ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 19-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2023 |
19-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
110-03 |
108-30 |
-1-05 |
-1.1% |
111-16 |
| High |
110-08 |
109-11 |
-0-29 |
-0.8% |
114-11 |
| Low |
108-25 |
107-20 |
-1-05 |
-1.1% |
110-13 |
| Close |
109-06 |
107-25 |
-1-13 |
-1.3% |
112-27 |
| Range |
1-15 |
1-23 |
0-08 |
17.0% |
3-30 |
| ATR |
1-20 |
1-20 |
0-00 |
0.4% |
0-00 |
| Volume |
298 |
259 |
-39 |
-13.1% |
820 |
|
| Daily Pivots for day following 19-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-13 |
112-10 |
108-23 |
|
| R3 |
111-22 |
110-19 |
108-08 |
|
| R2 |
109-31 |
109-31 |
108-03 |
|
| R1 |
108-28 |
108-28 |
107-30 |
108-18 |
| PP |
108-08 |
108-08 |
108-08 |
108-03 |
| S1 |
107-05 |
107-05 |
107-20 |
106-27 |
| S2 |
106-17 |
106-17 |
107-15 |
|
| S3 |
104-26 |
105-14 |
107-10 |
|
| S4 |
103-03 |
103-23 |
106-27 |
|
|
| Weekly Pivots for week ending 13-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-11 |
122-17 |
115-00 |
|
| R3 |
120-13 |
118-19 |
113-30 |
|
| R2 |
116-15 |
116-15 |
113-18 |
|
| R1 |
114-21 |
114-21 |
113-07 |
115-18 |
| PP |
112-17 |
112-17 |
112-17 |
113-00 |
| S1 |
110-23 |
110-23 |
112-15 |
111-20 |
| S2 |
108-19 |
108-19 |
112-04 |
|
| S3 |
104-21 |
106-25 |
111-24 |
|
| S4 |
100-23 |
102-27 |
110-22 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
113-15 |
107-20 |
5-27 |
5.4% |
1-22 |
1.6% |
3% |
False |
True |
302 |
| 10 |
114-11 |
107-20 |
6-23 |
6.2% |
1-29 |
1.8% |
2% |
False |
True |
239 |
| 20 |
117-05 |
107-20 |
9-17 |
8.8% |
1-25 |
1.6% |
2% |
False |
True |
231 |
| 40 |
122-18 |
107-20 |
14-30 |
13.9% |
1-05 |
1.1% |
1% |
False |
True |
124 |
| 60 |
125-16 |
107-20 |
17-28 |
16.6% |
0-26 |
0.7% |
1% |
False |
True |
82 |
| 80 |
128-16 |
107-20 |
20-28 |
19.4% |
0-19 |
0.6% |
1% |
False |
True |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
116-21 |
|
2.618 |
113-27 |
|
1.618 |
112-04 |
|
1.000 |
111-02 |
|
0.618 |
110-13 |
|
HIGH |
109-11 |
|
0.618 |
108-22 |
|
0.500 |
108-16 |
|
0.382 |
108-09 |
|
LOW |
107-20 |
|
0.618 |
106-18 |
|
1.000 |
105-29 |
|
1.618 |
104-27 |
|
2.618 |
103-04 |
|
4.250 |
100-10 |
|
|
| Fisher Pivots for day following 19-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
108-16 |
109-17 |
| PP |
108-08 |
108-30 |
| S1 |
108-00 |
108-12 |
|