ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 02-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
108-21 |
111-05 |
2-16 |
2.3% |
108-02 |
| High |
111-06 |
112-31 |
1-25 |
1.6% |
110-16 |
| Low |
108-19 |
110-31 |
2-12 |
2.2% |
107-04 |
| Close |
110-14 |
112-16 |
2-02 |
1.9% |
109-16 |
| Range |
2-19 |
2-00 |
-0-19 |
-22.9% |
3-12 |
| ATR |
1-26 |
1-27 |
0-02 |
2.9% |
0-00 |
| Volume |
708,731 |
705,756 |
-2,975 |
-0.4% |
2,673,229 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-05 |
117-10 |
113-19 |
|
| R3 |
116-05 |
115-10 |
113-02 |
|
| R2 |
114-05 |
114-05 |
112-28 |
|
| R1 |
113-10 |
113-10 |
112-22 |
113-24 |
| PP |
112-05 |
112-05 |
112-05 |
112-11 |
| S1 |
111-10 |
111-10 |
112-10 |
111-24 |
| S2 |
110-05 |
110-05 |
112-04 |
|
| S3 |
108-05 |
109-10 |
111-30 |
|
| S4 |
106-05 |
107-10 |
111-13 |
|
|
| 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 |
112-31 |
108-16 |
4-15 |
4.0% |
1-23 |
1.5% |
90% |
True |
False |
595,268 |
| 10 |
112-31 |
107-04 |
5-27 |
5.2% |
1-28 |
1.7% |
92% |
True |
False |
577,289 |
| 20 |
114-10 |
107-04 |
7-06 |
6.4% |
1-30 |
1.7% |
75% |
False |
False |
553,696 |
| 40 |
120-05 |
107-04 |
13-01 |
11.6% |
1-22 |
1.5% |
41% |
False |
False |
519,846 |
| 60 |
123-23 |
107-04 |
16-19 |
14.8% |
1-17 |
1.4% |
32% |
False |
False |
422,631 |
| 80 |
128-00 |
107-04 |
20-28 |
18.6% |
1-15 |
1.3% |
26% |
False |
False |
317,456 |
| 100 |
128-27 |
107-04 |
21-23 |
19.3% |
1-12 |
1.2% |
25% |
False |
False |
253,968 |
| 120 |
130-05 |
107-04 |
23-01 |
20.5% |
1-06 |
1.1% |
23% |
False |
False |
211,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-15 |
|
2.618 |
118-07 |
|
1.618 |
116-07 |
|
1.000 |
114-31 |
|
0.618 |
114-07 |
|
HIGH |
112-31 |
|
0.618 |
112-07 |
|
0.500 |
111-31 |
|
0.382 |
111-23 |
|
LOW |
110-31 |
|
0.618 |
109-23 |
|
1.000 |
108-31 |
|
1.618 |
107-23 |
|
2.618 |
105-23 |
|
4.250 |
102-15 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-10 |
111-30 |
| PP |
112-05 |
111-11 |
| S1 |
111-31 |
110-24 |
|