ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 23-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
107-27 |
108-02 |
0-07 |
0.2% |
112-27 |
| High |
108-28 |
110-08 |
1-12 |
1.3% |
112-27 |
| Low |
107-17 |
107-04 |
-0-13 |
-0.4% |
107-17 |
| Close |
108-15 |
109-31 |
1-16 |
1.4% |
108-15 |
| Range |
1-11 |
3-04 |
1-25 |
132.6% |
5-10 |
| ATR |
1-23 |
1-27 |
0-03 |
5.8% |
0-00 |
| Volume |
518,009 |
648,591 |
130,582 |
25.2% |
2,601,285 |
|
| Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-16 |
117-11 |
111-22 |
|
| R3 |
115-12 |
114-07 |
110-26 |
|
| R2 |
112-08 |
112-08 |
110-17 |
|
| R1 |
111-03 |
111-03 |
110-08 |
111-22 |
| PP |
109-04 |
109-04 |
109-04 |
109-13 |
| S1 |
107-31 |
107-31 |
109-22 |
108-18 |
| S2 |
106-00 |
106-00 |
109-13 |
|
| S3 |
102-28 |
104-27 |
109-04 |
|
| S4 |
99-24 |
101-23 |
108-08 |
|
|
| 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 |
111-17 |
107-04 |
4-13 |
4.0% |
1-31 |
1.8% |
65% |
False |
True |
576,275 |
| 10 |
114-10 |
107-04 |
7-06 |
6.5% |
2-00 |
1.8% |
40% |
False |
True |
556,009 |
| 20 |
115-23 |
107-04 |
8-19 |
7.8% |
1-30 |
1.7% |
33% |
False |
True |
591,465 |
| 40 |
121-31 |
107-04 |
14-27 |
13.5% |
1-18 |
1.4% |
19% |
False |
True |
483,312 |
| 60 |
125-02 |
107-04 |
17-30 |
16.3% |
1-16 |
1.4% |
16% |
False |
True |
346,456 |
| 80 |
128-00 |
107-04 |
20-28 |
19.0% |
1-14 |
1.3% |
14% |
False |
True |
259,880 |
| 100 |
129-09 |
107-04 |
22-05 |
20.1% |
1-08 |
1.1% |
13% |
False |
True |
207,905 |
| 120 |
132-20 |
107-04 |
25-16 |
23.2% |
1-03 |
1.0% |
11% |
False |
True |
173,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-17 |
|
2.618 |
118-14 |
|
1.618 |
115-10 |
|
1.000 |
113-12 |
|
0.618 |
112-06 |
|
HIGH |
110-08 |
|
0.618 |
109-02 |
|
0.500 |
108-22 |
|
0.382 |
108-10 |
|
LOW |
107-04 |
|
0.618 |
105-06 |
|
1.000 |
104-00 |
|
1.618 |
102-02 |
|
2.618 |
98-30 |
|
4.250 |
93-27 |
|
|
| Fisher Pivots for day following 23-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-17 |
109-17 |
| PP |
109-04 |
109-04 |
| S1 |
108-22 |
108-22 |
|