ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 13-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2023 |
13-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
113-27 |
111-21 |
-2-06 |
-1.9% |
110-18 |
| High |
114-10 |
113-14 |
-0-28 |
-0.8% |
114-10 |
| Low |
111-07 |
111-20 |
0-13 |
0.4% |
110-11 |
| Close |
111-15 |
112-25 |
1-10 |
1.2% |
112-25 |
| Range |
3-03 |
1-26 |
-1-09 |
-41.4% |
3-31 |
| ATR |
1-24 |
1-24 |
0-01 |
0.9% |
0-00 |
| Volume |
670,937 |
484,080 |
-186,857 |
-27.9% |
2,507,058 |
|
| Daily Pivots for day following 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-02 |
117-07 |
113-25 |
|
| R3 |
116-08 |
115-13 |
113-09 |
|
| R2 |
114-14 |
114-14 |
113-04 |
|
| R1 |
113-19 |
113-19 |
112-30 |
114-00 |
| PP |
112-20 |
112-20 |
112-20 |
112-26 |
| S1 |
111-25 |
111-25 |
112-20 |
112-06 |
| S2 |
110-26 |
110-26 |
112-14 |
|
| S3 |
109-00 |
109-31 |
112-09 |
|
| S4 |
107-06 |
108-05 |
111-25 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-12 |
122-18 |
114-31 |
|
| R3 |
120-13 |
118-19 |
113-28 |
|
| R2 |
116-14 |
116-14 |
113-16 |
|
| R1 |
114-20 |
114-20 |
113-05 |
115-17 |
| PP |
112-15 |
112-15 |
112-15 |
112-30 |
| S1 |
110-21 |
110-21 |
112-13 |
111-18 |
| S2 |
108-16 |
108-16 |
112-02 |
|
| S3 |
104-17 |
106-22 |
111-22 |
|
| S4 |
100-18 |
102-23 |
110-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-10 |
110-11 |
3-31 |
3.5% |
2-03 |
1.9% |
61% |
False |
False |
501,411 |
| 10 |
114-10 |
108-29 |
5-13 |
4.8% |
2-01 |
1.8% |
72% |
False |
False |
574,429 |
| 20 |
119-00 |
108-29 |
10-03 |
8.9% |
1-25 |
1.6% |
38% |
False |
False |
556,083 |
| 40 |
121-31 |
108-29 |
13-02 |
11.6% |
1-15 |
1.3% |
30% |
False |
False |
435,010 |
| 60 |
127-08 |
108-29 |
18-11 |
16.3% |
1-14 |
1.3% |
21% |
False |
False |
292,332 |
| 80 |
128-27 |
108-29 |
19-30 |
17.7% |
1-11 |
1.2% |
19% |
False |
False |
219,257 |
| 100 |
129-09 |
108-29 |
20-12 |
18.1% |
1-05 |
1.0% |
19% |
False |
False |
175,406 |
| 120 |
132-28 |
108-29 |
23-31 |
21.3% |
1-00 |
0.9% |
16% |
False |
False |
146,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-04 |
|
2.618 |
118-06 |
|
1.618 |
116-12 |
|
1.000 |
115-08 |
|
0.618 |
114-18 |
|
HIGH |
113-14 |
|
0.618 |
112-24 |
|
0.500 |
112-17 |
|
0.382 |
112-10 |
|
LOW |
111-20 |
|
0.618 |
110-16 |
|
1.000 |
109-26 |
|
1.618 |
108-22 |
|
2.618 |
106-28 |
|
4.250 |
103-30 |
|
|
| Fisher Pivots for day following 13-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-22 |
112-25 |
| PP |
112-20 |
112-25 |
| S1 |
112-17 |
112-24 |
|