ECBOT 30 Year Treasury Bond Future June 2024
Trading Metrics calculated at close of trading on 27-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2023 |
27-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
110-02 |
109-22 |
-0-12 |
-0.3% |
108-00 |
High |
110-02 |
109-22 |
-0-12 |
-0.3% |
110-06 |
Low |
110-02 |
109-22 |
-0-12 |
-0.3% |
108-00 |
Close |
110-02 |
109-22 |
-0-12 |
-0.3% |
109-22 |
Range |
|
|
|
|
|
ATR |
1-04 |
1-02 |
-0-02 |
-4.8% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
109-22 |
109-22 |
109-22 |
|
R3 |
109-22 |
109-22 |
109-22 |
|
R2 |
109-22 |
109-22 |
109-22 |
|
R1 |
109-22 |
109-22 |
109-22 |
109-22 |
PP |
109-22 |
109-22 |
109-22 |
109-22 |
S1 |
109-22 |
109-22 |
109-22 |
109-22 |
S2 |
109-22 |
109-22 |
109-22 |
|
S3 |
109-22 |
109-22 |
109-22 |
|
S4 |
109-22 |
109-22 |
109-22 |
|
|
Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
115-27 |
114-31 |
110-28 |
|
R3 |
113-21 |
112-25 |
110-09 |
|
R2 |
111-15 |
111-15 |
110-03 |
|
R1 |
110-19 |
110-19 |
109-28 |
111-01 |
PP |
109-09 |
109-09 |
109-09 |
109-16 |
S1 |
108-13 |
108-13 |
109-16 |
108-27 |
S2 |
107-03 |
107-03 |
109-09 |
|
S3 |
104-29 |
106-07 |
109-03 |
|
S4 |
102-23 |
104-01 |
108-16 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
109-22 |
2.618 |
109-22 |
1.618 |
109-22 |
1.000 |
109-22 |
0.618 |
109-22 |
HIGH |
109-22 |
0.618 |
109-22 |
0.500 |
109-22 |
0.382 |
109-22 |
LOW |
109-22 |
0.618 |
109-22 |
1.000 |
109-22 |
1.618 |
109-22 |
2.618 |
109-22 |
4.250 |
109-22 |
|
|
Fisher Pivots for day following 27-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
109-22 |
109-18 |
PP |
109-22 |
109-14 |
S1 |
109-22 |
109-10 |
|