ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
110-09 |
108-13 |
-1-28 |
-1.7% |
112-27 |
| High |
110-16 |
109-31 |
-0-17 |
-0.5% |
112-27 |
| Low |
108-09 |
107-28 |
-0-13 |
-0.4% |
107-17 |
| Close |
108-13 |
109-28 |
1-15 |
1.4% |
108-15 |
| Range |
2-07 |
2-03 |
-0-04 |
-5.6% |
5-10 |
| ATR |
1-26 |
1-27 |
0-01 |
1.1% |
0-00 |
| Volume |
506,995 |
596,519 |
89,524 |
17.7% |
2,601,285 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-17 |
114-25 |
111-01 |
|
| R3 |
113-14 |
112-22 |
110-14 |
|
| R2 |
111-11 |
111-11 |
110-08 |
|
| R1 |
110-19 |
110-19 |
110-02 |
110-31 |
| PP |
109-08 |
109-08 |
109-08 |
109-14 |
| S1 |
108-16 |
108-16 |
109-22 |
108-28 |
| S2 |
107-05 |
107-05 |
109-16 |
|
| S3 |
105-02 |
106-13 |
109-10 |
|
| S4 |
102-31 |
104-10 |
108-23 |
|
|
| 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 |
110-16 |
107-04 |
3-12 |
3.1% |
2-00 |
1.8% |
81% |
False |
False |
559,311 |
| 10 |
113-14 |
107-04 |
6-10 |
5.7% |
1-28 |
1.7% |
44% |
False |
False |
536,391 |
| 20 |
114-24 |
107-04 |
7-20 |
6.9% |
1-30 |
1.8% |
36% |
False |
False |
570,980 |
| 40 |
121-31 |
107-04 |
14-27 |
13.5% |
1-19 |
1.5% |
19% |
False |
False |
491,992 |
| 60 |
123-23 |
107-04 |
16-19 |
15.1% |
1-17 |
1.4% |
17% |
False |
False |
373,476 |
| 80 |
128-00 |
107-04 |
20-28 |
19.0% |
1-14 |
1.3% |
13% |
False |
False |
280,254 |
| 100 |
128-27 |
107-04 |
21-23 |
19.8% |
1-10 |
1.2% |
13% |
False |
False |
224,204 |
| 120 |
132-08 |
107-04 |
25-04 |
22.9% |
1-04 |
1.0% |
11% |
False |
False |
186,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-28 |
|
2.618 |
115-14 |
|
1.618 |
113-11 |
|
1.000 |
112-02 |
|
0.618 |
111-08 |
|
HIGH |
109-31 |
|
0.618 |
109-05 |
|
0.500 |
108-30 |
|
0.382 |
108-22 |
|
LOW |
107-28 |
|
0.618 |
106-19 |
|
1.000 |
105-25 |
|
1.618 |
104-16 |
|
2.618 |
102-13 |
|
4.250 |
98-31 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-18 |
109-21 |
| PP |
109-08 |
109-13 |
| S1 |
108-30 |
109-06 |
|