ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 01-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2023 |
01-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
109-01 |
108-20 |
-0-13 |
-0.4% |
107-31 |
| High |
110-10 |
111-02 |
0-24 |
0.7% |
110-14 |
| Low |
108-18 |
108-18 |
0-00 |
0.0% |
107-03 |
| Close |
109-12 |
110-11 |
0-31 |
0.9% |
109-14 |
| Range |
1-24 |
2-16 |
0-24 |
42.9% |
3-11 |
| ATR |
1-21 |
1-23 |
0-02 |
3.7% |
0-00 |
| Volume |
563 |
1,577 |
1,014 |
180.1% |
2,354 |
|
| Daily Pivots for day following 01-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
117-16 |
116-13 |
111-23 |
|
| R3 |
115-00 |
113-29 |
111-01 |
|
| R2 |
112-16 |
112-16 |
110-26 |
|
| R1 |
111-13 |
111-13 |
110-18 |
111-30 |
| PP |
110-00 |
110-00 |
110-00 |
110-08 |
| S1 |
108-29 |
108-29 |
110-04 |
109-14 |
| S2 |
107-16 |
107-16 |
109-28 |
|
| S3 |
105-00 |
106-13 |
109-21 |
|
| S4 |
102-16 |
103-29 |
108-31 |
|
|
| Weekly Pivots for week ending 27-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-01 |
117-18 |
111-09 |
|
| R3 |
115-22 |
114-07 |
110-11 |
|
| R2 |
112-11 |
112-11 |
110-02 |
|
| R1 |
110-28 |
110-28 |
109-24 |
111-20 |
| PP |
109-00 |
109-00 |
109-00 |
109-11 |
| S1 |
107-17 |
107-17 |
109-04 |
108-08 |
| S2 |
105-21 |
105-21 |
108-26 |
|
| S3 |
102-10 |
104-06 |
108-17 |
|
| S4 |
98-31 |
100-27 |
107-19 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
111-02 |
107-27 |
3-07 |
2.9% |
1-21 |
1.5% |
78% |
True |
False |
968 |
| 10 |
111-02 |
107-03 |
3-31 |
3.6% |
1-25 |
1.6% |
82% |
True |
False |
694 |
| 20 |
114-11 |
107-03 |
7-08 |
6.6% |
1-26 |
1.6% |
45% |
False |
False |
455 |
| 40 |
121-01 |
107-03 |
13-30 |
12.6% |
1-15 |
1.3% |
23% |
False |
False |
289 |
| 60 |
123-01 |
107-03 |
15-30 |
14.4% |
1-02 |
1.0% |
20% |
False |
False |
194 |
| 80 |
128-00 |
107-03 |
20-29 |
18.9% |
0-26 |
0.7% |
16% |
False |
False |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-22 |
|
2.618 |
117-19 |
|
1.618 |
115-03 |
|
1.000 |
113-18 |
|
0.618 |
112-19 |
|
HIGH |
111-02 |
|
0.618 |
110-03 |
|
0.500 |
109-26 |
|
0.382 |
109-17 |
|
LOW |
108-18 |
|
0.618 |
107-01 |
|
1.000 |
106-02 |
|
1.618 |
104-17 |
|
2.618 |
102-01 |
|
4.250 |
97-30 |
|
|
| Fisher Pivots for day following 01-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
110-05 |
110-05 |
| PP |
110-00 |
109-31 |
| S1 |
109-26 |
109-24 |
|