ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 02-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2023 |
02-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
108-20 |
110-31 |
2-11 |
2.2% |
107-31 |
| High |
111-02 |
112-30 |
1-28 |
1.7% |
110-14 |
| Low |
108-18 |
110-30 |
2-12 |
2.2% |
107-03 |
| Close |
110-11 |
112-15 |
2-04 |
1.9% |
109-14 |
| Range |
2-16 |
2-00 |
-0-16 |
-20.0% |
3-11 |
| ATR |
1-23 |
1-25 |
0-02 |
3.7% |
0-00 |
| Volume |
1,577 |
4,077 |
2,500 |
158.5% |
2,354 |
|
| Daily Pivots for day following 02-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-04 |
117-09 |
113-18 |
|
| R3 |
116-04 |
115-09 |
113-01 |
|
| R2 |
114-04 |
114-04 |
112-27 |
|
| R1 |
113-09 |
113-09 |
112-21 |
113-22 |
| PP |
112-04 |
112-04 |
112-04 |
112-10 |
| S1 |
111-09 |
111-09 |
112-09 |
111-22 |
| S2 |
110-04 |
110-04 |
112-03 |
|
| S3 |
108-04 |
109-09 |
111-29 |
|
| S4 |
106-04 |
107-09 |
111-12 |
|
|
| 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 |
112-30 |
108-15 |
4-15 |
4.0% |
1-21 |
1.5% |
90% |
True |
False |
1,719 |
| 10 |
112-30 |
107-03 |
5-27 |
5.2% |
1-26 |
1.6% |
92% |
True |
False |
1,075 |
| 20 |
114-11 |
107-03 |
7-08 |
6.4% |
1-27 |
1.7% |
74% |
False |
False |
657 |
| 40 |
121-01 |
107-03 |
13-30 |
12.4% |
1-17 |
1.3% |
39% |
False |
False |
391 |
| 60 |
123-00 |
107-03 |
15-29 |
14.1% |
1-03 |
1.0% |
34% |
False |
False |
262 |
| 80 |
128-00 |
107-03 |
20-29 |
18.6% |
0-27 |
0.7% |
26% |
False |
False |
196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-14 |
|
2.618 |
118-06 |
|
1.618 |
116-06 |
|
1.000 |
114-30 |
|
0.618 |
114-06 |
|
HIGH |
112-30 |
|
0.618 |
112-06 |
|
0.500 |
111-30 |
|
0.382 |
111-22 |
|
LOW |
110-30 |
|
0.618 |
109-22 |
|
1.000 |
108-30 |
|
1.618 |
107-22 |
|
2.618 |
105-22 |
|
4.250 |
102-14 |
|
|
| Fisher Pivots for day following 02-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-09 |
111-29 |
| PP |
112-04 |
111-10 |
| S1 |
111-30 |
110-24 |
|