ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 01-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
109-00 |
108-21 |
-0-11 |
-0.3% |
108-02 |
| High |
110-12 |
111-06 |
0-26 |
0.7% |
110-16 |
| Low |
108-18 |
108-19 |
0-01 |
0.0% |
107-04 |
| Close |
109-14 |
110-14 |
1-00 |
0.9% |
109-16 |
| Range |
1-26 |
2-19 |
0-25 |
43.1% |
3-12 |
| ATR |
1-24 |
1-26 |
0-02 |
3.5% |
0-00 |
| Volume |
725,179 |
708,731 |
-16,448 |
-2.3% |
2,673,229 |
|
| Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-27 |
116-24 |
111-28 |
|
| R3 |
115-08 |
114-05 |
111-05 |
|
| R2 |
112-21 |
112-21 |
110-29 |
|
| R1 |
111-18 |
111-18 |
110-22 |
112-04 |
| PP |
110-02 |
110-02 |
110-02 |
110-11 |
| S1 |
108-31 |
108-31 |
110-06 |
109-16 |
| S2 |
107-15 |
107-15 |
109-31 |
|
| S3 |
104-28 |
106-12 |
109-23 |
|
| S4 |
102-09 |
103-25 |
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 |
111-06 |
107-28 |
3-10 |
3.0% |
1-24 |
1.6% |
77% |
True |
False |
573,420 |
| 10 |
111-06 |
107-04 |
4-02 |
3.7% |
1-27 |
1.7% |
82% |
True |
False |
568,667 |
| 20 |
114-10 |
107-04 |
7-06 |
6.5% |
1-29 |
1.7% |
46% |
False |
False |
543,465 |
| 40 |
120-05 |
107-04 |
13-01 |
11.8% |
1-21 |
1.5% |
25% |
False |
False |
508,531 |
| 60 |
123-23 |
107-04 |
16-19 |
15.0% |
1-17 |
1.4% |
20% |
False |
False |
410,939 |
| 80 |
128-00 |
107-04 |
20-28 |
18.9% |
1-15 |
1.3% |
16% |
False |
False |
308,634 |
| 100 |
128-27 |
107-04 |
21-23 |
19.7% |
1-12 |
1.2% |
15% |
False |
False |
246,910 |
| 120 |
131-03 |
107-04 |
23-31 |
21.7% |
1-06 |
1.1% |
14% |
False |
False |
205,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-07 |
|
2.618 |
117-31 |
|
1.618 |
115-12 |
|
1.000 |
113-25 |
|
0.618 |
112-25 |
|
HIGH |
111-06 |
|
0.618 |
110-06 |
|
0.500 |
109-28 |
|
0.382 |
109-19 |
|
LOW |
108-19 |
|
0.618 |
107-00 |
|
1.000 |
106-00 |
|
1.618 |
104-13 |
|
2.618 |
101-26 |
|
4.250 |
97-18 |
|
|
| Fisher Pivots for day following 01-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-08 |
110-08 |
| PP |
110-02 |
110-01 |
| S1 |
109-28 |
109-27 |
|