ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 27-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
108-13 |
109-25 |
1-12 |
1.3% |
108-02 |
| High |
109-31 |
109-27 |
-0-04 |
-0.1% |
110-16 |
| Low |
107-28 |
108-30 |
1-02 |
1.0% |
107-04 |
| Close |
109-28 |
109-16 |
-0-12 |
-0.3% |
109-16 |
| Range |
2-03 |
0-29 |
-1-06 |
-56.7% |
3-12 |
| ATR |
1-27 |
1-25 |
-0-02 |
-3.5% |
0-00 |
| Volume |
596,519 |
394,682 |
-201,837 |
-33.8% |
2,673,229 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
112-05 |
111-23 |
110-00 |
|
| R3 |
111-08 |
110-26 |
109-24 |
|
| R2 |
110-11 |
110-11 |
109-21 |
|
| R1 |
109-29 |
109-29 |
109-19 |
109-22 |
| PP |
109-14 |
109-14 |
109-14 |
109-10 |
| S1 |
109-00 |
109-00 |
109-13 |
108-24 |
| S2 |
108-17 |
108-17 |
109-11 |
|
| S3 |
107-20 |
108-03 |
109-08 |
|
| S4 |
106-23 |
107-06 |
109-00 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-05 |
117-23 |
111-11 |
|
| R3 |
115-25 |
114-11 |
110-14 |
|
| R2 |
112-13 |
112-13 |
110-04 |
|
| R1 |
110-31 |
110-31 |
109-26 |
111-22 |
| PP |
109-01 |
109-01 |
109-01 |
109-13 |
| S1 |
107-19 |
107-19 |
109-06 |
108-10 |
| S2 |
105-21 |
105-21 |
108-28 |
|
| S3 |
102-09 |
104-07 |
108-18 |
|
| S4 |
98-29 |
100-27 |
107-21 |
|
|
| 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% |
1-29 |
1.8% |
70% |
False |
False |
534,645 |
| 10 |
112-27 |
107-04 |
5-23 |
5.2% |
1-26 |
1.6% |
42% |
False |
False |
527,451 |
| 20 |
114-10 |
107-04 |
7-06 |
6.6% |
1-29 |
1.8% |
33% |
False |
False |
550,940 |
| 40 |
121-29 |
107-04 |
14-25 |
13.5% |
1-19 |
1.5% |
16% |
False |
False |
490,778 |
| 60 |
123-23 |
107-04 |
16-19 |
15.2% |
1-16 |
1.4% |
14% |
False |
False |
380,004 |
| 80 |
128-00 |
107-04 |
20-28 |
19.1% |
1-14 |
1.3% |
11% |
False |
False |
285,187 |
| 100 |
128-27 |
107-04 |
21-23 |
19.8% |
1-10 |
1.2% |
11% |
False |
False |
228,151 |
| 120 |
132-08 |
107-04 |
25-04 |
22.9% |
1-04 |
1.0% |
9% |
False |
False |
190,126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-22 |
|
2.618 |
112-07 |
|
1.618 |
111-10 |
|
1.000 |
110-24 |
|
0.618 |
110-13 |
|
HIGH |
109-27 |
|
0.618 |
109-16 |
|
0.500 |
109-12 |
|
0.382 |
109-09 |
|
LOW |
108-30 |
|
0.618 |
108-12 |
|
1.000 |
108-01 |
|
1.618 |
107-15 |
|
2.618 |
106-18 |
|
4.250 |
105-03 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-15 |
109-13 |
| PP |
109-14 |
109-09 |
| S1 |
109-12 |
109-06 |
|