ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 25-Oct-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
| Open |
109-17 |
110-08 |
0-23 |
0.7% |
112-25 |
| High |
110-12 |
110-14 |
0-02 |
0.1% |
112-25 |
| Low |
109-07 |
108-08 |
-0-31 |
-0.9% |
107-16 |
| Close |
109-30 |
108-11 |
-1-19 |
-1.4% |
108-10 |
| Range |
1-05 |
2-06 |
1-01 |
89.2% |
5-09 |
| ATR |
1-21 |
1-22 |
0-01 |
2.3% |
0-00 |
| Volume |
174 |
774 |
600 |
344.8% |
1,672 |
|
| Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
115-18 |
114-05 |
109-18 |
|
| R3 |
113-12 |
111-31 |
108-30 |
|
| R2 |
111-06 |
111-06 |
108-24 |
|
| R1 |
109-25 |
109-25 |
108-17 |
109-12 |
| PP |
109-00 |
109-00 |
109-00 |
108-26 |
| S1 |
107-19 |
107-19 |
108-05 |
107-06 |
| S2 |
106-26 |
106-26 |
107-30 |
|
| S3 |
104-20 |
105-13 |
107-24 |
|
| S4 |
102-14 |
103-07 |
107-04 |
|
|
| 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 |
110-14 |
107-03 |
3-11 |
3.1% |
1-28 |
1.7% |
37% |
True |
False |
419 |
| 10 |
114-11 |
107-03 |
7-08 |
6.7% |
1-29 |
1.8% |
17% |
False |
False |
346 |
| 20 |
114-26 |
107-03 |
7-23 |
7.1% |
1-26 |
1.7% |
16% |
False |
False |
292 |
| 40 |
122-18 |
107-03 |
15-15 |
14.3% |
1-10 |
1.2% |
8% |
False |
False |
170 |
| 60 |
123-01 |
107-03 |
15-30 |
14.7% |
0-29 |
0.8% |
8% |
False |
False |
113 |
| 80 |
128-00 |
107-03 |
20-29 |
19.3% |
0-22 |
0.6% |
6% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119-24 |
|
2.618 |
116-05 |
|
1.618 |
113-31 |
|
1.000 |
112-20 |
|
0.618 |
111-25 |
|
HIGH |
110-14 |
|
0.618 |
109-19 |
|
0.500 |
109-11 |
|
0.382 |
109-03 |
|
LOW |
108-08 |
|
0.618 |
106-29 |
|
1.000 |
106-02 |
|
1.618 |
104-23 |
|
2.618 |
102-17 |
|
4.250 |
98-30 |
|
|
| Fisher Pivots for day following 25-Oct-2023 |
| Pivot |
1 day |
3 day |
| R1 |
109-11 |
108-24 |
| PP |
109-00 |
108-20 |
| S1 |
108-22 |
108-16 |
|