ECBOT 30 Year Treasury Bond Future March 2024
Trading Metrics calculated at close of trading on 02-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2023 |
02-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
113-27 |
113-10 |
-0-17 |
-0.5% |
116-23 |
High |
114-26 |
113-12 |
-1-14 |
-1.3% |
117-02 |
Low |
113-16 |
112-02 |
-1-14 |
-1.3% |
112-16 |
Close |
113-27 |
112-14 |
-1-13 |
-1.2% |
113-27 |
Range |
1-10 |
1-10 |
0-00 |
0.0% |
4-18 |
ATR |
1-05 |
1-06 |
0-01 |
3.9% |
0-00 |
Volume |
110 |
37 |
-73 |
-66.4% |
724 |
|
Daily Pivots for day following 02-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
116-18 |
115-26 |
113-05 |
|
R3 |
115-08 |
114-16 |
112-26 |
|
R2 |
113-30 |
113-30 |
112-22 |
|
R1 |
113-06 |
113-06 |
112-18 |
112-29 |
PP |
112-20 |
112-20 |
112-20 |
112-16 |
S1 |
111-28 |
111-28 |
112-10 |
111-19 |
S2 |
111-10 |
111-10 |
112-06 |
|
S3 |
110-00 |
110-18 |
112-02 |
|
S4 |
108-22 |
109-08 |
111-23 |
|
|
Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-05 |
125-18 |
116-11 |
|
R3 |
123-19 |
121-00 |
115-03 |
|
R2 |
119-01 |
119-01 |
114-22 |
|
R1 |
116-14 |
116-14 |
114-08 |
115-14 |
PP |
114-15 |
114-15 |
114-15 |
113-31 |
S1 |
111-28 |
111-28 |
113-14 |
110-28 |
S2 |
109-29 |
109-29 |
113-00 |
|
S3 |
105-11 |
107-10 |
112-19 |
|
S4 |
100-25 |
102-24 |
111-11 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
118-30 |
2.618 |
116-26 |
1.618 |
115-16 |
1.000 |
114-22 |
0.618 |
114-06 |
HIGH |
113-12 |
0.618 |
112-28 |
0.500 |
112-23 |
0.382 |
112-18 |
LOW |
112-02 |
0.618 |
111-08 |
1.000 |
110-24 |
1.618 |
109-30 |
2.618 |
108-20 |
4.250 |
106-16 |
|
|
Fisher Pivots for day following 02-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
112-23 |
113-14 |
PP |
112-20 |
113-03 |
S1 |
112-17 |
112-25 |
|