ECBOT 30 Year Treasury Bond Future March 2024
Trading Metrics calculated at close of trading on 12-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
112-06 |
113-31 |
1-25 |
1.6% |
113-10 |
High |
113-30 |
114-11 |
0-13 |
0.4% |
113-12 |
Low |
112-02 |
111-11 |
-0-23 |
-0.6% |
108-29 |
Close |
113-14 |
111-17 |
-1-29 |
-1.7% |
110-16 |
Range |
1-28 |
3-00 |
1-04 |
60.0% |
4-15 |
ATR |
1-15 |
1-18 |
0-04 |
7.5% |
0-00 |
Volume |
216 |
115 |
-101 |
-46.8% |
1,568 |
|
Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
121-13 |
119-15 |
113-06 |
|
R3 |
118-13 |
116-15 |
112-11 |
|
R2 |
115-13 |
115-13 |
112-03 |
|
R1 |
113-15 |
113-15 |
111-26 |
112-30 |
PP |
112-13 |
112-13 |
112-13 |
112-04 |
S1 |
110-15 |
110-15 |
111-08 |
109-30 |
S2 |
109-13 |
109-13 |
110-31 |
|
S3 |
106-13 |
107-15 |
110-23 |
|
S4 |
103-13 |
104-15 |
109-28 |
|
|
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 |
114-11 |
108-29 |
5-14 |
4.9% |
2-05 |
1.9% |
48% |
True |
False |
176 |
10 |
114-26 |
108-29 |
5-29 |
5.3% |
1-28 |
1.7% |
44% |
False |
False |
243 |
20 |
119-22 |
108-29 |
10-25 |
9.7% |
1-19 |
1.4% |
24% |
False |
False |
168 |
40 |
122-18 |
108-29 |
13-21 |
12.2% |
0-30 |
0.8% |
19% |
False |
False |
86 |
60 |
126-24 |
108-29 |
17-27 |
16.0% |
0-21 |
0.6% |
15% |
False |
False |
57 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
127-03 |
2.618 |
122-06 |
1.618 |
119-06 |
1.000 |
117-11 |
0.618 |
116-06 |
HIGH |
114-11 |
0.618 |
113-06 |
0.500 |
112-27 |
0.382 |
112-16 |
LOW |
111-11 |
0.618 |
109-16 |
1.000 |
108-11 |
1.618 |
106-16 |
2.618 |
103-16 |
4.250 |
98-19 |
|
|
Fisher Pivots for day following 12-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
112-27 |
112-22 |
PP |
112-13 |
112-10 |
S1 |
111-31 |
111-29 |
|