ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 09-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2023 |
09-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
111-10 |
110-18 |
-0-24 |
-0.7% |
113-24 |
| High |
111-14 |
112-08 |
0-26 |
0.7% |
113-24 |
| Low |
108-29 |
110-11 |
1-14 |
1.3% |
108-29 |
| Close |
110-15 |
112-01 |
1-18 |
1.4% |
110-15 |
| Range |
2-17 |
1-29 |
-0-20 |
-24.7% |
4-27 |
| ATR |
1-19 |
1-20 |
0-01 |
1.4% |
0-00 |
| Volume |
710,699 |
196,842 |
-513,857 |
-72.3% |
3,237,236 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-08 |
116-18 |
113-03 |
|
| R3 |
115-11 |
114-21 |
112-18 |
|
| R2 |
113-14 |
113-14 |
112-12 |
|
| R1 |
112-24 |
112-24 |
112-07 |
113-03 |
| PP |
111-17 |
111-17 |
111-17 |
111-23 |
| S1 |
110-27 |
110-27 |
111-27 |
111-06 |
| S2 |
109-20 |
109-20 |
111-22 |
|
| S3 |
107-23 |
108-30 |
111-16 |
|
| S4 |
105-26 |
107-01 |
110-31 |
|
|
| 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 |
112-24 |
108-29 |
3-27 |
3.4% |
2-01 |
1.8% |
81% |
False |
False |
578,798 |
| 10 |
115-23 |
108-29 |
6-26 |
6.1% |
1-27 |
1.6% |
46% |
False |
False |
626,921 |
| 20 |
120-00 |
108-29 |
11-03 |
9.9% |
1-18 |
1.4% |
28% |
False |
False |
506,741 |
| 40 |
121-31 |
108-29 |
13-02 |
11.7% |
1-12 |
1.2% |
24% |
False |
False |
379,595 |
| 60 |
128-00 |
108-29 |
19-03 |
17.0% |
1-12 |
1.2% |
16% |
False |
False |
253,831 |
| 80 |
128-27 |
108-29 |
19-30 |
17.8% |
1-09 |
1.1% |
16% |
False |
False |
190,380 |
| 100 |
129-23 |
108-29 |
20-26 |
18.6% |
1-03 |
1.0% |
15% |
False |
False |
152,304 |
| 120 |
132-28 |
108-29 |
23-31 |
21.4% |
0-29 |
0.8% |
13% |
False |
False |
126,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-11 |
|
2.618 |
117-08 |
|
1.618 |
115-11 |
|
1.000 |
114-05 |
|
0.618 |
113-14 |
|
HIGH |
112-08 |
|
0.618 |
111-17 |
|
0.500 |
111-10 |
|
0.382 |
111-02 |
|
LOW |
110-11 |
|
0.618 |
109-05 |
|
1.000 |
108-14 |
|
1.618 |
107-08 |
|
2.618 |
105-11 |
|
4.250 |
102-08 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-25 |
111-18 |
| PP |
111-17 |
111-02 |
| S1 |
111-10 |
110-18 |
|