ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
111-14 |
110-03 |
-1-11 |
-1.2% |
111-16 |
| High |
111-14 |
110-08 |
-1-06 |
-1.1% |
114-11 |
| Low |
109-17 |
108-25 |
-0-24 |
-0.7% |
110-13 |
| Close |
109-29 |
109-06 |
-0-23 |
-0.7% |
112-27 |
| Range |
1-29 |
1-15 |
-0-14 |
-23.0% |
3-30 |
| ATR |
1-20 |
1-20 |
0-00 |
-0.7% |
0-00 |
| Volume |
102 |
298 |
196 |
192.2% |
820 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-26 |
112-31 |
110-00 |
|
| R3 |
112-11 |
111-16 |
109-19 |
|
| R2 |
110-28 |
110-28 |
109-15 |
|
| R1 |
110-01 |
110-01 |
109-10 |
109-23 |
| PP |
109-13 |
109-13 |
109-13 |
109-08 |
| S1 |
108-18 |
108-18 |
109-02 |
108-08 |
| S2 |
107-30 |
107-30 |
108-29 |
|
| S3 |
106-15 |
107-03 |
108-25 |
|
| S4 |
105-00 |
105-20 |
108-12 |
|
|
| 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 |
108-25 |
5-18 |
5.1% |
1-30 |
1.8% |
7% |
False |
True |
274 |
| 10 |
114-11 |
108-25 |
5-18 |
5.1% |
1-27 |
1.7% |
7% |
False |
True |
216 |
| 20 |
118-02 |
108-25 |
9-09 |
8.5% |
1-25 |
1.6% |
4% |
False |
True |
228 |
| 40 |
122-18 |
108-25 |
13-25 |
12.6% |
1-03 |
1.0% |
3% |
False |
True |
117 |
| 60 |
126-16 |
108-25 |
17-23 |
16.2% |
0-25 |
0.7% |
2% |
False |
True |
78 |
| 80 |
128-16 |
108-25 |
19-23 |
18.1% |
0-19 |
0.5% |
2% |
False |
True |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-16 |
|
2.618 |
114-03 |
|
1.618 |
112-20 |
|
1.000 |
111-23 |
|
0.618 |
111-05 |
|
HIGH |
110-08 |
|
0.618 |
109-22 |
|
0.500 |
109-16 |
|
0.382 |
109-11 |
|
LOW |
108-25 |
|
0.618 |
107-28 |
|
1.000 |
107-10 |
|
1.618 |
106-13 |
|
2.618 |
104-30 |
|
4.250 |
102-17 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-16 |
110-25 |
| PP |
109-13 |
110-08 |
| S1 |
109-10 |
109-23 |
|