ECBOT 30 Year Treasury Bond Future March 2024
| 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 |
107-31 |
109-17 |
1-18 |
1.4% |
112-25 |
| High |
110-04 |
110-12 |
0-08 |
0.2% |
112-25 |
| Low |
107-03 |
109-07 |
2-04 |
2.0% |
107-16 |
| Close |
109-28 |
109-30 |
0-02 |
0.1% |
108-10 |
| Range |
3-01 |
1-05 |
-1-28 |
-61.9% |
5-09 |
| ATR |
1-22 |
1-21 |
-0-01 |
-2.3% |
0-00 |
| Volume |
670 |
174 |
-496 |
-74.0% |
1,672 |
|
| Daily Pivots for day following 24-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
113-10 |
112-25 |
110-18 |
|
| R3 |
112-05 |
111-20 |
110-08 |
|
| R2 |
111-00 |
111-00 |
110-05 |
|
| R1 |
110-15 |
110-15 |
110-01 |
110-24 |
| PP |
109-27 |
109-27 |
109-27 |
109-31 |
| S1 |
109-10 |
109-10 |
109-27 |
109-18 |
| S2 |
108-22 |
108-22 |
109-23 |
|
| S3 |
107-17 |
108-05 |
109-20 |
|
| S4 |
106-12 |
107-00 |
109-10 |
|
|
| Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-12 |
122-04 |
111-07 |
|
| R3 |
120-03 |
116-27 |
109-24 |
|
| R2 |
114-26 |
114-26 |
109-09 |
|
| R1 |
111-18 |
111-18 |
108-25 |
110-18 |
| PP |
109-17 |
109-17 |
109-17 |
109-01 |
| S1 |
106-09 |
106-09 |
107-27 |
105-08 |
| S2 |
104-08 |
104-08 |
107-11 |
|
| S3 |
98-31 |
101-00 |
106-28 |
|
| S4 |
93-22 |
95-23 |
105-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
110-12 |
107-03 |
3-09 |
3.0% |
1-23 |
1.6% |
87% |
True |
False |
324 |
| 10 |
114-11 |
107-03 |
7-08 |
6.6% |
1-28 |
1.7% |
39% |
False |
False |
291 |
| 20 |
115-17 |
107-03 |
8-14 |
7.7% |
1-26 |
1.6% |
34% |
False |
False |
255 |
| 40 |
122-18 |
107-03 |
15-15 |
14.1% |
1-09 |
1.2% |
18% |
False |
False |
150 |
| 60 |
123-09 |
107-03 |
16-06 |
14.7% |
0-28 |
0.8% |
18% |
False |
False |
100 |
| 80 |
128-00 |
107-03 |
20-29 |
19.0% |
0-22 |
0.6% |
14% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
115-09 |
|
2.618 |
113-13 |
|
1.618 |
112-08 |
|
1.000 |
111-17 |
|
0.618 |
111-03 |
|
HIGH |
110-12 |
|
0.618 |
109-30 |
|
0.500 |
109-26 |
|
0.382 |
109-21 |
|
LOW |
109-07 |
|
0.618 |
108-16 |
|
1.000 |
108-02 |
|
1.618 |
107-11 |
|
2.618 |
106-06 |
|
4.250 |
104-10 |
|
|
| Fisher Pivots for day following 24-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-28 |
109-17 |
| PP |
109-27 |
109-04 |
| S1 |
109-26 |
108-24 |
|