ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 04-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
112-18 |
110-24 |
-1-26 |
-1.6% |
116-30 |
| High |
112-24 |
111-27 |
-0-29 |
-0.8% |
117-00 |
| Low |
110-16 |
109-20 |
-0-28 |
-0.8% |
112-10 |
| Close |
110-21 |
111-16 |
0-27 |
0.8% |
113-25 |
| Range |
2-08 |
2-07 |
-0-01 |
-1.4% |
4-22 |
| ATR |
1-16 |
1-17 |
0-02 |
3.5% |
0-00 |
| Volume |
706,905 |
778,418 |
71,513 |
10.1% |
3,348,896 |
|
| Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-21 |
116-25 |
112-23 |
|
| R3 |
115-14 |
114-18 |
112-04 |
|
| R2 |
113-07 |
113-07 |
111-29 |
|
| R1 |
112-11 |
112-11 |
111-23 |
112-25 |
| PP |
111-00 |
111-00 |
111-00 |
111-06 |
| S1 |
110-04 |
110-04 |
111-09 |
110-18 |
| S2 |
108-25 |
108-25 |
111-03 |
|
| S3 |
106-18 |
107-29 |
110-28 |
|
| S4 |
104-11 |
105-22 |
110-09 |
|
|
| 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 |
114-24 |
109-20 |
5-04 |
4.6% |
1-27 |
1.7% |
37% |
False |
True |
724,438 |
| 10 |
117-28 |
109-20 |
8-08 |
7.4% |
1-27 |
1.7% |
23% |
False |
True |
644,554 |
| 20 |
120-05 |
109-20 |
10-17 |
9.4% |
1-13 |
1.3% |
18% |
False |
True |
473,597 |
| 40 |
123-23 |
109-20 |
14-03 |
12.6% |
1-11 |
1.2% |
13% |
False |
True |
344,676 |
| 60 |
128-00 |
109-20 |
18-12 |
16.5% |
1-10 |
1.2% |
10% |
False |
True |
230,357 |
| 80 |
128-27 |
109-20 |
19-07 |
17.2% |
1-08 |
1.1% |
10% |
False |
True |
172,771 |
| 100 |
131-03 |
109-20 |
21-15 |
19.3% |
1-01 |
0.9% |
9% |
False |
True |
138,217 |
| 120 |
132-28 |
109-20 |
23-08 |
20.9% |
0-28 |
0.8% |
8% |
False |
True |
115,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-09 |
|
2.618 |
117-21 |
|
1.618 |
115-14 |
|
1.000 |
114-02 |
|
0.618 |
113-07 |
|
HIGH |
111-27 |
|
0.618 |
111-00 |
|
0.500 |
110-24 |
|
0.382 |
110-15 |
|
LOW |
109-20 |
|
0.618 |
108-08 |
|
1.000 |
107-13 |
|
1.618 |
106-01 |
|
2.618 |
103-26 |
|
4.250 |
100-06 |
|
|
| Fisher Pivots for day following 04-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-08 |
111-22 |
| PP |
111-00 |
111-20 |
| S1 |
110-24 |
111-18 |
|