ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 18-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2023 |
18-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
111-14 |
110-08 |
-1-06 |
-1.1% |
110-18 |
| High |
111-17 |
110-12 |
-1-05 |
-1.0% |
114-10 |
| Low |
109-17 |
108-25 |
-0-24 |
-0.7% |
110-11 |
| Close |
110-00 |
109-09 |
-0-23 |
-0.7% |
112-25 |
| Range |
2-00 |
1-19 |
-0-13 |
-20.3% |
3-31 |
| ATR |
1-25 |
1-24 |
0-00 |
-0.7% |
0-00 |
| Volume |
561,444 |
533,800 |
-27,644 |
-4.9% |
2,507,058 |
|
| Daily Pivots for day following 18-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-08 |
113-12 |
110-05 |
|
| R3 |
112-21 |
111-25 |
109-23 |
|
| R2 |
111-02 |
111-02 |
109-18 |
|
| R1 |
110-06 |
110-06 |
109-14 |
109-26 |
| PP |
109-15 |
109-15 |
109-15 |
109-10 |
| S1 |
108-19 |
108-19 |
109-04 |
108-08 |
| S2 |
107-28 |
107-28 |
109-00 |
|
| S3 |
106-09 |
107-00 |
108-27 |
|
| S4 |
104-22 |
105-13 |
108-13 |
|
|
| 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 |
108-25 |
5-17 |
5.1% |
2-01 |
1.9% |
9% |
False |
True |
523,752 |
| 10 |
114-10 |
108-25 |
5-17 |
5.1% |
1-30 |
1.8% |
9% |
False |
True |
518,263 |
| 20 |
117-28 |
108-25 |
9-03 |
8.3% |
1-29 |
1.7% |
5% |
False |
True |
581,408 |
| 40 |
121-31 |
108-25 |
13-06 |
12.1% |
1-16 |
1.4% |
4% |
False |
True |
466,140 |
| 60 |
126-16 |
108-25 |
17-23 |
16.2% |
1-15 |
1.4% |
3% |
False |
True |
316,712 |
| 80 |
128-20 |
108-25 |
19-27 |
18.2% |
1-13 |
1.3% |
3% |
False |
True |
237,554 |
| 100 |
129-09 |
108-25 |
20-16 |
18.8% |
1-06 |
1.1% |
2% |
False |
True |
190,043 |
| 120 |
132-20 |
108-25 |
23-27 |
21.8% |
1-01 |
0.9% |
2% |
False |
True |
158,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
117-05 |
|
2.618 |
114-18 |
|
1.618 |
112-31 |
|
1.000 |
111-31 |
|
0.618 |
111-12 |
|
HIGH |
110-12 |
|
0.618 |
109-25 |
|
0.500 |
109-18 |
|
0.382 |
109-12 |
|
LOW |
108-25 |
|
0.618 |
107-25 |
|
1.000 |
107-06 |
|
1.618 |
106-06 |
|
2.618 |
104-19 |
|
4.250 |
102-00 |
|
|
| Fisher Pivots for day following 18-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-18 |
110-26 |
| PP |
109-15 |
110-10 |
| S1 |
109-12 |
109-25 |
|