ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
112-00 |
112-00 |
0-00 |
0.0% |
113-24 |
| High |
112-19 |
113-30 |
1-11 |
1.2% |
113-24 |
| Low |
110-30 |
111-31 |
1-01 |
0.9% |
108-29 |
| Close |
112-02 |
113-12 |
1-10 |
1.2% |
110-15 |
| Range |
1-21 |
1-31 |
0-10 |
18.9% |
4-27 |
| ATR |
1-20 |
1-21 |
0-01 |
1.6% |
0-00 |
| Volume |
506,124 |
649,075 |
142,951 |
28.2% |
3,237,236 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-00 |
118-05 |
114-15 |
|
| R3 |
117-01 |
116-06 |
113-29 |
|
| R2 |
115-02 |
115-02 |
113-24 |
|
| R1 |
114-07 |
114-07 |
113-18 |
114-20 |
| PP |
113-03 |
113-03 |
113-03 |
113-10 |
| S1 |
112-08 |
112-08 |
113-06 |
112-22 |
| S2 |
111-04 |
111-04 |
113-00 |
|
| S3 |
109-05 |
110-09 |
112-27 |
|
| S4 |
107-06 |
108-10 |
112-09 |
|
|
| 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 |
113-30 |
108-29 |
5-01 |
4.4% |
1-27 |
1.6% |
89% |
True |
False |
512,774 |
| 10 |
114-24 |
108-29 |
5-27 |
5.2% |
1-27 |
1.6% |
76% |
False |
False |
618,606 |
| 20 |
120-00 |
108-29 |
11-03 |
9.8% |
1-20 |
1.4% |
40% |
False |
False |
532,209 |
| 40 |
121-31 |
108-29 |
13-02 |
11.5% |
1-13 |
1.2% |
34% |
False |
False |
408,073 |
| 60 |
128-00 |
108-29 |
19-03 |
16.8% |
1-12 |
1.2% |
23% |
False |
False |
273,084 |
| 80 |
128-27 |
108-29 |
19-30 |
17.6% |
1-10 |
1.2% |
22% |
False |
False |
204,820 |
| 100 |
129-09 |
108-29 |
20-12 |
18.0% |
1-03 |
1.0% |
22% |
False |
False |
163,856 |
| 120 |
132-28 |
108-29 |
23-31 |
21.1% |
0-30 |
0.8% |
19% |
False |
False |
136,546 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-10 |
|
2.618 |
119-03 |
|
1.618 |
117-04 |
|
1.000 |
115-29 |
|
0.618 |
115-05 |
|
HIGH |
113-30 |
|
0.618 |
113-06 |
|
0.500 |
112-30 |
|
0.382 |
112-23 |
|
LOW |
111-31 |
|
0.618 |
110-24 |
|
1.000 |
110-00 |
|
1.618 |
108-25 |
|
2.618 |
106-26 |
|
4.250 |
103-19 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-08 |
112-31 |
| PP |
113-03 |
112-18 |
| S1 |
112-30 |
112-04 |
|