ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 27-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
108-07 |
109-24 |
1-17 |
1.4% |
107-31 |
| High |
109-28 |
109-24 |
-0-04 |
-0.1% |
110-14 |
| Low |
107-27 |
108-30 |
1-03 |
1.0% |
107-03 |
| Close |
109-26 |
109-14 |
-0-12 |
-0.3% |
109-14 |
| Range |
2-01 |
0-26 |
-1-07 |
-60.0% |
3-11 |
| ATR |
1-23 |
1-21 |
-0-02 |
-3.5% |
0-00 |
| Volume |
323 |
413 |
90 |
27.9% |
2,354 |
|
| Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
111-26 |
111-14 |
109-28 |
|
| R3 |
111-00 |
110-20 |
109-21 |
|
| R2 |
110-06 |
110-06 |
109-19 |
|
| R1 |
109-26 |
109-26 |
109-16 |
109-19 |
| PP |
109-12 |
109-12 |
109-12 |
109-08 |
| S1 |
109-00 |
109-00 |
109-12 |
108-25 |
| S2 |
108-18 |
108-18 |
109-09 |
|
| S3 |
107-24 |
108-06 |
109-07 |
|
| S4 |
106-30 |
107-12 |
109-00 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-01 |
117-18 |
111-09 |
|
| R3 |
115-22 |
114-07 |
110-11 |
|
| R2 |
112-11 |
112-11 |
110-02 |
|
| R1 |
110-28 |
110-28 |
109-24 |
111-20 |
| PP |
109-00 |
109-00 |
109-00 |
109-11 |
| S1 |
107-17 |
107-17 |
109-04 |
108-08 |
| S2 |
105-21 |
105-21 |
108-26 |
|
| S3 |
102-10 |
104-06 |
108-17 |
|
| S4 |
98-31 |
100-27 |
107-19 |
|
|
| 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 |
3.1% |
1-27 |
1.7% |
70% |
False |
False |
470 |
| 10 |
112-25 |
107-03 |
5-22 |
5.2% |
1-23 |
1.6% |
41% |
False |
False |
402 |
| 20 |
114-11 |
107-03 |
7-08 |
6.6% |
1-26 |
1.7% |
32% |
False |
False |
320 |
| 40 |
121-08 |
107-03 |
14-05 |
12.9% |
1-12 |
1.3% |
17% |
False |
False |
188 |
| 60 |
123-01 |
107-03 |
15-30 |
14.6% |
0-31 |
0.9% |
15% |
False |
False |
125 |
| 80 |
128-00 |
107-03 |
20-29 |
19.1% |
0-24 |
0.7% |
11% |
False |
False |
94 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
113-06 |
|
2.618 |
111-28 |
|
1.618 |
111-02 |
|
1.000 |
110-18 |
|
0.618 |
110-08 |
|
HIGH |
109-24 |
|
0.618 |
109-14 |
|
0.500 |
109-11 |
|
0.382 |
109-08 |
|
LOW |
108-30 |
|
0.618 |
108-14 |
|
1.000 |
108-04 |
|
1.618 |
107-20 |
|
2.618 |
106-26 |
|
4.250 |
105-16 |
|
|
| Fisher Pivots for day following 27-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-13 |
109-11 |
| PP |
109-12 |
109-08 |
| S1 |
109-11 |
109-04 |
|