ECBOT 30 Year Treasury Bond Future March 2024
Trading Metrics calculated at close of trading on 03-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2023 |
03-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
113-10 |
112-18 |
-0-24 |
-0.7% |
116-23 |
High |
113-12 |
112-26 |
-0-18 |
-0.5% |
117-02 |
Low |
112-02 |
110-20 |
-1-14 |
-1.3% |
112-16 |
Close |
112-14 |
110-23 |
-1-23 |
-1.5% |
113-27 |
Range |
1-10 |
2-06 |
0-28 |
66.7% |
4-18 |
ATR |
1-06 |
1-08 |
0-02 |
5.9% |
0-00 |
Volume |
37 |
840 |
803 |
2,170.3% |
724 |
|
Daily Pivots for day following 03-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-30 |
116-17 |
111-30 |
|
R3 |
115-24 |
114-11 |
111-10 |
|
R2 |
113-18 |
113-18 |
111-04 |
|
R1 |
112-05 |
112-05 |
110-29 |
111-24 |
PP |
111-12 |
111-12 |
111-12 |
111-06 |
S1 |
109-31 |
109-31 |
110-17 |
109-18 |
S2 |
109-06 |
109-06 |
110-10 |
|
S3 |
107-00 |
107-25 |
110-04 |
|
S4 |
104-26 |
105-19 |
109-16 |
|
|
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 |
122-04 |
2.618 |
118-17 |
1.618 |
116-11 |
1.000 |
115-00 |
0.618 |
114-05 |
HIGH |
112-26 |
0.618 |
111-31 |
0.500 |
111-23 |
0.382 |
111-15 |
LOW |
110-20 |
0.618 |
109-09 |
1.000 |
108-14 |
1.618 |
107-03 |
2.618 |
104-29 |
4.250 |
101-10 |
|
|
Fisher Pivots for day following 03-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
111-23 |
112-23 |
PP |
111-12 |
112-02 |
S1 |
111-02 |
111-12 |
|