ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
110-08 |
109-03 |
-1-05 |
-1.0% |
110-18 |
| High |
110-12 |
109-15 |
-0-29 |
-0.8% |
114-10 |
| Low |
108-25 |
107-22 |
-1-03 |
-1.0% |
110-11 |
| Close |
109-09 |
107-27 |
-1-14 |
-1.3% |
112-25 |
| Range |
1-19 |
1-25 |
0-06 |
11.8% |
3-31 |
| ATR |
1-24 |
1-24 |
0-00 |
0.1% |
0-00 |
| Volume |
533,800 |
619,532 |
85,732 |
16.1% |
2,507,058 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-22 |
112-17 |
108-26 |
|
| R3 |
111-29 |
110-24 |
108-11 |
|
| R2 |
110-04 |
110-04 |
108-05 |
|
| R1 |
108-31 |
108-31 |
108-00 |
108-21 |
| PP |
108-11 |
108-11 |
108-11 |
108-06 |
| S1 |
107-06 |
107-06 |
107-22 |
106-28 |
| S2 |
106-18 |
106-18 |
107-17 |
|
| S3 |
104-25 |
105-13 |
107-11 |
|
| S4 |
103-00 |
103-20 |
106-28 |
|
|
| 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 |
113-14 |
107-22 |
5-24 |
5.3% |
1-25 |
1.6% |
3% |
False |
True |
513,471 |
| 10 |
114-10 |
107-22 |
6-20 |
6.1% |
2-00 |
1.9% |
2% |
False |
True |
530,103 |
| 20 |
117-03 |
107-22 |
9-13 |
8.7% |
1-28 |
1.7% |
2% |
False |
True |
580,886 |
| 40 |
121-31 |
107-22 |
14-09 |
13.2% |
1-16 |
1.4% |
1% |
False |
True |
477,648 |
| 60 |
126-16 |
107-22 |
18-26 |
17.4% |
1-16 |
1.4% |
1% |
False |
True |
327,038 |
| 80 |
128-17 |
107-22 |
20-27 |
19.3% |
1-13 |
1.3% |
1% |
False |
True |
245,298 |
| 100 |
129-09 |
107-22 |
21-19 |
20.0% |
1-07 |
1.1% |
1% |
False |
True |
196,239 |
| 120 |
132-20 |
107-22 |
24-30 |
23.1% |
1-02 |
1.0% |
1% |
False |
True |
163,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-01 |
|
2.618 |
114-04 |
|
1.618 |
112-11 |
|
1.000 |
111-08 |
|
0.618 |
110-18 |
|
HIGH |
109-15 |
|
0.618 |
108-25 |
|
0.500 |
108-18 |
|
0.382 |
108-12 |
|
LOW |
107-22 |
|
0.618 |
106-19 |
|
1.000 |
105-29 |
|
1.618 |
104-26 |
|
2.618 |
103-01 |
|
4.250 |
100-04 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-18 |
109-20 |
| PP |
108-11 |
109-01 |
| S1 |
108-03 |
108-14 |
|