ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 07-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2023 |
07-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
113-12 |
112-22 |
-0-22 |
-0.6% |
109-14 |
| High |
113-14 |
114-10 |
0-28 |
0.8% |
114-24 |
| Low |
112-13 |
112-15 |
0-02 |
0.1% |
108-15 |
| Close |
112-14 |
113-31 |
1-17 |
1.4% |
113-20 |
| Range |
1-01 |
1-27 |
0-26 |
78.8% |
6-09 |
| ATR |
1-25 |
1-25 |
0-00 |
0.4% |
0-00 |
| Volume |
582 |
829 |
247 |
42.4% |
8,769 |
|
| Daily Pivots for day following 07-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-04 |
118-12 |
114-31 |
|
| R3 |
117-09 |
116-17 |
114-15 |
|
| R2 |
115-14 |
115-14 |
114-10 |
|
| R1 |
114-22 |
114-22 |
114-04 |
115-02 |
| PP |
113-19 |
113-19 |
113-19 |
113-24 |
| S1 |
112-27 |
112-27 |
113-26 |
113-07 |
| S2 |
111-24 |
111-24 |
113-20 |
|
| S3 |
109-29 |
111-00 |
113-15 |
|
| S4 |
108-02 |
109-05 |
112-31 |
|
|
| 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 |
5.4% |
1-30 |
1.7% |
87% |
False |
False |
1,530 |
| 10 |
114-24 |
107-27 |
6-29 |
6.1% |
1-25 |
1.6% |
89% |
False |
False |
1,169 |
| 20 |
114-24 |
107-03 |
7-21 |
6.7% |
1-26 |
1.6% |
90% |
False |
False |
730 |
| 40 |
120-19 |
107-03 |
13-16 |
11.8% |
1-20 |
1.4% |
51% |
False |
False |
440 |
| 60 |
122-18 |
107-03 |
15-15 |
13.6% |
1-05 |
1.0% |
44% |
False |
False |
295 |
| 80 |
128-00 |
107-03 |
20-29 |
18.3% |
0-29 |
0.8% |
33% |
False |
False |
221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-05 |
|
2.618 |
119-04 |
|
1.618 |
117-09 |
|
1.000 |
116-05 |
|
0.618 |
115-14 |
|
HIGH |
114-10 |
|
0.618 |
113-19 |
|
0.500 |
113-12 |
|
0.382 |
113-06 |
|
LOW |
112-15 |
|
0.618 |
111-11 |
|
1.000 |
110-20 |
|
1.618 |
109-16 |
|
2.618 |
107-21 |
|
4.250 |
104-20 |
|
|
| Fisher Pivots for day following 07-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-25 |
113-27 |
| PP |
113-19 |
113-23 |
| S1 |
113-12 |
113-18 |
|