ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 17-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2023 |
17-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
112-25 |
111-14 |
-1-11 |
-1.2% |
111-16 |
| High |
112-25 |
111-14 |
-1-11 |
-1.2% |
114-11 |
| Low |
111-03 |
109-17 |
-1-18 |
-1.4% |
110-13 |
| Close |
111-09 |
109-29 |
-1-12 |
-1.2% |
112-27 |
| Range |
1-22 |
1-29 |
0-07 |
13.0% |
3-30 |
| ATR |
1-20 |
1-20 |
0-01 |
1.3% |
0-00 |
| Volume |
791 |
102 |
-689 |
-87.1% |
820 |
|
| Daily Pivots for day following 17-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-00 |
114-28 |
110-31 |
|
| R3 |
114-03 |
112-31 |
110-14 |
|
| R2 |
112-06 |
112-06 |
110-08 |
|
| R1 |
111-02 |
111-02 |
110-03 |
110-22 |
| PP |
110-09 |
110-09 |
110-09 |
110-03 |
| S1 |
109-05 |
109-05 |
109-23 |
108-24 |
| S2 |
108-12 |
108-12 |
109-18 |
|
| S3 |
106-15 |
107-08 |
109-12 |
|
| S4 |
104-18 |
105-11 |
108-27 |
|
|
| 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 |
109-17 |
4-26 |
4.4% |
2-01 |
1.8% |
8% |
False |
True |
257 |
| 10 |
114-11 |
108-29 |
5-14 |
4.9% |
1-29 |
1.7% |
18% |
False |
False |
240 |
| 20 |
119-07 |
108-29 |
10-10 |
9.4% |
1-24 |
1.6% |
10% |
False |
False |
215 |
| 40 |
122-18 |
108-29 |
13-21 |
12.4% |
1-02 |
1.0% |
7% |
False |
False |
110 |
| 60 |
126-16 |
108-29 |
17-19 |
16.0% |
0-24 |
0.7% |
6% |
False |
False |
73 |
| 80 |
128-16 |
108-29 |
19-19 |
17.8% |
0-18 |
0.5% |
5% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-17 |
|
2.618 |
116-14 |
|
1.618 |
114-17 |
|
1.000 |
113-11 |
|
0.618 |
112-20 |
|
HIGH |
111-14 |
|
0.618 |
110-23 |
|
0.500 |
110-16 |
|
0.382 |
110-08 |
|
LOW |
109-17 |
|
0.618 |
108-11 |
|
1.000 |
107-20 |
|
1.618 |
106-14 |
|
2.618 |
104-17 |
|
4.250 |
101-14 |
|
|
| Fisher Pivots for day following 17-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-16 |
111-16 |
| PP |
110-09 |
110-31 |
| S1 |
110-03 |
110-14 |
|