ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
109-03 |
107-27 |
-1-08 |
-1.1% |
112-27 |
| High |
109-15 |
108-28 |
-0-19 |
-0.5% |
112-27 |
| Low |
107-22 |
107-17 |
-0-05 |
-0.1% |
107-17 |
| Close |
107-27 |
108-15 |
0-20 |
0.6% |
108-15 |
| Range |
1-25 |
1-11 |
-0-14 |
-24.6% |
5-10 |
| ATR |
1-24 |
1-23 |
-0-01 |
-1.7% |
0-00 |
| Volume |
619,532 |
518,009 |
-101,523 |
-16.4% |
2,601,285 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-10 |
111-24 |
109-07 |
|
| R3 |
110-31 |
110-13 |
108-27 |
|
| R2 |
109-20 |
109-20 |
108-23 |
|
| R1 |
109-02 |
109-02 |
108-19 |
109-11 |
| PP |
108-09 |
108-09 |
108-09 |
108-14 |
| S1 |
107-23 |
107-23 |
108-11 |
108-00 |
| S2 |
106-30 |
106-30 |
108-07 |
|
| S3 |
105-19 |
106-12 |
108-03 |
|
| S4 |
104-08 |
105-01 |
107-23 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-18 |
122-10 |
111-12 |
|
| R3 |
120-08 |
117-00 |
109-30 |
|
| R2 |
114-30 |
114-30 |
109-14 |
|
| R1 |
111-22 |
111-22 |
108-31 |
110-21 |
| PP |
109-20 |
109-20 |
109-20 |
109-03 |
| S1 |
106-12 |
106-12 |
107-31 |
105-11 |
| S2 |
104-10 |
104-10 |
107-16 |
|
| S3 |
99-00 |
101-02 |
107-00 |
|
| S4 |
93-22 |
95-24 |
105-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-27 |
107-17 |
5-10 |
4.9% |
1-22 |
1.5% |
18% |
False |
True |
520,257 |
| 10 |
114-10 |
107-17 |
6-25 |
6.3% |
1-28 |
1.7% |
14% |
False |
True |
510,834 |
| 20 |
117-00 |
107-17 |
9-15 |
8.7% |
1-28 |
1.7% |
10% |
False |
True |
584,723 |
| 40 |
121-31 |
107-17 |
14-14 |
13.3% |
1-16 |
1.4% |
6% |
False |
True |
477,744 |
| 60 |
125-02 |
107-17 |
17-17 |
16.2% |
1-15 |
1.4% |
5% |
False |
True |
335,662 |
| 80 |
128-08 |
107-17 |
20-23 |
19.1% |
1-13 |
1.3% |
5% |
False |
True |
251,773 |
| 100 |
129-09 |
107-17 |
21-24 |
20.1% |
1-07 |
1.1% |
4% |
False |
True |
201,419 |
| 120 |
132-20 |
107-17 |
25-03 |
23.1% |
1-02 |
1.0% |
4% |
False |
True |
167,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-19 |
|
2.618 |
112-13 |
|
1.618 |
111-02 |
|
1.000 |
110-07 |
|
0.618 |
109-23 |
|
HIGH |
108-28 |
|
0.618 |
108-12 |
|
0.500 |
108-06 |
|
0.382 |
108-01 |
|
LOW |
107-17 |
|
0.618 |
106-22 |
|
1.000 |
106-06 |
|
1.618 |
105-11 |
|
2.618 |
104-00 |
|
4.250 |
101-26 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-12 |
108-30 |
| PP |
108-09 |
108-25 |
| S1 |
108-06 |
108-20 |
|