ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 06-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2023 |
06-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
111-18 |
111-10 |
-0-08 |
-0.2% |
113-24 |
| High |
111-29 |
111-14 |
-0-15 |
-0.4% |
113-24 |
| Low |
110-23 |
108-29 |
-1-26 |
-1.6% |
108-29 |
| Close |
111-13 |
110-15 |
-0-30 |
-0.8% |
110-15 |
| Range |
1-06 |
2-17 |
1-11 |
113.2% |
4-27 |
| ATR |
1-17 |
1-19 |
0-02 |
4.8% |
0-00 |
| Volume |
501,130 |
710,699 |
209,569 |
41.8% |
3,237,236 |
|
| Daily Pivots for day following 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-28 |
116-22 |
111-28 |
|
| R3 |
115-11 |
114-05 |
111-05 |
|
| R2 |
112-26 |
112-26 |
110-30 |
|
| R1 |
111-20 |
111-20 |
110-22 |
110-30 |
| PP |
110-09 |
110-09 |
110-09 |
109-30 |
| S1 |
109-03 |
109-03 |
110-08 |
108-14 |
| S2 |
107-24 |
107-24 |
110-00 |
|
| S3 |
105-07 |
106-18 |
109-25 |
|
| S4 |
102-22 |
104-01 |
109-02 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-18 |
122-28 |
113-04 |
|
| R3 |
120-23 |
118-01 |
111-26 |
|
| R2 |
115-28 |
115-28 |
111-11 |
|
| R1 |
113-06 |
113-06 |
110-29 |
112-04 |
| PP |
111-01 |
111-01 |
111-01 |
110-16 |
| S1 |
108-11 |
108-11 |
110-01 |
107-08 |
| S2 |
106-06 |
106-06 |
109-19 |
|
| S3 |
101-11 |
103-16 |
109-04 |
|
| S4 |
96-16 |
98-21 |
107-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-24 |
108-29 |
4-27 |
4.4% |
2-00 |
1.8% |
32% |
False |
True |
647,447 |
| 10 |
117-00 |
108-29 |
8-03 |
7.3% |
1-28 |
1.7% |
19% |
False |
True |
658,613 |
| 20 |
120-00 |
108-29 |
11-03 |
10.0% |
1-16 |
1.4% |
14% |
False |
True |
509,457 |
| 40 |
121-31 |
108-29 |
13-02 |
11.8% |
1-11 |
1.2% |
12% |
False |
True |
374,762 |
| 60 |
128-00 |
108-29 |
19-03 |
17.3% |
1-11 |
1.2% |
8% |
False |
True |
250,552 |
| 80 |
128-27 |
108-29 |
19-30 |
18.0% |
1-08 |
1.1% |
8% |
False |
True |
187,919 |
| 100 |
129-23 |
108-29 |
20-26 |
18.8% |
1-02 |
1.0% |
8% |
False |
True |
150,335 |
| 120 |
132-28 |
108-29 |
23-31 |
21.7% |
0-29 |
0.8% |
7% |
False |
True |
125,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-06 |
|
2.618 |
118-02 |
|
1.618 |
115-17 |
|
1.000 |
113-31 |
|
0.618 |
113-00 |
|
HIGH |
111-14 |
|
0.618 |
110-15 |
|
0.500 |
110-06 |
|
0.382 |
109-28 |
|
LOW |
108-29 |
|
0.618 |
107-11 |
|
1.000 |
106-12 |
|
1.618 |
104-26 |
|
2.618 |
102-09 |
|
4.250 |
98-05 |
|
|
| Fisher Pivots for day following 06-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-12 |
110-14 |
| PP |
110-09 |
110-14 |
| S1 |
110-06 |
110-13 |
|