ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 26-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2023 |
26-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
110-08 |
108-07 |
-2-01 |
-1.8% |
112-25 |
| High |
110-14 |
109-28 |
-0-18 |
-0.5% |
112-25 |
| Low |
108-08 |
107-27 |
-0-13 |
-0.4% |
107-16 |
| Close |
108-11 |
109-26 |
1-15 |
1.4% |
108-10 |
| Range |
2-06 |
2-01 |
-0-05 |
-7.1% |
5-09 |
| ATR |
1-22 |
1-23 |
0-01 |
1.4% |
0-00 |
| Volume |
774 |
323 |
-451 |
-58.3% |
1,672 |
|
| Daily Pivots for day following 26-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-09 |
114-18 |
110-30 |
|
| R3 |
113-08 |
112-17 |
110-12 |
|
| R2 |
111-07 |
111-07 |
110-06 |
|
| R1 |
110-16 |
110-16 |
110-00 |
110-28 |
| PP |
109-06 |
109-06 |
109-06 |
109-11 |
| S1 |
108-15 |
108-15 |
109-20 |
108-26 |
| S2 |
107-05 |
107-05 |
109-14 |
|
| S3 |
105-04 |
106-14 |
109-08 |
|
| S4 |
103-03 |
104-13 |
108-22 |
|
|
| 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 |
110-14 |
107-03 |
3-11 |
3.0% |
1-30 |
1.8% |
81% |
False |
False |
432 |
| 10 |
113-15 |
107-03 |
6-12 |
5.8% |
1-26 |
1.6% |
43% |
False |
False |
367 |
| 20 |
114-26 |
107-03 |
7-23 |
7.0% |
1-27 |
1.7% |
35% |
False |
False |
305 |
| 40 |
122-18 |
107-03 |
15-15 |
14.1% |
1-12 |
1.2% |
18% |
False |
False |
178 |
| 60 |
123-01 |
107-03 |
15-30 |
14.5% |
0-30 |
0.9% |
17% |
False |
False |
118 |
| 80 |
128-00 |
107-03 |
20-29 |
19.0% |
0-23 |
0.7% |
13% |
False |
False |
89 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-16 |
|
2.618 |
115-06 |
|
1.618 |
113-05 |
|
1.000 |
111-29 |
|
0.618 |
111-04 |
|
HIGH |
109-28 |
|
0.618 |
109-03 |
|
0.500 |
108-28 |
|
0.382 |
108-20 |
|
LOW |
107-27 |
|
0.618 |
106-19 |
|
1.000 |
105-26 |
|
1.618 |
104-18 |
|
2.618 |
102-17 |
|
4.250 |
99-07 |
|
|
| Fisher Pivots for day following 26-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-16 |
109-19 |
| PP |
109-06 |
109-12 |
| S1 |
108-28 |
109-04 |
|