ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 12-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2023 |
12-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
119-11 |
119-01 |
-0-10 |
-0.3% |
120-08 |
| High |
119-17 |
119-17 |
0-00 |
0.0% |
120-08 |
| Low |
118-25 |
118-29 |
0-04 |
0.1% |
118-25 |
| Close |
119-02 |
119-14 |
0-12 |
0.3% |
119-18 |
| Range |
0-24 |
0-20 |
-0-04 |
-16.7% |
1-15 |
| ATR |
1-06 |
1-05 |
-0-01 |
-3.4% |
0-00 |
| Volume |
251,162 |
245,865 |
-5,297 |
-2.1% |
1,215,889 |
|
| Daily Pivots for day following 12-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-05 |
120-30 |
119-25 |
|
| R3 |
120-17 |
120-10 |
119-20 |
|
| R2 |
119-29 |
119-29 |
119-18 |
|
| R1 |
119-22 |
119-22 |
119-16 |
119-26 |
| PP |
119-09 |
119-09 |
119-09 |
119-11 |
| S1 |
119-02 |
119-02 |
119-12 |
119-06 |
| S2 |
118-21 |
118-21 |
119-10 |
|
| S3 |
118-01 |
118-14 |
119-08 |
|
| S4 |
117-13 |
117-26 |
119-03 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-30 |
123-07 |
120-12 |
|
| R3 |
122-15 |
121-24 |
119-31 |
|
| R2 |
121-00 |
121-00 |
119-27 |
|
| R1 |
120-09 |
120-09 |
119-22 |
119-29 |
| PP |
119-17 |
119-17 |
119-17 |
119-11 |
| S1 |
118-26 |
118-26 |
119-14 |
118-14 |
| S2 |
118-02 |
118-02 |
119-09 |
|
| S3 |
116-19 |
117-11 |
119-05 |
|
| S4 |
115-04 |
115-28 |
118-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-05 |
118-25 |
1-12 |
1.2% |
0-25 |
0.6% |
48% |
False |
False |
269,486 |
| 10 |
121-31 |
118-25 |
3-06 |
2.7% |
1-02 |
0.9% |
21% |
False |
False |
338,634 |
| 20 |
121-31 |
117-24 |
4-07 |
3.5% |
1-05 |
1.0% |
40% |
False |
False |
264,373 |
| 40 |
128-00 |
117-24 |
10-08 |
8.6% |
1-08 |
1.0% |
16% |
False |
False |
133,522 |
| 60 |
128-27 |
117-24 |
11-03 |
9.3% |
1-06 |
1.0% |
15% |
False |
False |
89,024 |
| 80 |
129-12 |
117-24 |
11-20 |
9.7% |
0-31 |
0.8% |
15% |
False |
False |
66,768 |
| 100 |
132-28 |
117-24 |
15-04 |
12.7% |
0-25 |
0.7% |
11% |
False |
False |
53,414 |
| 120 |
133-31 |
117-24 |
16-07 |
13.6% |
0-21 |
0.6% |
10% |
False |
False |
44,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-06 |
|
2.618 |
121-05 |
|
1.618 |
120-17 |
|
1.000 |
120-05 |
|
0.618 |
119-29 |
|
HIGH |
119-17 |
|
0.618 |
119-09 |
|
0.500 |
119-07 |
|
0.382 |
119-05 |
|
LOW |
118-29 |
|
0.618 |
118-17 |
|
1.000 |
118-09 |
|
1.618 |
117-29 |
|
2.618 |
117-09 |
|
4.250 |
116-08 |
|
|
| Fisher Pivots for day following 12-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-12 |
119-15 |
| PP |
119-09 |
119-15 |
| S1 |
119-07 |
119-14 |
|