ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 15-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2023 |
15-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
113-03 |
115-14 |
2-11 |
2.1% |
113-12 |
| High |
115-23 |
115-24 |
0-01 |
0.0% |
115-12 |
| Low |
112-30 |
113-30 |
1-00 |
0.9% |
112-13 |
| Close |
115-14 |
114-08 |
-1-06 |
-1.0% |
113-12 |
| Range |
2-25 |
1-26 |
-0-31 |
-34.8% |
2-31 |
| ATR |
1-27 |
1-27 |
0-00 |
-0.1% |
0-00 |
| Volume |
3,977 |
4,230 |
253 |
6.4% |
8,049 |
|
| Daily Pivots for day following 15-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-03 |
118-31 |
115-08 |
|
| R3 |
118-09 |
117-05 |
114-24 |
|
| R2 |
116-15 |
116-15 |
114-19 |
|
| R1 |
115-11 |
115-11 |
114-13 |
115-00 |
| PP |
114-21 |
114-21 |
114-21 |
114-15 |
| S1 |
113-17 |
113-17 |
114-03 |
113-06 |
| S2 |
112-27 |
112-27 |
113-29 |
|
| S3 |
111-01 |
111-23 |
113-24 |
|
| S4 |
109-07 |
109-29 |
113-08 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-20 |
120-31 |
115-00 |
|
| R3 |
119-21 |
118-00 |
114-06 |
|
| R2 |
116-22 |
116-22 |
113-29 |
|
| R1 |
115-01 |
115-01 |
113-21 |
114-28 |
| PP |
113-23 |
113-23 |
113-23 |
113-20 |
| S1 |
112-02 |
112-02 |
113-03 |
111-28 |
| S2 |
110-24 |
110-24 |
112-27 |
|
| S3 |
107-25 |
109-03 |
112-18 |
|
| S4 |
104-26 |
106-04 |
111-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-24 |
112-12 |
3-12 |
3.0% |
1-31 |
1.7% |
56% |
True |
False |
2,835 |
| 10 |
115-24 |
110-30 |
4-26 |
4.2% |
1-29 |
1.7% |
69% |
True |
False |
2,221 |
| 20 |
115-24 |
107-03 |
8-21 |
7.6% |
1-27 |
1.6% |
83% |
True |
False |
1,457 |
| 40 |
118-02 |
107-03 |
10-31 |
9.6% |
1-26 |
1.6% |
65% |
False |
False |
843 |
| 60 |
122-18 |
107-03 |
15-15 |
13.5% |
1-11 |
1.2% |
46% |
False |
False |
564 |
| 80 |
126-16 |
107-03 |
19-13 |
17.0% |
1-01 |
0.9% |
37% |
False |
False |
423 |
| 100 |
128-16 |
107-03 |
21-13 |
18.7% |
0-27 |
0.7% |
33% |
False |
False |
338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-14 |
|
2.618 |
120-16 |
|
1.618 |
118-22 |
|
1.000 |
117-18 |
|
0.618 |
116-28 |
|
HIGH |
115-24 |
|
0.618 |
115-02 |
|
0.500 |
114-27 |
|
0.382 |
114-20 |
|
LOW |
113-30 |
|
0.618 |
112-26 |
|
1.000 |
112-04 |
|
1.618 |
111-00 |
|
2.618 |
109-06 |
|
4.250 |
106-08 |
|
|
| Fisher Pivots for day following 15-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-27 |
114-06 |
| PP |
114-21 |
114-04 |
| S1 |
114-14 |
114-02 |
|