ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
118-14 |
118-30 |
0-16 |
0.4% |
119-11 |
| High |
118-31 |
119-00 |
0-01 |
0.0% |
120-00 |
| Low |
118-04 |
118-03 |
-0-01 |
0.0% |
118-08 |
| Close |
118-25 |
118-07 |
-0-18 |
-0.5% |
118-19 |
| Range |
0-27 |
0-29 |
0-02 |
7.4% |
1-24 |
| ATR |
1-05 |
1-04 |
-0-01 |
-1.5% |
0-00 |
| Volume |
237,034 |
339,818 |
102,784 |
43.4% |
1,574,538 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-05 |
120-19 |
118-23 |
|
| R3 |
120-08 |
119-22 |
118-15 |
|
| R2 |
119-11 |
119-11 |
118-12 |
|
| R1 |
118-25 |
118-25 |
118-10 |
118-20 |
| PP |
118-14 |
118-14 |
118-14 |
118-11 |
| S1 |
117-28 |
117-28 |
118-04 |
117-22 |
| S2 |
117-17 |
117-17 |
118-02 |
|
| S3 |
116-20 |
116-31 |
117-31 |
|
| S4 |
115-23 |
116-02 |
117-23 |
|
|
| 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 |
118-03 |
1-29 |
1.6% |
1-03 |
0.9% |
7% |
False |
True |
330,872 |
| 10 |
120-05 |
118-03 |
2-02 |
1.7% |
0-30 |
0.8% |
6% |
False |
True |
300,179 |
| 20 |
121-31 |
117-24 |
4-07 |
3.6% |
1-03 |
0.9% |
11% |
False |
False |
336,001 |
| 40 |
126-16 |
117-24 |
8-24 |
7.4% |
1-08 |
1.1% |
5% |
False |
False |
174,874 |
| 60 |
128-27 |
117-24 |
11-03 |
9.4% |
1-07 |
1.0% |
4% |
False |
False |
116,596 |
| 80 |
129-09 |
117-24 |
11-17 |
9.8% |
1-00 |
0.9% |
4% |
False |
False |
87,447 |
| 100 |
132-20 |
117-24 |
14-28 |
12.6% |
0-27 |
0.7% |
3% |
False |
False |
69,958 |
| 120 |
133-31 |
117-24 |
16-07 |
13.7% |
0-23 |
0.6% |
3% |
False |
False |
58,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-27 |
|
2.618 |
121-12 |
|
1.618 |
120-15 |
|
1.000 |
119-29 |
|
0.618 |
119-18 |
|
HIGH |
119-00 |
|
0.618 |
118-21 |
|
0.500 |
118-18 |
|
0.382 |
118-14 |
|
LOW |
118-03 |
|
0.618 |
117-17 |
|
1.000 |
117-06 |
|
1.618 |
116-20 |
|
2.618 |
115-23 |
|
4.250 |
114-08 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
118-18 |
118-22 |
| PP |
118-14 |
118-17 |
| S1 |
118-10 |
118-12 |
|