ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 31-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2023 |
31-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
109-22 |
109-00 |
-0-22 |
-0.6% |
108-02 |
| High |
109-26 |
110-12 |
0-18 |
0.5% |
110-16 |
| Low |
108-16 |
108-18 |
0-02 |
0.1% |
107-04 |
| Close |
109-09 |
109-14 |
0-05 |
0.1% |
109-16 |
| Range |
1-10 |
1-26 |
0-16 |
38.1% |
3-12 |
| ATR |
1-24 |
1-24 |
0-00 |
0.3% |
0-00 |
| Volume |
441,993 |
725,179 |
283,186 |
64.1% |
2,673,229 |
|
| Daily Pivots for day following 31-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114-29 |
113-31 |
110-14 |
|
| R3 |
113-03 |
112-05 |
109-30 |
|
| R2 |
111-09 |
111-09 |
109-25 |
|
| R1 |
110-11 |
110-11 |
109-19 |
110-26 |
| PP |
109-15 |
109-15 |
109-15 |
109-22 |
| S1 |
108-17 |
108-17 |
109-09 |
109-00 |
| S2 |
107-21 |
107-21 |
109-03 |
|
| S3 |
105-27 |
106-23 |
108-30 |
|
| S4 |
104-01 |
104-29 |
108-14 |
|
|
| 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% |
1-21 |
1.5% |
60% |
False |
False |
533,073 |
| 10 |
110-16 |
107-04 |
3-12 |
3.1% |
1-24 |
1.6% |
69% |
False |
False |
551,174 |
| 20 |
114-10 |
107-04 |
7-06 |
6.6% |
1-28 |
1.7% |
32% |
False |
False |
546,949 |
| 40 |
120-05 |
107-04 |
13-01 |
11.9% |
1-19 |
1.5% |
18% |
False |
False |
499,707 |
| 60 |
123-23 |
107-04 |
16-19 |
15.2% |
1-16 |
1.4% |
14% |
False |
False |
399,303 |
| 80 |
128-00 |
107-04 |
20-28 |
19.1% |
1-14 |
1.3% |
11% |
False |
False |
299,775 |
| 100 |
128-27 |
107-04 |
21-23 |
19.8% |
1-11 |
1.2% |
11% |
False |
False |
239,823 |
| 120 |
132-08 |
107-04 |
25-04 |
23.0% |
1-05 |
1.1% |
9% |
False |
False |
199,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
118-02 |
|
2.618 |
115-04 |
|
1.618 |
113-10 |
|
1.000 |
112-06 |
|
0.618 |
111-16 |
|
HIGH |
110-12 |
|
0.618 |
109-22 |
|
0.500 |
109-15 |
|
0.382 |
109-08 |
|
LOW |
108-18 |
|
0.618 |
107-14 |
|
1.000 |
106-24 |
|
1.618 |
105-20 |
|
2.618 |
103-26 |
|
4.250 |
100-28 |
|
|
| Fisher Pivots for day following 31-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-15 |
109-14 |
| PP |
109-15 |
109-14 |
| S1 |
109-14 |
109-14 |
|