ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 08-Nov-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2023 |
08-Nov-2023 |
Change |
Change % |
Previous Week |
| Open |
112-22 |
113-29 |
1-07 |
1.1% |
109-14 |
| High |
114-10 |
115-12 |
1-02 |
0.9% |
114-24 |
| Low |
112-15 |
113-15 |
1-00 |
0.9% |
108-15 |
| Close |
113-31 |
114-26 |
0-27 |
0.7% |
113-20 |
| Range |
1-27 |
1-29 |
0-02 |
3.4% |
6-09 |
| ATR |
1-25 |
1-25 |
0-00 |
0.5% |
0-00 |
| Volume |
829 |
1,965 |
1,136 |
137.0% |
8,769 |
|
| Daily Pivots for day following 08-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-09 |
119-14 |
115-28 |
|
| R3 |
118-12 |
117-17 |
115-11 |
|
| R2 |
116-15 |
116-15 |
115-05 |
|
| R1 |
115-20 |
115-20 |
115-00 |
116-02 |
| PP |
114-18 |
114-18 |
114-18 |
114-24 |
| S1 |
113-23 |
113-23 |
114-20 |
114-04 |
| S2 |
112-21 |
112-21 |
114-15 |
|
| S3 |
110-24 |
111-26 |
114-09 |
|
| S4 |
108-27 |
109-29 |
113-24 |
|
|
| Weekly Pivots for week ending 03-Nov-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-04 |
128-21 |
117-03 |
|
| R3 |
124-27 |
122-12 |
115-11 |
|
| R2 |
118-18 |
118-18 |
114-25 |
|
| R1 |
116-03 |
116-03 |
114-06 |
117-10 |
| PP |
112-09 |
112-09 |
112-09 |
112-29 |
| S1 |
109-26 |
109-26 |
113-02 |
111-02 |
| S2 |
106-00 |
106-00 |
112-15 |
|
| S3 |
99-23 |
103-17 |
111-29 |
|
| S4 |
93-14 |
97-08 |
110-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
115-12 |
110-30 |
4-14 |
3.9% |
1-26 |
1.6% |
87% |
True |
False |
1,608 |
| 10 |
115-12 |
107-27 |
7-17 |
6.6% |
1-24 |
1.5% |
93% |
True |
False |
1,288 |
| 20 |
115-12 |
107-03 |
8-09 |
7.2% |
1-26 |
1.6% |
93% |
True |
False |
817 |
| 40 |
120-19 |
107-03 |
13-16 |
11.8% |
1-21 |
1.4% |
57% |
False |
False |
489 |
| 60 |
122-18 |
107-03 |
15-15 |
13.5% |
1-06 |
1.0% |
50% |
False |
False |
328 |
| 80 |
128-00 |
107-03 |
20-29 |
18.2% |
0-29 |
0.8% |
37% |
False |
False |
246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-15 |
|
2.618 |
120-12 |
|
1.618 |
118-15 |
|
1.000 |
117-09 |
|
0.618 |
116-18 |
|
HIGH |
115-12 |
|
0.618 |
114-21 |
|
0.500 |
114-14 |
|
0.382 |
114-06 |
|
LOW |
113-15 |
|
0.618 |
112-09 |
|
1.000 |
111-18 |
|
1.618 |
110-12 |
|
2.618 |
108-15 |
|
4.250 |
105-12 |
|
|
| Fisher Pivots for day following 08-Nov-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-22 |
114-16 |
| PP |
114-18 |
114-06 |
| S1 |
114-14 |
113-28 |
|