ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 02-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
113-25 |
113-24 |
-0-01 |
0.0% |
116-30 |
| High |
114-24 |
113-24 |
-1-00 |
-0.9% |
117-00 |
| Low |
113-12 |
111-31 |
-1-13 |
-1.2% |
112-10 |
| Close |
113-25 |
112-12 |
-1-13 |
-1.2% |
113-25 |
| Range |
1-12 |
1-25 |
0-13 |
29.5% |
4-22 |
| ATR |
1-13 |
1-14 |
0-01 |
2.1% |
0-00 |
| Volume |
795,476 |
540,084 |
-255,392 |
-32.1% |
3,348,896 |
|
| Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-01 |
117-00 |
113-11 |
|
| R3 |
116-08 |
115-07 |
112-28 |
|
| R2 |
114-15 |
114-15 |
112-22 |
|
| R1 |
113-14 |
113-14 |
112-17 |
113-02 |
| PP |
112-22 |
112-22 |
112-22 |
112-16 |
| S1 |
111-21 |
111-21 |
112-07 |
111-09 |
| S2 |
110-29 |
110-29 |
112-02 |
|
| S3 |
109-04 |
109-28 |
111-28 |
|
| S4 |
107-11 |
108-03 |
111-13 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-14 |
125-25 |
116-12 |
|
| R3 |
123-24 |
121-03 |
115-02 |
|
| R2 |
119-02 |
119-02 |
114-20 |
|
| R1 |
116-13 |
116-13 |
114-07 |
115-12 |
| PP |
114-12 |
114-12 |
114-12 |
113-27 |
| S1 |
111-23 |
111-23 |
113-11 |
110-22 |
| S2 |
109-22 |
109-22 |
112-30 |
|
| S3 |
105-00 |
107-01 |
112-16 |
|
| S4 |
100-10 |
102-11 |
111-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-23 |
111-31 |
3-24 |
3.3% |
1-21 |
1.5% |
11% |
False |
True |
675,043 |
| 10 |
119-00 |
111-31 |
7-01 |
6.3% |
1-19 |
1.4% |
6% |
False |
True |
568,042 |
| 20 |
120-08 |
111-31 |
8-09 |
7.4% |
1-09 |
1.1% |
5% |
False |
True |
435,394 |
| 40 |
123-23 |
111-31 |
11-24 |
10.5% |
1-09 |
1.1% |
3% |
False |
True |
307,872 |
| 60 |
128-00 |
111-31 |
16-01 |
14.3% |
1-09 |
1.1% |
3% |
False |
True |
205,602 |
| 80 |
128-27 |
111-31 |
16-28 |
15.0% |
1-06 |
1.1% |
2% |
False |
True |
154,205 |
| 100 |
132-08 |
111-31 |
20-09 |
18.0% |
1-00 |
0.9% |
2% |
False |
True |
123,364 |
| 120 |
132-28 |
111-31 |
20-29 |
18.6% |
0-27 |
0.7% |
2% |
False |
True |
102,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-10 |
|
2.618 |
118-13 |
|
1.618 |
116-20 |
|
1.000 |
115-17 |
|
0.618 |
114-27 |
|
HIGH |
113-24 |
|
0.618 |
113-02 |
|
0.500 |
112-28 |
|
0.382 |
112-21 |
|
LOW |
111-31 |
|
0.618 |
110-28 |
|
1.000 |
110-06 |
|
1.618 |
109-03 |
|
2.618 |
107-10 |
|
4.250 |
104-13 |
|
|
| Fisher Pivots for day following 02-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-28 |
113-12 |
| PP |
112-22 |
113-01 |
| S1 |
112-17 |
112-22 |
|