ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 09-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2023 |
09-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
113-29 |
115-05 |
1-08 |
1.1% |
109-14 |
| High |
115-12 |
115-12 |
0-00 |
0.0% |
114-24 |
| Low |
113-15 |
112-13 |
-1-02 |
-0.9% |
108-15 |
| Close |
114-26 |
112-31 |
-1-27 |
-1.6% |
113-20 |
| Range |
1-29 |
2-31 |
1-02 |
55.7% |
6-09 |
| ATR |
1-25 |
1-28 |
0-03 |
4.7% |
0-00 |
| Volume |
1,965 |
2,880 |
915 |
46.6% |
8,769 |
|
| Daily Pivots for day following 09-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-16 |
120-22 |
114-19 |
|
| R3 |
119-17 |
117-23 |
113-25 |
|
| R2 |
116-18 |
116-18 |
113-16 |
|
| R1 |
114-24 |
114-24 |
113-08 |
114-06 |
| PP |
113-19 |
113-19 |
113-19 |
113-09 |
| S1 |
111-25 |
111-25 |
112-22 |
111-06 |
| S2 |
110-20 |
110-20 |
112-14 |
|
| S3 |
107-21 |
108-26 |
112-05 |
|
| S4 |
104-22 |
105-27 |
111-11 |
|
|
| 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 |
115-12 |
112-13 |
2-31 |
2.6% |
2-01 |
1.8% |
19% |
True |
True |
1,368 |
| 10 |
115-12 |
108-15 |
6-29 |
6.1% |
1-27 |
1.6% |
65% |
True |
False |
1,543 |
| 20 |
115-12 |
107-03 |
8-09 |
7.3% |
1-26 |
1.6% |
71% |
True |
False |
955 |
| 40 |
119-22 |
107-03 |
12-19 |
11.1% |
1-22 |
1.5% |
47% |
False |
False |
561 |
| 60 |
122-18 |
107-03 |
15-15 |
13.7% |
1-08 |
1.1% |
38% |
False |
False |
376 |
| 80 |
126-24 |
107-03 |
19-21 |
17.4% |
0-31 |
0.8% |
30% |
False |
False |
282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-00 |
|
2.618 |
123-05 |
|
1.618 |
120-06 |
|
1.000 |
118-11 |
|
0.618 |
117-07 |
|
HIGH |
115-12 |
|
0.618 |
114-08 |
|
0.500 |
113-28 |
|
0.382 |
113-17 |
|
LOW |
112-13 |
|
0.618 |
110-18 |
|
1.000 |
109-14 |
|
1.618 |
107-19 |
|
2.618 |
104-20 |
|
4.250 |
99-25 |
|
|
| Fisher Pivots for day following 09-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-28 |
113-28 |
| PP |
113-19 |
113-19 |
| S1 |
113-09 |
113-09 |
|