ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 23-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2023 |
23-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
107-24 |
107-31 |
0-07 |
0.2% |
112-25 |
| High |
108-24 |
110-04 |
1-12 |
1.3% |
112-25 |
| Low |
107-16 |
107-03 |
-0-13 |
-0.4% |
107-16 |
| Close |
108-10 |
109-28 |
1-18 |
1.4% |
108-10 |
| Range |
1-08 |
3-01 |
1-25 |
142.5% |
5-09 |
| ATR |
1-19 |
1-22 |
0-03 |
6.4% |
0-00 |
| Volume |
222 |
670 |
448 |
201.8% |
1,672 |
|
| Daily Pivots for day following 23-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-04 |
117-01 |
111-17 |
|
| R3 |
115-03 |
114-00 |
110-23 |
|
| R2 |
112-02 |
112-02 |
110-14 |
|
| R1 |
110-31 |
110-31 |
110-05 |
111-16 |
| PP |
109-01 |
109-01 |
109-01 |
109-10 |
| S1 |
107-30 |
107-30 |
109-19 |
108-16 |
| S2 |
106-00 |
106-00 |
109-10 |
|
| S3 |
102-31 |
104-29 |
109-01 |
|
| S4 |
99-30 |
101-28 |
108-07 |
|
|
| 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 |
111-14 |
107-03 |
4-11 |
4.0% |
1-28 |
1.7% |
64% |
False |
True |
310 |
| 10 |
114-11 |
107-03 |
7-08 |
6.6% |
1-29 |
1.7% |
38% |
False |
True |
309 |
| 20 |
115-27 |
107-03 |
8-24 |
8.0% |
1-26 |
1.6% |
32% |
False |
True |
258 |
| 40 |
122-18 |
107-03 |
15-15 |
14.1% |
1-08 |
1.1% |
18% |
False |
True |
146 |
| 60 |
124-24 |
107-03 |
17-21 |
16.1% |
0-27 |
0.8% |
16% |
False |
True |
97 |
| 80 |
128-00 |
107-03 |
20-29 |
19.0% |
0-21 |
0.6% |
13% |
False |
True |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-00 |
|
2.618 |
118-02 |
|
1.618 |
115-01 |
|
1.000 |
113-05 |
|
0.618 |
112-00 |
|
HIGH |
110-04 |
|
0.618 |
108-31 |
|
0.500 |
108-20 |
|
0.382 |
108-08 |
|
LOW |
107-03 |
|
0.618 |
105-07 |
|
1.000 |
104-02 |
|
1.618 |
102-06 |
|
2.618 |
99-05 |
|
4.250 |
94-07 |
|
|
| Fisher Pivots for day following 23-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-14 |
109-14 |
| PP |
109-01 |
109-01 |
| S1 |
108-20 |
108-20 |
|