ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 06-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2023 |
06-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
112-16 |
113-12 |
0-28 |
0.8% |
109-14 |
| High |
114-24 |
113-14 |
-1-10 |
-1.1% |
114-24 |
| Low |
112-13 |
112-13 |
0-00 |
0.0% |
108-15 |
| Close |
113-20 |
112-14 |
-1-06 |
-1.0% |
113-20 |
| Range |
2-11 |
1-01 |
-1-10 |
-56.0% |
6-09 |
| ATR |
1-26 |
1-25 |
-0-01 |
-2.3% |
0-00 |
| Volume |
587 |
582 |
-5 |
-0.9% |
8,769 |
|
| Daily Pivots for day following 06-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-27 |
115-06 |
113-00 |
|
| R3 |
114-26 |
114-05 |
112-23 |
|
| R2 |
113-25 |
113-25 |
112-20 |
|
| R1 |
113-04 |
113-04 |
112-17 |
112-30 |
| PP |
112-24 |
112-24 |
112-24 |
112-22 |
| S1 |
112-03 |
112-03 |
112-11 |
111-29 |
| S2 |
111-23 |
111-23 |
112-08 |
|
| S3 |
110-22 |
111-02 |
112-05 |
|
| S4 |
109-21 |
110-01 |
111-28 |
|
|
| 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 |
108-18 |
6-06 |
5.5% |
1-30 |
1.7% |
63% |
False |
False |
1,477 |
| 10 |
114-24 |
107-27 |
6-29 |
6.1% |
1-23 |
1.5% |
67% |
False |
False |
1,103 |
| 20 |
114-24 |
107-03 |
7-21 |
6.8% |
1-26 |
1.6% |
70% |
False |
False |
706 |
| 40 |
120-19 |
107-03 |
13-16 |
12.0% |
1-19 |
1.4% |
40% |
False |
False |
420 |
| 60 |
122-18 |
107-03 |
15-15 |
13.8% |
1-04 |
1.0% |
35% |
False |
False |
281 |
| 80 |
128-00 |
107-03 |
20-29 |
18.6% |
0-28 |
0.8% |
26% |
False |
False |
211 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-26 |
|
2.618 |
116-04 |
|
1.618 |
115-03 |
|
1.000 |
114-15 |
|
0.618 |
114-02 |
|
HIGH |
113-14 |
|
0.618 |
113-01 |
|
0.500 |
112-30 |
|
0.382 |
112-26 |
|
LOW |
112-13 |
|
0.618 |
111-25 |
|
1.000 |
111-12 |
|
1.618 |
110-24 |
|
2.618 |
109-23 |
|
4.250 |
108-01 |
|
|
| Fisher Pivots for day following 06-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-30 |
112-27 |
| PP |
112-24 |
112-23 |
| S1 |
112-19 |
112-18 |
|