ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
120-08 |
119-04 |
-1-04 |
-0.9% |
120-03 |
| High |
120-08 |
119-19 |
-0-21 |
-0.5% |
121-31 |
| Low |
118-30 |
118-25 |
-0-05 |
-0.1% |
119-24 |
| Close |
119-03 |
119-06 |
0-03 |
0.1% |
120-11 |
| Range |
1-10 |
0-26 |
-0-16 |
-38.1% |
2-07 |
| ATR |
1-11 |
1-09 |
-0-01 |
-2.8% |
0-00 |
| Volume |
365,485 |
355,771 |
-9,714 |
-2.7% |
2,170,518 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-20 |
121-07 |
119-20 |
|
| R3 |
120-26 |
120-13 |
119-13 |
|
| R2 |
120-00 |
120-00 |
119-11 |
|
| R1 |
119-19 |
119-19 |
119-08 |
119-26 |
| PP |
119-06 |
119-06 |
119-06 |
119-09 |
| S1 |
118-25 |
118-25 |
119-04 |
119-00 |
| S2 |
118-12 |
118-12 |
119-01 |
|
| S3 |
117-18 |
117-31 |
118-31 |
|
| S4 |
116-24 |
117-05 |
118-24 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-11 |
126-02 |
121-18 |
|
| R3 |
125-04 |
123-27 |
120-31 |
|
| R2 |
122-29 |
122-29 |
120-24 |
|
| R1 |
121-20 |
121-20 |
120-18 |
122-08 |
| PP |
120-22 |
120-22 |
120-22 |
121-00 |
| S1 |
119-13 |
119-13 |
120-04 |
120-02 |
| S2 |
118-15 |
118-15 |
119-30 |
|
| S3 |
116-08 |
117-06 |
119-23 |
|
| S4 |
114-01 |
114-31 |
119-04 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-31 |
118-25 |
3-06 |
2.7% |
1-06 |
1.0% |
13% |
False |
True |
388,826 |
| 10 |
121-31 |
118-17 |
3-14 |
2.9% |
1-09 |
1.1% |
19% |
False |
False |
399,101 |
| 20 |
123-23 |
117-24 |
5-31 |
5.0% |
1-08 |
1.1% |
24% |
False |
False |
215,756 |
| 40 |
128-00 |
117-24 |
10-08 |
8.6% |
1-09 |
1.1% |
14% |
False |
False |
108,737 |
| 60 |
128-27 |
117-24 |
11-03 |
9.3% |
1-06 |
1.0% |
13% |
False |
False |
72,496 |
| 80 |
131-03 |
117-24 |
13-11 |
11.2% |
0-30 |
0.8% |
11% |
False |
False |
54,372 |
| 100 |
132-28 |
117-24 |
15-04 |
12.7% |
0-25 |
0.6% |
10% |
False |
False |
43,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-02 |
|
2.618 |
121-23 |
|
1.618 |
120-29 |
|
1.000 |
120-13 |
|
0.618 |
120-03 |
|
HIGH |
119-19 |
|
0.618 |
119-09 |
|
0.500 |
119-06 |
|
0.382 |
119-03 |
|
LOW |
118-25 |
|
0.618 |
118-09 |
|
1.000 |
117-31 |
|
1.618 |
117-15 |
|
2.618 |
116-21 |
|
4.250 |
115-10 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-06 |
120-11 |
| PP |
119-06 |
119-31 |
| S1 |
119-06 |
119-18 |
|