ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 10-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2023 |
10-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
115-05 |
112-31 |
-2-06 |
-1.9% |
113-12 |
| High |
115-12 |
114-00 |
-1-12 |
-1.2% |
115-12 |
| Low |
112-13 |
112-23 |
0-10 |
0.3% |
112-13 |
| Close |
112-31 |
113-12 |
0-13 |
0.4% |
113-12 |
| Range |
2-31 |
1-09 |
-1-22 |
-56.8% |
2-31 |
| ATR |
1-28 |
1-26 |
-0-01 |
-2.2% |
0-00 |
| Volume |
2,880 |
1,793 |
-1,087 |
-37.7% |
8,049 |
|
| Daily Pivots for day following 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-07 |
116-18 |
114-03 |
|
| R3 |
115-30 |
115-09 |
113-23 |
|
| R2 |
114-21 |
114-21 |
113-20 |
|
| R1 |
114-00 |
114-00 |
113-16 |
114-10 |
| PP |
113-12 |
113-12 |
113-12 |
113-17 |
| S1 |
112-23 |
112-23 |
113-08 |
113-02 |
| S2 |
112-03 |
112-03 |
113-04 |
|
| S3 |
110-26 |
111-14 |
113-01 |
|
| S4 |
109-17 |
110-05 |
112-21 |
|
|
| Weekly Pivots for week ending 10-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-20 |
120-31 |
115-00 |
|
| R3 |
119-21 |
118-00 |
114-06 |
|
| R2 |
116-22 |
116-22 |
113-29 |
|
| R1 |
115-01 |
115-01 |
113-21 |
114-28 |
| PP |
113-23 |
113-23 |
113-23 |
113-20 |
| S1 |
112-02 |
112-02 |
113-03 |
111-28 |
| S2 |
110-24 |
110-24 |
112-27 |
|
| S3 |
107-25 |
109-03 |
112-18 |
|
| S4 |
104-26 |
106-04 |
111-24 |
|
|
| 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% |
1-26 |
1.6% |
33% |
False |
False |
1,609 |
| 10 |
115-12 |
108-15 |
6-29 |
6.1% |
1-28 |
1.7% |
71% |
False |
False |
1,681 |
| 20 |
115-12 |
107-03 |
8-09 |
7.3% |
1-26 |
1.6% |
76% |
False |
False |
1,042 |
| 40 |
119-11 |
107-03 |
12-08 |
10.8% |
1-23 |
1.5% |
51% |
False |
False |
606 |
| 60 |
122-18 |
107-03 |
15-15 |
13.6% |
1-08 |
1.1% |
41% |
False |
False |
406 |
| 80 |
126-24 |
107-03 |
19-21 |
17.3% |
0-31 |
0.9% |
32% |
False |
False |
304 |
| 100 |
128-16 |
107-03 |
21-13 |
18.9% |
0-25 |
0.7% |
29% |
False |
False |
243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-14 |
|
2.618 |
117-11 |
|
1.618 |
116-02 |
|
1.000 |
115-09 |
|
0.618 |
114-25 |
|
HIGH |
114-00 |
|
0.618 |
113-16 |
|
0.500 |
113-12 |
|
0.382 |
113-07 |
|
LOW |
112-23 |
|
0.618 |
111-30 |
|
1.000 |
111-14 |
|
1.618 |
110-21 |
|
2.618 |
109-12 |
|
4.250 |
107-09 |
|
|
| Fisher Pivots for day following 10-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-12 |
113-28 |
| PP |
113-12 |
113-23 |
| S1 |
113-12 |
113-18 |
|