ECBOT 30 Year Treasury Bond Future June 2024
| Trading Metrics calculated at close of trading on 20-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2023 |
20-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
108-01 |
108-17 |
0-16 |
0.5% |
111-17 |
| High |
108-01 |
108-30 |
0-29 |
0.8% |
111-17 |
| Low |
108-01 |
108-05 |
0-04 |
0.1% |
108-01 |
| Close |
108-01 |
108-18 |
0-17 |
0.5% |
108-18 |
| Range |
0-00 |
0-25 |
0-25 |
|
3-16 |
| ATR |
1-02 |
1-02 |
0-00 |
-1.1% |
0-00 |
| Volume |
0 |
3 |
3 |
|
7 |
|
| Daily Pivots for day following 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
110-29 |
110-16 |
109-00 |
|
| R3 |
110-04 |
109-23 |
108-25 |
|
| R2 |
109-11 |
109-11 |
108-23 |
|
| R1 |
108-30 |
108-30 |
108-20 |
109-04 |
| PP |
108-18 |
108-18 |
108-18 |
108-21 |
| S1 |
108-05 |
108-05 |
108-16 |
108-12 |
| S2 |
107-25 |
107-25 |
108-13 |
|
| S3 |
107-00 |
107-12 |
108-11 |
|
| S4 |
106-07 |
106-19 |
108-04 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-28 |
117-23 |
110-16 |
|
| R3 |
116-12 |
114-07 |
109-17 |
|
| R2 |
112-28 |
112-28 |
109-07 |
|
| R1 |
110-23 |
110-23 |
108-28 |
110-02 |
| PP |
109-12 |
109-12 |
109-12 |
109-01 |
| S1 |
107-07 |
107-07 |
108-08 |
106-18 |
| S2 |
105-28 |
105-28 |
107-29 |
|
| S3 |
102-12 |
103-23 |
107-19 |
|
| S4 |
98-28 |
100-07 |
106-20 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
112-08 |
|
2.618 |
110-31 |
|
1.618 |
110-06 |
|
1.000 |
109-23 |
|
0.618 |
109-13 |
|
HIGH |
108-30 |
|
0.618 |
108-20 |
|
0.500 |
108-18 |
|
0.382 |
108-15 |
|
LOW |
108-05 |
|
0.618 |
107-22 |
|
1.000 |
107-12 |
|
1.618 |
106-29 |
|
2.618 |
106-04 |
|
4.250 |
104-27 |
|
|
| Fisher Pivots for day following 20-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-18 |
109-03 |
| PP |
108-18 |
108-29 |
| S1 |
108-18 |
108-24 |
|