ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 24-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2023 |
24-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
108-02 |
109-24 |
1-22 |
1.6% |
112-27 |
| High |
110-08 |
110-16 |
0-08 |
0.2% |
112-27 |
| Low |
107-04 |
109-08 |
2-04 |
2.0% |
107-17 |
| Close |
109-31 |
110-00 |
0-01 |
0.0% |
108-15 |
| Range |
3-04 |
1-08 |
-1-28 |
-60.0% |
5-10 |
| ATR |
1-27 |
1-25 |
-0-01 |
-2.3% |
0-00 |
| Volume |
648,591 |
526,442 |
-122,149 |
-18.8% |
2,601,285 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-21 |
113-03 |
110-22 |
|
| R3 |
112-13 |
111-27 |
110-11 |
|
| R2 |
111-05 |
111-05 |
110-07 |
|
| R1 |
110-19 |
110-19 |
110-04 |
110-28 |
| PP |
109-29 |
109-29 |
109-29 |
110-02 |
| S1 |
109-11 |
109-11 |
109-28 |
109-20 |
| S2 |
108-21 |
108-21 |
109-25 |
|
| S3 |
107-13 |
108-03 |
109-21 |
|
| S4 |
106-05 |
106-27 |
109-10 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-18 |
122-10 |
111-12 |
|
| R3 |
120-08 |
117-00 |
109-30 |
|
| R2 |
114-30 |
114-30 |
109-14 |
|
| R1 |
111-22 |
111-22 |
108-31 |
110-21 |
| PP |
109-20 |
109-20 |
109-20 |
109-03 |
| S1 |
106-12 |
106-12 |
107-31 |
105-11 |
| S2 |
104-10 |
104-10 |
107-16 |
|
| S3 |
99-00 |
101-02 |
107-00 |
|
| S4 |
93-22 |
95-24 |
105-18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-16 |
107-04 |
3-12 |
3.1% |
1-26 |
1.7% |
85% |
True |
False |
569,274 |
| 10 |
114-10 |
107-04 |
7-06 |
6.5% |
1-31 |
1.8% |
40% |
False |
False |
558,041 |
| 20 |
115-15 |
107-04 |
8-11 |
7.6% |
1-29 |
1.7% |
34% |
False |
False |
590,233 |
| 40 |
121-31 |
107-04 |
14-27 |
13.5% |
1-18 |
1.4% |
19% |
False |
False |
484,045 |
| 60 |
124-27 |
107-04 |
17-23 |
16.1% |
1-16 |
1.4% |
16% |
False |
False |
355,216 |
| 80 |
128-00 |
107-04 |
20-28 |
19.0% |
1-14 |
1.3% |
14% |
False |
False |
266,460 |
| 100 |
128-27 |
107-04 |
21-23 |
19.7% |
1-09 |
1.2% |
13% |
False |
False |
213,169 |
| 120 |
132-20 |
107-04 |
25-16 |
23.2% |
1-03 |
1.0% |
11% |
False |
False |
177,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-26 |
|
2.618 |
113-25 |
|
1.618 |
112-17 |
|
1.000 |
111-24 |
|
0.618 |
111-09 |
|
HIGH |
110-16 |
|
0.618 |
110-01 |
|
0.500 |
109-28 |
|
0.382 |
109-23 |
|
LOW |
109-08 |
|
0.618 |
108-15 |
|
1.000 |
108-00 |
|
1.618 |
107-07 |
|
2.618 |
105-31 |
|
4.250 |
103-30 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-31 |
109-19 |
| PP |
109-29 |
109-07 |
| S1 |
109-28 |
108-26 |
|