ECBOT 30 Year Treasury Bond Future March 2024
Trading Metrics calculated at close of trading on 04-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2023 |
04-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
112-18 |
110-16 |
-2-02 |
-1.8% |
116-23 |
High |
112-26 |
111-27 |
-0-31 |
-0.9% |
117-02 |
Low |
110-20 |
109-23 |
-0-29 |
-0.8% |
112-16 |
Close |
110-23 |
111-17 |
0-26 |
0.7% |
113-27 |
Range |
2-06 |
2-04 |
-0-02 |
-2.9% |
4-18 |
ATR |
1-08 |
1-10 |
0-02 |
4.9% |
0-00 |
Volume |
840 |
536 |
-304 |
-36.2% |
724 |
|
Daily Pivots for day following 04-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-13 |
116-19 |
112-22 |
|
R3 |
115-09 |
114-15 |
112-04 |
|
R2 |
113-05 |
113-05 |
111-29 |
|
R1 |
112-11 |
112-11 |
111-23 |
112-24 |
PP |
111-01 |
111-01 |
111-01 |
111-08 |
S1 |
110-07 |
110-07 |
111-11 |
110-20 |
S2 |
108-29 |
108-29 |
111-05 |
|
S3 |
106-25 |
108-03 |
110-30 |
|
S4 |
104-21 |
105-31 |
110-12 |
|
|
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 |
120-28 |
2.618 |
117-13 |
1.618 |
115-09 |
1.000 |
113-31 |
0.618 |
113-05 |
HIGH |
111-27 |
0.618 |
111-01 |
0.500 |
110-25 |
0.382 |
110-17 |
LOW |
109-23 |
0.618 |
108-13 |
1.000 |
107-19 |
1.618 |
106-09 |
2.618 |
104-05 |
4.250 |
100-22 |
|
|
Fisher Pivots for day following 04-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
111-09 |
111-18 |
PP |
111-01 |
111-17 |
S1 |
110-25 |
111-17 |
|