ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
111-17 |
111-09 |
-0-08 |
-0.2% |
113-10 |
| High |
111-27 |
111-13 |
-0-14 |
-0.4% |
113-12 |
| Low |
110-27 |
108-29 |
-1-30 |
-1.7% |
108-29 |
| Close |
111-14 |
110-16 |
-0-30 |
-0.8% |
110-16 |
| Range |
1-00 |
2-16 |
1-16 |
150.0% |
4-15 |
| ATR |
1-10 |
1-13 |
0-03 |
6.7% |
0-00 |
| Volume |
28 |
127 |
99 |
353.6% |
1,568 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-25 |
116-20 |
111-28 |
|
| R3 |
115-09 |
114-04 |
111-06 |
|
| R2 |
112-25 |
112-25 |
110-31 |
|
| R1 |
111-20 |
111-20 |
110-23 |
110-30 |
| PP |
110-09 |
110-09 |
110-09 |
109-30 |
| S1 |
109-04 |
109-04 |
110-09 |
108-14 |
| S2 |
107-25 |
107-25 |
110-01 |
|
| S3 |
105-09 |
106-20 |
109-26 |
|
| S4 |
102-25 |
104-04 |
109-04 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-11 |
121-28 |
112-31 |
|
| R3 |
119-28 |
117-13 |
111-23 |
|
| R2 |
115-13 |
115-13 |
111-10 |
|
| R1 |
112-30 |
112-30 |
110-29 |
111-30 |
| PP |
110-30 |
110-30 |
110-30 |
110-14 |
| S1 |
108-15 |
108-15 |
110-03 |
107-15 |
| S2 |
106-15 |
106-15 |
109-22 |
|
| S3 |
102-00 |
104-00 |
109-09 |
|
| S4 |
97-17 |
99-17 |
108-01 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-01 |
|
2.618 |
117-30 |
|
1.618 |
115-14 |
|
1.000 |
113-29 |
|
0.618 |
112-30 |
|
HIGH |
111-13 |
|
0.618 |
110-14 |
|
0.500 |
110-05 |
|
0.382 |
109-28 |
|
LOW |
108-29 |
|
0.618 |
107-12 |
|
1.000 |
106-13 |
|
1.618 |
104-28 |
|
2.618 |
102-12 |
|
4.250 |
98-09 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-12 |
110-15 |
| PP |
110-09 |
110-13 |
| S1 |
110-05 |
110-12 |
|