volume |
906 |
141 |
-765 |
-84.4% |
7,378 |
|
| Daily Pivots for day following 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-12 |
122-19 |
119-26 |
|
| R3 |
121-31 |
121-06 |
119-13 |
|
| R2 |
120-18 |
120-18 |
119-09 |
|
| R1 |
119-25 |
119-25 |
119-05 |
119-15 |
| PP |
119-05 |
119-05 |
119-05 |
119-00 |
| S1 |
118-12 |
118-12 |
118-29 |
118-02 |
| S2 |
117-24 |
117-24 |
118-25 |
|
| S3 |
116-11 |
116-31 |
118-21 |
|
| S4 |
114-30 |
115-18 |
118-08 |
|
|
| Weekly Pivots for week ending 08-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-11 |
127-20 |
120-30 |
|
| R3 |
125-29 |
124-06 |
119-31 |
|
| R2 |
122-15 |
122-15 |
119-21 |
|
| R1 |
120-24 |
120-24 |
119-11 |
121-20 |
| PP |
119-01 |
119-01 |
119-01 |
119-15 |
| S1 |
117-10 |
117-10 |
118-23 |
118-06 |
| S2 |
115-19 |
115-19 |
118-13 |
|
| S3 |
112-05 |
113-28 |
118-03 |
|
| S4 |
108-23 |
110-14 |
117-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-24 |
117-10 |
3-14 |
2.9% |
1-12 |
1.1% |
50% |
False |
False |
1,475 |
| 10 |
120-24 |
114-15 |
6-09 |
5.3% |
1-14 |
1.2% |
73% |
False |
False |
155,061 |
| 20 |
120-24 |
112-12 |
8-12 |
7.0% |
1-14 |
1.2% |
79% |
False |
False |
332,989 |
| 40 |
120-24 |
107-04 |
13-20 |
11.4% |
1-21 |
1.4% |
87% |
False |
False |
444,517 |
| 60 |
120-24 |
107-04 |
13-20 |
11.4% |
1-22 |
1.4% |
87% |
False |
False |
478,442 |
| 80 |
121-31 |
107-04 |
14-27 |
12.5% |
1-18 |
1.3% |
80% |
False |
False |
434,299 |
| 100 |
127-23 |
107-04 |
20-19 |
17.3% |
1-17 |
1.3% |
58% |
False |
False |
348,366 |
| 120 |
128-27 |
107-04 |
21-23 |
18.2% |
1-14 |
1.2% |
55% |
False |
False |
290,310 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-28 |
|
2.618 |
123-19 |
|
1.618 |
122-06 |
|
1.000 |
121-10 |
|
0.618 |
120-25 |
|
HIGH |
119-29 |
|
0.618 |
119-12 |
|
0.500 |
119-06 |
|
0.382 |
119-01 |
|
LOW |
118-16 |
|
0.618 |
117-20 |
|
1.000 |
117-03 |
|
1.618 |
116-07 |
|
2.618 |
114-26 |
|
4.250 |
112-17 |
|
|
| Fisher Pivots for day following 08-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-06 |
119-20 |
| PP |
119-05 |
119-14 |
| S1 |
119-03 |
119-07 |
|