ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 24-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2023 |
24-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
116-01 |
116-03 |
0-02 |
0.1% |
115-13 |
| High |
116-18 |
116-10 |
-0-08 |
-0.2% |
116-18 |
| Low |
115-18 |
114-27 |
-0-23 |
-0.6% |
114-23 |
| Close |
115-30 |
114-29 |
-1-01 |
-0.9% |
114-29 |
| Range |
1-00 |
1-15 |
0-15 |
46.9% |
1-27 |
| ATR |
1-21 |
1-20 |
0-00 |
-0.8% |
0-00 |
| Volume |
413,578 |
171,931 |
-241,647 |
-58.4% |
934,604 |
|
| Daily Pivots for day following 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-24 |
118-26 |
115-23 |
|
| R3 |
118-09 |
117-11 |
115-10 |
|
| R2 |
116-26 |
116-26 |
115-06 |
|
| R1 |
115-28 |
115-28 |
115-01 |
115-20 |
| PP |
115-11 |
115-11 |
115-11 |
115-07 |
| S1 |
114-13 |
114-13 |
114-25 |
114-04 |
| S2 |
113-28 |
113-28 |
114-20 |
|
| S3 |
112-13 |
112-30 |
114-16 |
|
| S4 |
110-30 |
111-15 |
114-03 |
|
|
| Weekly Pivots for week ending 24-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-30 |
119-24 |
115-29 |
|
| R3 |
119-03 |
117-29 |
115-13 |
|
| R2 |
117-08 |
117-08 |
115-08 |
|
| R1 |
116-02 |
116-02 |
115-02 |
115-24 |
| PP |
115-13 |
115-13 |
115-13 |
115-07 |
| S1 |
114-07 |
114-07 |
114-24 |
113-28 |
| S2 |
113-18 |
113-18 |
114-18 |
|
| S3 |
111-23 |
112-12 |
114-13 |
|
| S4 |
109-28 |
110-17 |
113-29 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
116-18 |
114-23 |
1-27 |
1.6% |
1-09 |
1.1% |
10% |
False |
False |
192,299 |
| 10 |
116-18 |
112-12 |
4-06 |
3.6% |
1-14 |
1.3% |
60% |
False |
False |
98,571 |
| 20 |
116-18 |
108-15 |
8-03 |
7.0% |
1-21 |
1.4% |
80% |
False |
False |
50,057 |
| 40 |
116-18 |
107-03 |
9-15 |
8.2% |
1-24 |
1.5% |
83% |
False |
False |
25,181 |
| 60 |
122-18 |
107-03 |
15-15 |
13.5% |
1-15 |
1.3% |
51% |
False |
False |
16,804 |
| 80 |
123-01 |
107-03 |
15-30 |
13.9% |
1-04 |
1.0% |
49% |
False |
False |
12,603 |
| 100 |
128-00 |
107-03 |
20-29 |
18.2% |
0-29 |
0.8% |
37% |
False |
False |
10,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-18 |
|
2.618 |
120-05 |
|
1.618 |
118-22 |
|
1.000 |
117-25 |
|
0.618 |
117-07 |
|
HIGH |
116-10 |
|
0.618 |
115-24 |
|
0.500 |
115-18 |
|
0.382 |
115-13 |
|
LOW |
114-27 |
|
0.618 |
113-30 |
|
1.000 |
113-12 |
|
1.618 |
112-15 |
|
2.618 |
111-00 |
|
4.250 |
108-19 |
|
|
| Fisher Pivots for day following 24-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-18 |
115-22 |
| PP |
115-11 |
115-14 |
| S1 |
115-04 |
115-06 |
|