ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 10-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2023 |
10-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
110-18 |
112-00 |
1-14 |
1.3% |
113-24 |
| High |
112-08 |
112-19 |
0-11 |
0.3% |
113-24 |
| Low |
110-11 |
110-30 |
0-19 |
0.5% |
108-29 |
| Close |
112-01 |
112-02 |
0-01 |
0.0% |
110-15 |
| Range |
1-29 |
1-21 |
-0-08 |
-13.1% |
4-27 |
| ATR |
1-20 |
1-20 |
0-00 |
0.2% |
0-00 |
| Volume |
196,842 |
506,124 |
309,282 |
157.1% |
3,237,236 |
|
| Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-27 |
116-03 |
112-31 |
|
| R3 |
115-06 |
114-14 |
112-17 |
|
| R2 |
113-17 |
113-17 |
112-12 |
|
| R1 |
112-25 |
112-25 |
112-07 |
113-05 |
| PP |
111-28 |
111-28 |
111-28 |
112-02 |
| S1 |
111-04 |
111-04 |
111-29 |
111-16 |
| S2 |
110-07 |
110-07 |
111-24 |
|
| S3 |
108-18 |
109-15 |
111-19 |
|
| S4 |
106-29 |
107-26 |
111-05 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-18 |
122-28 |
113-04 |
|
| R3 |
120-23 |
118-01 |
111-26 |
|
| R2 |
115-28 |
115-28 |
111-11 |
|
| R1 |
113-06 |
113-06 |
110-29 |
112-04 |
| PP |
111-01 |
111-01 |
111-01 |
110-16 |
| S1 |
108-11 |
108-11 |
110-01 |
107-08 |
| S2 |
106-06 |
106-06 |
109-19 |
|
| S3 |
101-11 |
103-16 |
109-04 |
|
| S4 |
96-16 |
98-21 |
107-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-19 |
108-29 |
3-22 |
3.3% |
1-29 |
1.7% |
86% |
True |
False |
538,642 |
| 10 |
115-15 |
108-29 |
6-18 |
5.9% |
1-28 |
1.7% |
48% |
False |
False |
622,426 |
| 20 |
120-00 |
108-29 |
11-03 |
9.9% |
1-20 |
1.4% |
28% |
False |
False |
519,754 |
| 40 |
121-31 |
108-29 |
13-02 |
11.7% |
1-12 |
1.2% |
24% |
False |
False |
392,064 |
| 60 |
128-00 |
108-29 |
19-03 |
17.0% |
1-12 |
1.2% |
17% |
False |
False |
262,266 |
| 80 |
128-27 |
108-29 |
19-30 |
17.8% |
1-09 |
1.2% |
16% |
False |
False |
196,706 |
| 100 |
129-12 |
108-29 |
20-15 |
18.3% |
1-03 |
1.0% |
15% |
False |
False |
157,365 |
| 120 |
132-28 |
108-29 |
23-31 |
21.4% |
0-30 |
0.8% |
13% |
False |
False |
131,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-20 |
|
2.618 |
116-30 |
|
1.618 |
115-09 |
|
1.000 |
114-08 |
|
0.618 |
113-20 |
|
HIGH |
112-19 |
|
0.618 |
111-31 |
|
0.500 |
111-24 |
|
0.382 |
111-18 |
|
LOW |
110-30 |
|
0.618 |
109-29 |
|
1.000 |
109-09 |
|
1.618 |
108-08 |
|
2.618 |
106-19 |
|
4.250 |
103-29 |
|
|
| Fisher Pivots for day following 10-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-31 |
111-20 |
| PP |
111-28 |
111-06 |
| S1 |
111-24 |
110-24 |
|