ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 30-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2023 |
30-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
109-25 |
109-22 |
-0-03 |
-0.1% |
108-02 |
| High |
109-27 |
109-26 |
-0-01 |
0.0% |
110-16 |
| Low |
108-30 |
108-16 |
-0-14 |
-0.4% |
107-04 |
| Close |
109-16 |
109-09 |
-0-07 |
-0.2% |
109-16 |
| Range |
0-29 |
1-10 |
0-13 |
44.8% |
3-12 |
| ATR |
1-25 |
1-24 |
-0-01 |
-1.9% |
0-00 |
| Volume |
394,682 |
441,993 |
47,311 |
12.0% |
2,673,229 |
|
| Daily Pivots for day following 30-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-04 |
112-17 |
110-00 |
|
| R3 |
111-26 |
111-07 |
109-21 |
|
| R2 |
110-16 |
110-16 |
109-17 |
|
| R1 |
109-29 |
109-29 |
109-13 |
109-18 |
| PP |
109-06 |
109-06 |
109-06 |
109-01 |
| S1 |
108-19 |
108-19 |
109-05 |
108-08 |
| S2 |
107-28 |
107-28 |
109-01 |
|
| S3 |
106-18 |
107-09 |
108-29 |
|
| S4 |
105-08 |
105-31 |
108-18 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-05 |
117-23 |
111-11 |
|
| R3 |
115-25 |
114-11 |
110-14 |
|
| R2 |
112-13 |
112-13 |
110-04 |
|
| R1 |
110-31 |
110-31 |
109-26 |
111-22 |
| PP |
109-01 |
109-01 |
109-01 |
109-13 |
| S1 |
107-19 |
107-19 |
109-06 |
108-10 |
| S2 |
105-21 |
105-21 |
108-28 |
|
| S3 |
102-09 |
104-07 |
108-18 |
|
| S4 |
98-29 |
100-27 |
107-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-16 |
107-28 |
2-20 |
2.4% |
1-18 |
1.4% |
54% |
False |
False |
493,326 |
| 10 |
111-17 |
107-04 |
4-13 |
4.0% |
1-24 |
1.6% |
49% |
False |
False |
534,800 |
| 20 |
114-10 |
107-04 |
7-06 |
6.6% |
1-29 |
1.7% |
30% |
False |
False |
546,035 |
| 40 |
120-08 |
107-04 |
13-04 |
12.0% |
1-19 |
1.5% |
16% |
False |
False |
490,715 |
| 60 |
123-23 |
107-04 |
16-19 |
15.2% |
1-16 |
1.4% |
13% |
False |
False |
387,260 |
| 80 |
128-00 |
107-04 |
20-28 |
19.1% |
1-14 |
1.3% |
10% |
False |
False |
290,711 |
| 100 |
128-27 |
107-04 |
21-23 |
19.9% |
1-10 |
1.2% |
10% |
False |
False |
232,571 |
| 120 |
132-08 |
107-04 |
25-04 |
23.0% |
1-05 |
1.0% |
9% |
False |
False |
193,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-12 |
|
2.618 |
113-08 |
|
1.618 |
111-30 |
|
1.000 |
111-04 |
|
0.618 |
110-20 |
|
HIGH |
109-26 |
|
0.618 |
109-10 |
|
0.500 |
109-05 |
|
0.382 |
109-00 |
|
LOW |
108-16 |
|
0.618 |
107-22 |
|
1.000 |
107-06 |
|
1.618 |
106-12 |
|
2.618 |
105-02 |
|
4.250 |
102-30 |
|
|
| Fisher Pivots for day following 30-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-08 |
109-05 |
| PP |
109-06 |
109-01 |
| S1 |
109-05 |
108-30 |
|