ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
119-19 |
119-02 |
-0-17 |
-0.4% |
119-11 |
| High |
120-00 |
119-09 |
-0-23 |
-0.6% |
120-00 |
| Low |
118-28 |
118-11 |
-0-17 |
-0.4% |
118-08 |
| Close |
119-02 |
118-19 |
-0-15 |
-0.4% |
118-19 |
| Range |
1-04 |
0-30 |
-0-06 |
-16.7% |
1-24 |
| ATR |
1-06 |
1-05 |
-0-01 |
-1.5% |
0-00 |
| Volume |
389,268 |
288,273 |
-100,995 |
-25.9% |
1,574,538 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-18 |
121-00 |
119-04 |
|
| R3 |
120-20 |
120-02 |
118-27 |
|
| R2 |
119-22 |
119-22 |
118-24 |
|
| R1 |
119-04 |
119-04 |
118-22 |
118-30 |
| PP |
118-24 |
118-24 |
118-24 |
118-20 |
| S1 |
118-06 |
118-06 |
118-16 |
118-00 |
| S2 |
117-26 |
117-26 |
118-14 |
|
| S3 |
116-28 |
117-08 |
118-11 |
|
| S4 |
115-30 |
116-10 |
118-02 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-06 |
123-05 |
119-18 |
|
| R3 |
122-14 |
121-13 |
119-02 |
|
| R2 |
120-22 |
120-22 |
118-29 |
|
| R1 |
119-21 |
119-21 |
118-24 |
119-10 |
| PP |
118-30 |
118-30 |
118-30 |
118-25 |
| S1 |
117-29 |
117-29 |
118-14 |
117-18 |
| S2 |
117-06 |
117-06 |
118-09 |
|
| S3 |
115-14 |
116-05 |
118-04 |
|
| S4 |
113-22 |
114-13 |
117-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-00 |
118-08 |
1-24 |
1.5% |
1-00 |
0.8% |
20% |
False |
False |
314,907 |
| 10 |
121-29 |
118-08 |
3-21 |
3.1% |
1-03 |
0.9% |
9% |
False |
False |
323,495 |
| 20 |
121-31 |
117-24 |
4-07 |
3.6% |
1-05 |
1.0% |
20% |
False |
False |
313,938 |
| 40 |
127-08 |
117-24 |
9-16 |
8.0% |
1-08 |
1.1% |
9% |
False |
False |
160,457 |
| 60 |
128-27 |
117-24 |
11-03 |
9.4% |
1-07 |
1.0% |
8% |
False |
False |
106,982 |
| 80 |
129-09 |
117-24 |
11-17 |
9.7% |
1-00 |
0.8% |
7% |
False |
False |
80,237 |
| 100 |
132-28 |
117-24 |
15-04 |
12.8% |
0-27 |
0.7% |
6% |
False |
False |
64,189 |
| 120 |
133-31 |
117-24 |
16-07 |
13.7% |
0-22 |
0.6% |
5% |
False |
False |
53,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-08 |
|
2.618 |
121-24 |
|
1.618 |
120-26 |
|
1.000 |
120-07 |
|
0.618 |
119-28 |
|
HIGH |
119-09 |
|
0.618 |
118-30 |
|
0.500 |
118-26 |
|
0.382 |
118-22 |
|
LOW |
118-11 |
|
0.618 |
117-24 |
|
1.000 |
117-13 |
|
1.618 |
116-26 |
|
2.618 |
115-28 |
|
4.250 |
114-12 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
118-26 |
119-04 |
| PP |
118-24 |
118-30 |
| S1 |
118-21 |
118-25 |
|