ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 25-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
109-24 |
110-09 |
0-17 |
0.5% |
112-27 |
| High |
110-16 |
110-16 |
0-00 |
0.0% |
112-27 |
| Low |
109-08 |
108-09 |
-0-31 |
-0.9% |
107-17 |
| Close |
110-00 |
108-13 |
-1-19 |
-1.4% |
108-15 |
| Range |
1-08 |
2-07 |
0-31 |
77.5% |
5-10 |
| ATR |
1-25 |
1-26 |
0-01 |
1.7% |
0-00 |
| Volume |
526,442 |
506,995 |
-19,447 |
-3.7% |
2,601,285 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-23 |
114-09 |
109-20 |
|
| R3 |
113-16 |
112-02 |
109-01 |
|
| R2 |
111-09 |
111-09 |
108-26 |
|
| R1 |
109-27 |
109-27 |
108-20 |
109-14 |
| PP |
109-02 |
109-02 |
109-02 |
108-28 |
| S1 |
107-20 |
107-20 |
108-06 |
107-08 |
| S2 |
106-27 |
106-27 |
108-00 |
|
| S3 |
104-20 |
105-13 |
107-25 |
|
| S4 |
102-13 |
103-06 |
107-06 |
|
|
| 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 |
110-16 |
107-04 |
3-12 |
3.1% |
1-30 |
1.8% |
38% |
True |
False |
563,913 |
| 10 |
114-10 |
107-04 |
7-06 |
6.6% |
2-00 |
1.8% |
18% |
False |
False |
543,833 |
| 20 |
114-24 |
107-04 |
7-20 |
7.0% |
1-29 |
1.8% |
17% |
False |
False |
581,219 |
| 40 |
121-31 |
107-04 |
14-27 |
13.7% |
1-18 |
1.5% |
9% |
False |
False |
485,457 |
| 60 |
123-23 |
107-04 |
16-19 |
15.3% |
1-17 |
1.4% |
8% |
False |
False |
363,650 |
| 80 |
128-00 |
107-04 |
20-28 |
19.3% |
1-14 |
1.3% |
6% |
False |
False |
272,798 |
| 100 |
128-27 |
107-04 |
21-23 |
20.0% |
1-09 |
1.2% |
6% |
False |
False |
218,239 |
| 120 |
132-08 |
107-04 |
25-04 |
23.2% |
1-04 |
1.0% |
5% |
False |
False |
181,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-30 |
|
2.618 |
116-10 |
|
1.618 |
114-03 |
|
1.000 |
112-23 |
|
0.618 |
111-28 |
|
HIGH |
110-16 |
|
0.618 |
109-21 |
|
0.500 |
109-12 |
|
0.382 |
109-04 |
|
LOW |
108-09 |
|
0.618 |
106-29 |
|
1.000 |
106-02 |
|
1.618 |
104-22 |
|
2.618 |
102-15 |
|
4.250 |
98-27 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-12 |
108-26 |
| PP |
109-02 |
108-22 |
| S1 |
108-24 |
108-17 |
|