ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 17-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
112-27 |
111-14 |
-1-13 |
-1.2% |
110-18 |
| High |
112-27 |
111-17 |
-1-10 |
-1.2% |
114-10 |
| Low |
111-06 |
109-17 |
-1-21 |
-1.5% |
110-11 |
| Close |
111-11 |
110-00 |
-1-11 |
-1.2% |
112-25 |
| Range |
1-21 |
2-00 |
0-11 |
20.8% |
3-31 |
| ATR |
1-24 |
1-25 |
0-01 |
1.0% |
0-00 |
| Volume |
368,500 |
561,444 |
192,944 |
52.4% |
2,507,058 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-11 |
115-06 |
111-03 |
|
| R3 |
114-11 |
113-06 |
110-18 |
|
| R2 |
112-11 |
112-11 |
110-12 |
|
| R1 |
111-06 |
111-06 |
110-06 |
110-24 |
| PP |
110-11 |
110-11 |
110-11 |
110-05 |
| S1 |
109-06 |
109-06 |
109-26 |
108-24 |
| S2 |
108-11 |
108-11 |
109-20 |
|
| S3 |
106-11 |
107-06 |
109-14 |
|
| S4 |
104-11 |
105-06 |
108-29 |
|
|
| 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 |
109-17 |
4-25 |
4.3% |
2-03 |
1.9% |
10% |
False |
True |
546,807 |
| 10 |
114-10 |
108-29 |
5-13 |
4.9% |
2-00 |
1.8% |
20% |
False |
False |
542,724 |
| 20 |
118-29 |
108-29 |
10-00 |
9.1% |
1-28 |
1.7% |
11% |
False |
False |
573,737 |
| 40 |
121-31 |
108-29 |
13-02 |
11.9% |
1-16 |
1.4% |
8% |
False |
False |
454,869 |
| 60 |
126-16 |
108-29 |
17-19 |
16.0% |
1-15 |
1.3% |
6% |
False |
False |
307,828 |
| 80 |
128-27 |
108-29 |
19-30 |
18.1% |
1-12 |
1.3% |
5% |
False |
False |
230,882 |
| 100 |
129-09 |
108-29 |
20-12 |
18.5% |
1-06 |
1.1% |
5% |
False |
False |
184,705 |
| 120 |
132-20 |
108-29 |
23-23 |
21.6% |
1-01 |
0.9% |
5% |
False |
False |
153,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-01 |
|
2.618 |
116-25 |
|
1.618 |
114-25 |
|
1.000 |
113-17 |
|
0.618 |
112-25 |
|
HIGH |
111-17 |
|
0.618 |
110-25 |
|
0.500 |
110-17 |
|
0.382 |
110-09 |
|
LOW |
109-17 |
|
0.618 |
108-09 |
|
1.000 |
107-17 |
|
1.618 |
106-09 |
|
2.618 |
104-09 |
|
4.250 |
101-01 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-17 |
111-16 |
| PP |
110-11 |
111-00 |
| S1 |
110-06 |
110-16 |
|