ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 13-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
113-31 |
111-28 |
-2-03 |
-1.8% |
111-16 |
| High |
114-11 |
113-15 |
-0-28 |
-0.8% |
114-11 |
| Low |
111-11 |
111-27 |
0-16 |
0.4% |
110-13 |
| Close |
111-17 |
112-27 |
1-10 |
1.2% |
112-27 |
| Range |
3-00 |
1-20 |
-1-12 |
-45.8% |
3-30 |
| ATR |
1-18 |
1-19 |
0-01 |
1.7% |
0-00 |
| Volume |
115 |
64 |
-51 |
-44.3% |
820 |
|
| Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-19 |
116-27 |
113-24 |
|
| R3 |
115-31 |
115-07 |
113-09 |
|
| R2 |
114-11 |
114-11 |
113-05 |
|
| R1 |
113-19 |
113-19 |
113-00 |
113-31 |
| PP |
112-23 |
112-23 |
112-23 |
112-29 |
| S1 |
111-31 |
111-31 |
112-22 |
112-11 |
| S2 |
111-03 |
111-03 |
112-17 |
|
| S3 |
109-15 |
110-11 |
112-13 |
|
| S4 |
107-27 |
108-23 |
111-30 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-11 |
122-17 |
115-00 |
|
| R3 |
120-13 |
118-19 |
113-30 |
|
| R2 |
116-15 |
116-15 |
113-18 |
|
| R1 |
114-21 |
114-21 |
113-07 |
115-18 |
| PP |
112-17 |
112-17 |
112-17 |
113-00 |
| S1 |
110-23 |
110-23 |
112-15 |
111-20 |
| S2 |
108-19 |
108-19 |
112-04 |
|
| S3 |
104-21 |
106-25 |
111-24 |
|
| S4 |
100-23 |
102-27 |
110-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-11 |
110-13 |
3-30 |
3.5% |
1-31 |
1.8% |
62% |
False |
False |
164 |
| 10 |
114-11 |
108-29 |
5-14 |
4.8% |
1-29 |
1.7% |
72% |
False |
False |
238 |
| 20 |
119-11 |
108-29 |
10-14 |
9.2% |
1-20 |
1.4% |
38% |
False |
False |
171 |
| 40 |
122-18 |
108-29 |
13-21 |
12.1% |
0-31 |
0.9% |
29% |
False |
False |
88 |
| 60 |
126-24 |
108-29 |
17-27 |
15.8% |
0-22 |
0.6% |
22% |
False |
False |
58 |
| 80 |
128-16 |
108-29 |
19-19 |
17.4% |
0-17 |
0.5% |
20% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-12 |
|
2.618 |
117-23 |
|
1.618 |
116-03 |
|
1.000 |
115-03 |
|
0.618 |
114-15 |
|
HIGH |
113-15 |
|
0.618 |
112-27 |
|
0.500 |
112-21 |
|
0.382 |
112-15 |
|
LOW |
111-27 |
|
0.618 |
110-27 |
|
1.000 |
110-07 |
|
1.618 |
109-07 |
|
2.618 |
107-19 |
|
4.250 |
104-30 |
|
|
| Fisher Pivots for day following 13-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-25 |
112-27 |
| PP |
112-23 |
112-27 |
| S1 |
112-21 |
112-27 |
|