ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 16-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2023 |
16-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
111-28 |
112-25 |
0-29 |
0.8% |
111-16 |
| High |
113-15 |
112-25 |
-0-22 |
-0.6% |
114-11 |
| Low |
111-27 |
111-03 |
-0-24 |
-0.7% |
110-13 |
| Close |
112-27 |
111-09 |
-1-18 |
-1.4% |
112-27 |
| Range |
1-20 |
1-22 |
0-02 |
3.8% |
3-30 |
| ATR |
1-19 |
1-20 |
0-00 |
0.7% |
0-00 |
| Volume |
64 |
791 |
727 |
1,135.9% |
820 |
|
| Daily Pivots for day following 16-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-25 |
115-23 |
112-07 |
|
| R3 |
115-03 |
114-01 |
111-24 |
|
| R2 |
113-13 |
113-13 |
111-19 |
|
| R1 |
112-11 |
112-11 |
111-14 |
112-01 |
| PP |
111-23 |
111-23 |
111-23 |
111-18 |
| S1 |
110-21 |
110-21 |
111-04 |
110-11 |
| S2 |
110-01 |
110-01 |
110-31 |
|
| S3 |
108-11 |
108-31 |
110-26 |
|
| S4 |
106-21 |
107-09 |
110-11 |
|
|
| 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 |
111-01 |
3-10 |
3.0% |
1-31 |
1.8% |
8% |
False |
False |
309 |
| 10 |
114-11 |
108-29 |
5-14 |
4.9% |
1-30 |
1.7% |
44% |
False |
False |
314 |
| 20 |
119-07 |
108-29 |
10-10 |
9.3% |
1-22 |
1.5% |
23% |
False |
False |
210 |
| 40 |
122-18 |
108-29 |
13-21 |
12.3% |
1-01 |
0.9% |
17% |
False |
False |
107 |
| 60 |
126-16 |
108-29 |
17-19 |
15.8% |
0-23 |
0.6% |
13% |
False |
False |
71 |
| 80 |
128-16 |
108-29 |
19-19 |
17.6% |
0-17 |
0.5% |
12% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-30 |
|
2.618 |
117-06 |
|
1.618 |
115-16 |
|
1.000 |
114-15 |
|
0.618 |
113-26 |
|
HIGH |
112-25 |
|
0.618 |
112-04 |
|
0.500 |
111-30 |
|
0.382 |
111-24 |
|
LOW |
111-03 |
|
0.618 |
110-02 |
|
1.000 |
109-13 |
|
1.618 |
108-12 |
|
2.618 |
106-22 |
|
4.250 |
103-30 |
|
|
| Fisher Pivots for day following 16-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-30 |
112-23 |
| PP |
111-23 |
112-08 |
| S1 |
111-16 |
111-24 |
|