ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 11-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2023 |
11-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
112-02 |
112-06 |
0-04 |
0.1% |
113-10 |
| High |
112-20 |
113-30 |
1-10 |
1.2% |
113-12 |
| Low |
111-01 |
112-02 |
1-01 |
0.9% |
108-29 |
| Close |
112-04 |
113-14 |
1-10 |
1.2% |
110-16 |
| Range |
1-19 |
1-28 |
0-09 |
17.6% |
4-15 |
| ATR |
1-14 |
1-15 |
0-01 |
2.2% |
0-00 |
| Volume |
362 |
216 |
-146 |
-40.3% |
1,568 |
|
| Daily Pivots for day following 11-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-25 |
117-31 |
114-15 |
|
| R3 |
116-29 |
116-03 |
113-30 |
|
| R2 |
115-01 |
115-01 |
113-25 |
|
| R1 |
114-07 |
114-07 |
113-20 |
114-20 |
| PP |
113-05 |
113-05 |
113-05 |
113-11 |
| S1 |
112-11 |
112-11 |
113-08 |
112-24 |
| S2 |
111-09 |
111-09 |
113-03 |
|
| S3 |
109-13 |
110-15 |
112-30 |
|
| S4 |
107-17 |
108-19 |
112-13 |
|
|
| 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 |
113-30 |
108-29 |
5-01 |
4.4% |
1-24 |
1.5% |
90% |
True |
False |
159 |
| 10 |
114-26 |
108-29 |
5-29 |
5.2% |
1-23 |
1.5% |
77% |
False |
False |
237 |
| 20 |
120-19 |
108-29 |
11-22 |
10.3% |
1-15 |
1.3% |
39% |
False |
False |
162 |
| 40 |
122-18 |
108-29 |
13-21 |
12.0% |
0-28 |
0.8% |
33% |
False |
False |
83 |
| 60 |
128-00 |
108-29 |
19-03 |
16.8% |
0-20 |
0.5% |
24% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-29 |
|
2.618 |
118-27 |
|
1.618 |
116-31 |
|
1.000 |
115-26 |
|
0.618 |
115-03 |
|
HIGH |
113-30 |
|
0.618 |
113-07 |
|
0.500 |
113-00 |
|
0.382 |
112-25 |
|
LOW |
112-02 |
|
0.618 |
110-29 |
|
1.000 |
110-06 |
|
1.618 |
109-01 |
|
2.618 |
107-05 |
|
4.250 |
104-03 |
|
|
| Fisher Pivots for day following 11-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-09 |
113-00 |
| PP |
113-05 |
112-19 |
| S1 |
113-00 |
112-06 |
|