ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 27-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2023 |
27-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
116-03 |
115-00 |
-1-03 |
-0.9% |
115-13 |
| High |
116-10 |
116-07 |
-0-03 |
-0.1% |
116-18 |
| Low |
114-27 |
114-17 |
-0-10 |
-0.3% |
114-23 |
| Close |
114-29 |
116-03 |
1-06 |
1.0% |
114-29 |
| Range |
1-15 |
1-22 |
0-07 |
14.9% |
1-27 |
| ATR |
1-20 |
1-21 |
0-00 |
0.2% |
0-00 |
| Volume |
171,931 |
670,876 |
498,945 |
290.2% |
934,604 |
|
| Daily Pivots for day following 27-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-22 |
120-02 |
117-01 |
|
| R3 |
119-00 |
118-12 |
116-18 |
|
| R2 |
117-10 |
117-10 |
116-13 |
|
| R1 |
116-22 |
116-22 |
116-08 |
117-00 |
| PP |
115-20 |
115-20 |
115-20 |
115-24 |
| S1 |
115-00 |
115-00 |
115-30 |
115-10 |
| S2 |
113-30 |
113-30 |
115-25 |
|
| S3 |
112-08 |
113-10 |
115-20 |
|
| S4 |
110-18 |
111-20 |
115-05 |
|
|
| 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 |
114-17 |
2-01 |
1.7% |
1-11 |
1.2% |
77% |
False |
True |
321,096 |
| 10 |
116-18 |
112-12 |
4-06 |
3.6% |
1-16 |
1.3% |
89% |
False |
False |
165,479 |
| 20 |
116-18 |
108-15 |
8-03 |
7.0% |
1-22 |
1.5% |
94% |
False |
False |
83,580 |
| 40 |
116-18 |
107-03 |
9-15 |
8.2% |
1-24 |
1.5% |
95% |
False |
False |
41,950 |
| 60 |
121-08 |
107-03 |
14-05 |
12.2% |
1-15 |
1.3% |
64% |
False |
False |
27,985 |
| 80 |
123-01 |
107-03 |
15-30 |
13.7% |
1-05 |
1.0% |
56% |
False |
False |
20,989 |
| 100 |
128-00 |
107-03 |
20-29 |
18.0% |
0-30 |
0.8% |
43% |
False |
False |
16,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-12 |
|
2.618 |
120-20 |
|
1.618 |
118-30 |
|
1.000 |
117-29 |
|
0.618 |
117-08 |
|
HIGH |
116-07 |
|
0.618 |
115-18 |
|
0.500 |
115-12 |
|
0.382 |
115-06 |
|
LOW |
114-17 |
|
0.618 |
113-16 |
|
1.000 |
112-27 |
|
1.618 |
111-26 |
|
2.618 |
110-04 |
|
4.250 |
107-12 |
|
|
| Fisher Pivots for day following 27-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-27 |
115-29 |
| PP |
115-20 |
115-23 |
| S1 |
115-12 |
115-18 |
|