ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 31-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
109-14 |
109-01 |
-0-13 |
-0.4% |
107-31 |
| High |
109-23 |
110-10 |
0-19 |
0.5% |
110-14 |
| Low |
108-15 |
108-18 |
0-03 |
0.1% |
107-03 |
| Close |
109-07 |
109-12 |
0-05 |
0.1% |
109-14 |
| Range |
1-08 |
1-24 |
0-16 |
40.0% |
3-11 |
| ATR |
1-20 |
1-21 |
0-00 |
0.5% |
0-00 |
| Volume |
1,965 |
563 |
-1,402 |
-71.3% |
2,354 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-21 |
113-25 |
110-11 |
|
| R3 |
112-29 |
112-01 |
109-27 |
|
| R2 |
111-05 |
111-05 |
109-22 |
|
| R1 |
110-09 |
110-09 |
109-17 |
110-23 |
| PP |
109-13 |
109-13 |
109-13 |
109-20 |
| S1 |
108-17 |
108-17 |
109-07 |
108-31 |
| S2 |
107-21 |
107-21 |
109-02 |
|
| S3 |
105-29 |
106-25 |
108-29 |
|
| S4 |
104-05 |
105-01 |
108-13 |
|
|
| 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 |
107-27 |
2-19 |
2.4% |
1-19 |
1.5% |
59% |
False |
False |
807 |
| 10 |
110-14 |
107-03 |
3-11 |
3.1% |
1-21 |
1.5% |
68% |
False |
False |
566 |
| 20 |
114-11 |
107-03 |
7-08 |
6.6% |
1-25 |
1.6% |
31% |
False |
False |
403 |
| 40 |
121-01 |
107-03 |
13-30 |
12.7% |
1-13 |
1.3% |
16% |
False |
False |
249 |
| 60 |
123-01 |
107-03 |
15-30 |
14.6% |
1-00 |
0.9% |
14% |
False |
False |
167 |
| 80 |
128-00 |
107-03 |
20-29 |
19.1% |
0-25 |
0.7% |
11% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-24 |
|
2.618 |
114-29 |
|
1.618 |
113-05 |
|
1.000 |
112-02 |
|
0.618 |
111-13 |
|
HIGH |
110-10 |
|
0.618 |
109-21 |
|
0.500 |
109-14 |
|
0.382 |
109-07 |
|
LOW |
108-18 |
|
0.618 |
107-15 |
|
1.000 |
106-26 |
|
1.618 |
105-23 |
|
2.618 |
103-31 |
|
4.250 |
101-04 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-14 |
109-12 |
| PP |
109-13 |
109-12 |
| S1 |
109-13 |
109-12 |
|