ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 03-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2023 |
03-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
110-31 |
112-16 |
1-17 |
1.4% |
109-14 |
| High |
112-30 |
114-24 |
1-26 |
1.6% |
114-24 |
| Low |
110-30 |
112-13 |
1-15 |
1.3% |
108-15 |
| Close |
112-15 |
113-20 |
1-05 |
1.0% |
113-20 |
| Range |
2-00 |
2-11 |
0-11 |
17.2% |
6-09 |
| ATR |
1-25 |
1-26 |
0-01 |
2.3% |
0-00 |
| Volume |
4,077 |
587 |
-3,490 |
-85.6% |
8,769 |
|
| Daily Pivots for day following 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-20 |
119-15 |
114-29 |
|
| R3 |
118-09 |
117-04 |
114-09 |
|
| R2 |
115-30 |
115-30 |
114-02 |
|
| R1 |
114-25 |
114-25 |
113-27 |
115-12 |
| PP |
113-19 |
113-19 |
113-19 |
113-28 |
| S1 |
112-14 |
112-14 |
113-13 |
113-00 |
| S2 |
111-08 |
111-08 |
113-06 |
|
| S3 |
108-29 |
110-03 |
112-31 |
|
| S4 |
106-18 |
107-24 |
112-11 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-04 |
128-21 |
117-03 |
|
| R3 |
124-27 |
122-12 |
115-11 |
|
| R2 |
118-18 |
118-18 |
114-25 |
|
| R1 |
116-03 |
116-03 |
114-06 |
117-10 |
| PP |
112-09 |
112-09 |
112-09 |
112-29 |
| S1 |
109-26 |
109-26 |
113-02 |
111-02 |
| S2 |
106-00 |
106-00 |
112-15 |
|
| S3 |
99-23 |
103-17 |
111-29 |
|
| S4 |
93-14 |
97-08 |
110-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-24 |
108-15 |
6-09 |
5.5% |
1-31 |
1.7% |
82% |
True |
False |
1,753 |
| 10 |
114-24 |
107-03 |
7-21 |
6.7% |
1-29 |
1.7% |
85% |
True |
False |
1,112 |
| 20 |
114-24 |
107-03 |
7-21 |
6.7% |
1-27 |
1.6% |
85% |
True |
False |
680 |
| 40 |
120-19 |
107-03 |
13-16 |
11.9% |
1-18 |
1.4% |
48% |
False |
False |
405 |
| 60 |
122-18 |
107-03 |
15-15 |
13.6% |
1-03 |
1.0% |
42% |
False |
False |
271 |
| 80 |
128-00 |
107-03 |
20-29 |
18.4% |
0-27 |
0.8% |
31% |
False |
False |
203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-23 |
|
2.618 |
120-28 |
|
1.618 |
118-17 |
|
1.000 |
117-03 |
|
0.618 |
116-06 |
|
HIGH |
114-24 |
|
0.618 |
113-27 |
|
0.500 |
113-18 |
|
0.382 |
113-10 |
|
LOW |
112-13 |
|
0.618 |
110-31 |
|
1.000 |
110-02 |
|
1.618 |
108-20 |
|
2.618 |
106-09 |
|
4.250 |
102-14 |
|
|
| Fisher Pivots for day following 03-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-20 |
112-31 |
| PP |
113-19 |
112-10 |
| S1 |
113-18 |
111-21 |
|