ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
111-05 |
112-22 |
1-17 |
1.4% |
109-22 |
| High |
112-31 |
114-27 |
1-28 |
1.7% |
114-27 |
| Low |
110-31 |
112-12 |
1-13 |
1.3% |
108-16 |
| Close |
112-16 |
113-21 |
1-05 |
1.0% |
113-21 |
| Range |
2-00 |
2-15 |
0-15 |
23.4% |
6-11 |
| ATR |
1-27 |
1-29 |
0-01 |
2.3% |
0-00 |
| Volume |
705,756 |
715,888 |
10,132 |
1.4% |
3,297,547 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-01 |
119-26 |
115-00 |
|
| R3 |
118-18 |
117-11 |
114-11 |
|
| R2 |
116-03 |
116-03 |
114-03 |
|
| R1 |
114-28 |
114-28 |
113-28 |
115-16 |
| PP |
113-20 |
113-20 |
113-20 |
113-30 |
| S1 |
112-13 |
112-13 |
113-14 |
113-00 |
| S2 |
111-05 |
111-05 |
113-07 |
|
| S3 |
108-22 |
109-30 |
112-31 |
|
| S4 |
106-07 |
107-15 |
112-10 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-12 |
128-27 |
117-05 |
|
| R3 |
125-01 |
122-16 |
115-13 |
|
| R2 |
118-22 |
118-22 |
114-26 |
|
| R1 |
116-05 |
116-05 |
114-08 |
117-14 |
| PP |
112-11 |
112-11 |
112-11 |
112-31 |
| S1 |
109-26 |
109-26 |
113-02 |
111-02 |
| S2 |
106-00 |
106-00 |
112-16 |
|
| S3 |
99-21 |
103-15 |
111-29 |
|
| S4 |
93-10 |
97-04 |
110-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-27 |
108-16 |
6-11 |
5.6% |
2-01 |
1.8% |
81% |
True |
False |
659,509 |
| 10 |
114-27 |
107-04 |
7-23 |
6.8% |
1-31 |
1.7% |
85% |
True |
False |
597,077 |
| 20 |
114-27 |
107-04 |
7-23 |
6.8% |
1-30 |
1.7% |
85% |
True |
False |
553,955 |
| 40 |
120-00 |
107-04 |
12-28 |
11.3% |
1-23 |
1.5% |
51% |
False |
False |
531,706 |
| 60 |
121-31 |
107-04 |
14-27 |
13.1% |
1-17 |
1.4% |
44% |
False |
False |
434,493 |
| 80 |
128-00 |
107-04 |
20-28 |
18.4% |
1-16 |
1.3% |
31% |
False |
False |
326,403 |
| 100 |
128-27 |
107-04 |
21-23 |
19.1% |
1-12 |
1.2% |
30% |
False |
False |
261,126 |
| 120 |
129-23 |
107-04 |
22-19 |
19.9% |
1-07 |
1.1% |
29% |
False |
False |
217,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-11 |
|
2.618 |
121-10 |
|
1.618 |
118-27 |
|
1.000 |
117-10 |
|
0.618 |
116-12 |
|
HIGH |
114-27 |
|
0.618 |
113-29 |
|
0.500 |
113-20 |
|
0.382 |
113-10 |
|
LOW |
112-12 |
|
0.618 |
110-27 |
|
1.000 |
109-29 |
|
1.618 |
108-12 |
|
2.618 |
105-29 |
|
4.250 |
101-28 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-20 |
113-00 |
| PP |
113-20 |
112-12 |
| S1 |
113-20 |
111-23 |
|