ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 12-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2023 |
12-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
112-00 |
113-27 |
1-27 |
1.6% |
113-24 |
| High |
113-30 |
114-10 |
0-12 |
0.3% |
113-24 |
| Low |
111-31 |
111-07 |
-0-24 |
-0.7% |
108-29 |
| Close |
113-12 |
111-15 |
-1-29 |
-1.7% |
110-15 |
| Range |
1-31 |
3-03 |
1-04 |
57.1% |
4-27 |
| ATR |
1-21 |
1-24 |
0-03 |
6.3% |
0-00 |
| Volume |
649,075 |
670,937 |
21,862 |
3.4% |
3,237,236 |
|
| Daily Pivots for day following 12-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-20 |
119-20 |
113-05 |
|
| R3 |
118-17 |
116-17 |
112-10 |
|
| R2 |
115-14 |
115-14 |
112-01 |
|
| R1 |
113-14 |
113-14 |
111-24 |
112-28 |
| PP |
112-11 |
112-11 |
112-11 |
112-02 |
| S1 |
110-11 |
110-11 |
111-06 |
109-26 |
| S2 |
109-08 |
109-08 |
110-29 |
|
| S3 |
106-05 |
107-08 |
110-20 |
|
| S4 |
103-02 |
104-05 |
109-25 |
|
|
| Weekly Pivots for week ending 06-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-18 |
122-28 |
113-04 |
|
| R3 |
120-23 |
118-01 |
111-26 |
|
| R2 |
115-28 |
115-28 |
111-11 |
|
| R1 |
113-06 |
113-06 |
110-29 |
112-04 |
| PP |
111-01 |
111-01 |
111-01 |
110-16 |
| S1 |
108-11 |
108-11 |
110-01 |
107-08 |
| S2 |
106-06 |
106-06 |
109-19 |
|
| S3 |
101-11 |
103-16 |
109-04 |
|
| S4 |
96-16 |
98-21 |
107-26 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
114-10 |
108-29 |
5-13 |
4.9% |
2-07 |
2.0% |
47% |
True |
False |
546,735 |
| 10 |
114-24 |
108-29 |
5-27 |
5.2% |
2-00 |
1.8% |
44% |
False |
False |
605,569 |
| 20 |
119-09 |
108-29 |
10-12 |
9.3% |
1-23 |
1.6% |
25% |
False |
False |
546,292 |
| 40 |
121-31 |
108-29 |
13-02 |
11.7% |
1-14 |
1.3% |
20% |
False |
False |
424,081 |
| 60 |
127-23 |
108-29 |
18-26 |
16.9% |
1-14 |
1.3% |
14% |
False |
False |
284,265 |
| 80 |
128-27 |
108-29 |
19-30 |
17.9% |
1-11 |
1.2% |
13% |
False |
False |
213,206 |
| 100 |
129-09 |
108-29 |
20-12 |
18.3% |
1-04 |
1.0% |
13% |
False |
False |
170,565 |
| 120 |
132-28 |
108-29 |
23-31 |
21.5% |
0-31 |
0.9% |
11% |
False |
False |
142,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
127-15 |
|
2.618 |
122-13 |
|
1.618 |
119-10 |
|
1.000 |
117-13 |
|
0.618 |
116-07 |
|
HIGH |
114-10 |
|
0.618 |
113-04 |
|
0.500 |
112-24 |
|
0.382 |
112-13 |
|
LOW |
111-07 |
|
0.618 |
109-10 |
|
1.000 |
108-04 |
|
1.618 |
106-07 |
|
2.618 |
103-04 |
|
4.250 |
98-02 |
|
|
| Fisher Pivots for day following 12-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
112-24 |
112-20 |
| PP |
112-11 |
112-08 |
| S1 |
111-29 |
111-27 |
|