ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
111-21 |
112-27 |
1-06 |
1.1% |
110-18 |
| High |
113-14 |
112-27 |
-0-19 |
-0.5% |
114-10 |
| Low |
111-20 |
111-06 |
-0-14 |
-0.4% |
110-11 |
| Close |
112-25 |
111-11 |
-1-14 |
-1.3% |
112-25 |
| Range |
1-26 |
1-21 |
-0-05 |
-8.6% |
3-31 |
| ATR |
1-24 |
1-24 |
0-00 |
-0.4% |
0-00 |
| Volume |
484,080 |
368,500 |
-115,580 |
-23.9% |
2,507,058 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-24 |
115-23 |
112-08 |
|
| R3 |
115-03 |
114-02 |
111-26 |
|
| R2 |
113-14 |
113-14 |
111-21 |
|
| R1 |
112-13 |
112-13 |
111-16 |
112-03 |
| PP |
111-25 |
111-25 |
111-25 |
111-20 |
| S1 |
110-24 |
110-24 |
111-06 |
110-14 |
| S2 |
110-04 |
110-04 |
111-01 |
|
| S3 |
108-15 |
109-03 |
110-28 |
|
| S4 |
106-26 |
107-14 |
110-14 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-12 |
122-18 |
114-31 |
|
| R3 |
120-13 |
118-19 |
113-28 |
|
| R2 |
116-14 |
116-14 |
113-16 |
|
| R1 |
114-20 |
114-20 |
113-05 |
115-17 |
| PP |
112-15 |
112-15 |
112-15 |
112-30 |
| S1 |
110-21 |
110-21 |
112-13 |
111-18 |
| S2 |
108-16 |
108-16 |
112-02 |
|
| S3 |
104-17 |
106-22 |
111-22 |
|
| S4 |
100-18 |
102-23 |
110-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-10 |
110-30 |
3-12 |
3.0% |
2-01 |
1.8% |
12% |
False |
False |
535,743 |
| 10 |
114-10 |
108-29 |
5-13 |
4.9% |
2-01 |
1.8% |
45% |
False |
False |
557,271 |
| 20 |
119-00 |
108-29 |
10-03 |
9.1% |
1-26 |
1.6% |
24% |
False |
False |
562,656 |
| 40 |
121-31 |
108-29 |
13-02 |
11.7% |
1-15 |
1.3% |
19% |
False |
False |
443,110 |
| 60 |
127-08 |
108-29 |
18-11 |
16.5% |
1-14 |
1.3% |
13% |
False |
False |
298,474 |
| 80 |
128-27 |
108-29 |
19-30 |
17.9% |
1-12 |
1.2% |
12% |
False |
False |
223,863 |
| 100 |
129-09 |
108-29 |
20-12 |
18.3% |
1-05 |
1.0% |
12% |
False |
False |
179,091 |
| 120 |
132-20 |
108-29 |
23-23 |
21.3% |
1-00 |
0.9% |
10% |
False |
False |
149,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-28 |
|
2.618 |
117-06 |
|
1.618 |
115-17 |
|
1.000 |
114-16 |
|
0.618 |
113-28 |
|
HIGH |
112-27 |
|
0.618 |
112-07 |
|
0.500 |
112-00 |
|
0.382 |
111-26 |
|
LOW |
111-06 |
|
0.618 |
110-05 |
|
1.000 |
109-17 |
|
1.618 |
108-16 |
|
2.618 |
106-27 |
|
4.250 |
104-05 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-00 |
112-24 |
| PP |
111-25 |
112-09 |
| S1 |
111-18 |
111-26 |
|