ECBOT 30 Year Treasury Bond Future March 2024
| 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 |
111-09 |
111-16 |
0-07 |
0.2% |
113-10 |
| High |
111-13 |
112-06 |
0-25 |
0.7% |
113-12 |
| Low |
108-29 |
110-13 |
1-16 |
1.4% |
108-29 |
| Close |
110-16 |
112-01 |
1-17 |
1.4% |
110-16 |
| Range |
2-16 |
1-25 |
-0-23 |
-28.8% |
4-15 |
| ATR |
1-13 |
1-13 |
0-01 |
2.0% |
0-00 |
| Volume |
127 |
63 |
-64 |
-50.4% |
1,568 |
|
| Daily Pivots for day following 09-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
116-28 |
116-08 |
113-00 |
|
| R3 |
115-03 |
114-15 |
112-17 |
|
| R2 |
113-10 |
113-10 |
112-11 |
|
| R1 |
112-22 |
112-22 |
112-06 |
113-00 |
| PP |
111-17 |
111-17 |
111-17 |
111-22 |
| S1 |
110-29 |
110-29 |
111-28 |
111-07 |
| S2 |
109-24 |
109-24 |
111-23 |
|
| S3 |
107-31 |
109-04 |
111-17 |
|
| S4 |
106-06 |
107-11 |
111-02 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-11 |
121-28 |
112-31 |
|
| R3 |
119-28 |
117-13 |
111-23 |
|
| R2 |
115-13 |
115-13 |
111-10 |
|
| R1 |
112-30 |
112-30 |
110-29 |
111-30 |
| PP |
110-30 |
110-30 |
110-30 |
110-14 |
| S1 |
108-15 |
108-15 |
110-03 |
107-15 |
| S2 |
106-15 |
106-15 |
109-22 |
|
| S3 |
102-00 |
104-00 |
109-09 |
|
| S4 |
97-17 |
99-17 |
108-01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
112-26 |
108-29 |
3-29 |
3.5% |
1-29 |
1.7% |
80% |
False |
False |
318 |
| 10 |
115-27 |
108-29 |
6-30 |
6.2% |
1-23 |
1.5% |
45% |
False |
False |
206 |
| 20 |
120-19 |
108-29 |
11-22 |
10.4% |
1-11 |
1.2% |
27% |
False |
False |
133 |
| 40 |
122-18 |
108-29 |
13-21 |
12.2% |
0-25 |
0.7% |
23% |
False |
False |
69 |
| 60 |
128-00 |
108-29 |
19-03 |
17.0% |
0-18 |
0.5% |
16% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-24 |
|
2.618 |
116-27 |
|
1.618 |
115-02 |
|
1.000 |
113-31 |
|
0.618 |
113-09 |
|
HIGH |
112-06 |
|
0.618 |
111-16 |
|
0.500 |
111-10 |
|
0.382 |
111-03 |
|
LOW |
110-13 |
|
0.618 |
109-10 |
|
1.000 |
108-20 |
|
1.618 |
107-17 |
|
2.618 |
105-24 |
|
4.250 |
102-27 |
|
|
| Fisher Pivots for day following 09-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
111-25 |
111-17 |
| PP |
111-17 |
111-01 |
| S1 |
111-10 |
110-18 |
|