ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 10-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2023 |
10-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
111-16 |
112-02 |
0-18 |
0.5% |
113-10 |
| High |
112-06 |
112-20 |
0-14 |
0.4% |
113-12 |
| Low |
110-13 |
111-01 |
0-20 |
0.6% |
108-29 |
| Close |
112-01 |
112-04 |
0-03 |
0.1% |
110-16 |
| Range |
1-25 |
1-19 |
-0-06 |
-10.5% |
4-15 |
| ATR |
1-13 |
1-14 |
0-00 |
0.9% |
0-00 |
| Volume |
63 |
362 |
299 |
474.6% |
1,568 |
|
| Daily Pivots for day following 10-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-23 |
116-00 |
113-00 |
|
| R3 |
115-04 |
114-13 |
112-18 |
|
| R2 |
113-17 |
113-17 |
112-13 |
|
| R1 |
112-26 |
112-26 |
112-09 |
113-06 |
| PP |
111-30 |
111-30 |
111-30 |
112-03 |
| S1 |
111-07 |
111-07 |
111-31 |
111-18 |
| S2 |
110-11 |
110-11 |
111-27 |
|
| S3 |
108-24 |
109-20 |
111-22 |
|
| S4 |
107-05 |
108-01 |
111-08 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-20 |
108-29 |
3-23 |
3.3% |
1-26 |
1.6% |
87% |
True |
False |
223 |
| 10 |
115-17 |
108-29 |
6-20 |
5.9% |
1-23 |
1.5% |
49% |
False |
False |
220 |
| 20 |
120-19 |
108-29 |
11-22 |
10.4% |
1-14 |
1.3% |
28% |
False |
False |
151 |
| 40 |
122-18 |
108-29 |
13-21 |
12.2% |
0-26 |
0.7% |
24% |
False |
False |
78 |
| 60 |
128-00 |
108-29 |
19-03 |
17.0% |
0-19 |
0.5% |
17% |
False |
False |
52 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-13 |
|
2.618 |
116-26 |
|
1.618 |
115-07 |
|
1.000 |
114-07 |
|
0.618 |
113-20 |
|
HIGH |
112-20 |
|
0.618 |
112-01 |
|
0.500 |
111-26 |
|
0.382 |
111-20 |
|
LOW |
111-01 |
|
0.618 |
110-01 |
|
1.000 |
109-14 |
|
1.618 |
108-14 |
|
2.618 |
106-27 |
|
4.250 |
104-08 |
|
|
| Fisher Pivots for day following 10-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-01 |
111-22 |
| PP |
111-30 |
111-07 |
| S1 |
111-26 |
110-24 |
|