ECBOT 30 Year Treasury Bond Future March 2024
Trading Metrics calculated at close of trading on 05-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2023 |
05-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
110-16 |
111-17 |
1-01 |
0.9% |
116-23 |
High |
111-27 |
111-27 |
0-00 |
0.0% |
117-02 |
Low |
109-23 |
110-27 |
1-04 |
1.0% |
112-16 |
Close |
111-17 |
111-14 |
-0-03 |
-0.1% |
113-27 |
Range |
2-04 |
1-00 |
-1-04 |
-52.9% |
4-18 |
ATR |
1-10 |
1-10 |
-0-01 |
-1.8% |
0-00 |
Volume |
536 |
28 |
-508 |
-94.8% |
724 |
|
Daily Pivots for day following 05-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
114-12 |
113-29 |
112-00 |
|
R3 |
113-12 |
112-29 |
111-23 |
|
R2 |
112-12 |
112-12 |
111-20 |
|
R1 |
111-29 |
111-29 |
111-17 |
111-20 |
PP |
111-12 |
111-12 |
111-12 |
111-08 |
S1 |
110-29 |
110-29 |
111-11 |
110-20 |
S2 |
110-12 |
110-12 |
111-08 |
|
S3 |
109-12 |
109-29 |
111-05 |
|
S4 |
108-12 |
108-29 |
110-28 |
|
|
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 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
114-26 |
109-23 |
5-03 |
4.6% |
1-19 |
1.4% |
34% |
False |
False |
310 |
10 |
117-05 |
109-23 |
7-14 |
6.7% |
1-20 |
1.5% |
23% |
False |
False |
223 |
20 |
121-01 |
109-23 |
11-10 |
10.2% |
1-06 |
1.1% |
15% |
False |
False |
124 |
40 |
123-00 |
109-23 |
13-09 |
11.9% |
0-22 |
0.6% |
13% |
False |
False |
64 |
60 |
128-00 |
109-23 |
18-09 |
16.4% |
0-16 |
0.4% |
9% |
False |
False |
42 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
116-03 |
2.618 |
114-15 |
1.618 |
113-15 |
1.000 |
112-27 |
0.618 |
112-15 |
HIGH |
111-27 |
0.618 |
111-15 |
0.500 |
111-11 |
0.382 |
111-07 |
LOW |
110-27 |
0.618 |
110-07 |
1.000 |
109-27 |
1.618 |
109-07 |
2.618 |
108-07 |
4.250 |
106-19 |
|
|
Fisher Pivots for day following 05-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
111-13 |
111-12 |
PP |
111-12 |
111-10 |
S1 |
111-11 |
111-08 |
|