ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
108-30 |
107-24 |
-1-06 |
-1.1% |
112-25 |
| High |
109-11 |
108-24 |
-0-19 |
-0.5% |
112-25 |
| Low |
107-20 |
107-16 |
-0-04 |
-0.1% |
107-16 |
| Close |
107-25 |
108-10 |
0-17 |
0.5% |
108-10 |
| Range |
1-23 |
1-08 |
-0-15 |
-27.3% |
5-09 |
| ATR |
1-20 |
1-19 |
-0-01 |
-1.7% |
0-00 |
| Volume |
259 |
222 |
-37 |
-14.3% |
1,672 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-30 |
111-12 |
109-00 |
|
| R3 |
110-22 |
110-04 |
108-21 |
|
| R2 |
109-14 |
109-14 |
108-17 |
|
| R1 |
108-28 |
108-28 |
108-14 |
109-05 |
| PP |
108-06 |
108-06 |
108-06 |
108-10 |
| S1 |
107-20 |
107-20 |
108-06 |
107-29 |
| S2 |
106-30 |
106-30 |
108-03 |
|
| S3 |
105-22 |
106-12 |
107-31 |
|
| S4 |
104-14 |
105-04 |
107-20 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-12 |
122-04 |
111-07 |
|
| R3 |
120-03 |
116-27 |
109-24 |
|
| R2 |
114-26 |
114-26 |
109-09 |
|
| R1 |
111-18 |
111-18 |
108-25 |
110-18 |
| PP |
109-17 |
109-17 |
109-17 |
109-01 |
| S1 |
106-09 |
106-09 |
107-27 |
105-08 |
| S2 |
104-08 |
104-08 |
107-11 |
|
| S3 |
98-31 |
101-00 |
106-28 |
|
| S4 |
93-22 |
95-23 |
105-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-25 |
107-16 |
5-09 |
4.9% |
1-19 |
1.5% |
15% |
False |
True |
334 |
| 10 |
114-11 |
107-16 |
6-27 |
6.3% |
1-25 |
1.7% |
12% |
False |
True |
249 |
| 20 |
117-02 |
107-16 |
9-18 |
8.8% |
1-25 |
1.6% |
8% |
False |
True |
239 |
| 40 |
122-18 |
107-16 |
15-02 |
13.9% |
1-06 |
1.1% |
5% |
False |
True |
129 |
| 60 |
124-24 |
107-16 |
17-08 |
15.9% |
0-26 |
0.7% |
5% |
False |
True |
86 |
| 80 |
128-00 |
107-16 |
20-16 |
18.9% |
0-20 |
0.6% |
4% |
False |
True |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
114-02 |
|
2.618 |
112-01 |
|
1.618 |
110-25 |
|
1.000 |
110-00 |
|
0.618 |
109-17 |
|
HIGH |
108-24 |
|
0.618 |
108-09 |
|
0.500 |
108-04 |
|
0.382 |
107-31 |
|
LOW |
107-16 |
|
0.618 |
106-23 |
|
1.000 |
106-08 |
|
1.618 |
105-15 |
|
2.618 |
104-07 |
|
4.250 |
102-06 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-08 |
108-28 |
| PP |
108-06 |
108-22 |
| S1 |
108-04 |
108-16 |
|