ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 06-Dec-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2023 |
06-Dec-2023 |
Change |
Change % |
Previous Week |
| Open |
117-29 |
119-15 |
1-18 |
1.3% |
115-00 |
| High |
119-17 |
120-24 |
1-07 |
1.0% |
118-17 |
| Low |
117-27 |
119-01 |
1-06 |
1.0% |
114-17 |
| Close |
119-13 |
120-18 |
1-05 |
1.0% |
118-05 |
| Range |
1-22 |
1-23 |
0-01 |
1.9% |
4-00 |
| ATR |
1-19 |
1-20 |
0-00 |
0.5% |
0-00 |
| Volume |
501,048 |
493,645 |
-7,403 |
-1.5% |
3,020,604 |
|
| Daily Pivots for day following 06-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-09 |
124-20 |
121-16 |
|
| R3 |
123-18 |
122-29 |
121-01 |
|
| R2 |
121-27 |
121-27 |
120-28 |
|
| R1 |
121-06 |
121-06 |
120-23 |
121-16 |
| PP |
120-04 |
120-04 |
120-04 |
120-09 |
| S1 |
119-15 |
119-15 |
120-13 |
119-26 |
| S2 |
118-13 |
118-13 |
120-08 |
|
| S3 |
116-22 |
117-24 |
120-03 |
|
| S4 |
114-31 |
116-01 |
119-20 |
|
|
| Weekly Pivots for week ending 01-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-02 |
127-20 |
120-11 |
|
| R3 |
125-02 |
123-20 |
119-08 |
|
| R2 |
121-02 |
121-02 |
118-28 |
|
| R1 |
119-20 |
119-20 |
118-17 |
120-11 |
| PP |
117-02 |
117-02 |
117-02 |
117-14 |
| S1 |
115-20 |
115-20 |
117-25 |
116-11 |
| S2 |
113-02 |
113-02 |
117-14 |
|
| S3 |
109-02 |
111-20 |
117-02 |
|
| S4 |
105-02 |
107-20 |
115-31 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-24 |
116-05 |
4-19 |
3.8% |
1-21 |
1.4% |
96% |
True |
False |
531,592 |
| 10 |
120-24 |
114-17 |
6-07 |
5.2% |
1-15 |
1.2% |
97% |
True |
False |
501,963 |
| 20 |
120-24 |
112-12 |
8-12 |
6.9% |
1-18 |
1.3% |
98% |
True |
False |
271,234 |
| 40 |
120-24 |
107-03 |
13-21 |
11.3% |
1-22 |
1.4% |
99% |
True |
False |
135,982 |
| 60 |
120-24 |
107-03 |
13-21 |
11.3% |
1-19 |
1.3% |
99% |
True |
False |
90,705 |
| 80 |
122-18 |
107-03 |
15-15 |
12.8% |
1-08 |
1.0% |
87% |
False |
False |
68,030 |
| 100 |
128-00 |
107-03 |
20-29 |
17.3% |
1-01 |
0.9% |
64% |
False |
False |
54,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-02 |
|
2.618 |
125-08 |
|
1.618 |
123-17 |
|
1.000 |
122-15 |
|
0.618 |
121-26 |
|
HIGH |
120-24 |
|
0.618 |
120-03 |
|
0.500 |
119-28 |
|
0.382 |
119-22 |
|
LOW |
119-01 |
|
0.618 |
117-31 |
|
1.000 |
117-10 |
|
1.618 |
116-08 |
|
2.618 |
114-17 |
|
4.250 |
111-23 |
|
|
| Fisher Pivots for day following 06-Dec-2023 |
| Pivot |
1 day |
3 day |
| R1 |
120-11 |
120-02 |
| PP |
120-04 |
119-17 |
| S1 |
119-28 |
119-00 |
|