ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 26-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
116-30 |
115-00 |
-1-30 |
-1.7% |
118-14 |
| High |
117-00 |
115-23 |
-1-09 |
-1.1% |
119-00 |
| Low |
114-22 |
114-10 |
-0-12 |
-0.3% |
115-23 |
| Close |
114-27 |
114-12 |
-0-15 |
-0.4% |
116-29 |
| Range |
2-10 |
1-13 |
-0-29 |
-39.2% |
3-09 |
| ATR |
1-10 |
1-11 |
0-00 |
0.4% |
0-00 |
| Volume |
513,762 |
551,069 |
37,307 |
7.3% |
2,028,476 |
|
| Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119-01 |
118-03 |
115-05 |
|
| R3 |
117-20 |
116-22 |
114-24 |
|
| R2 |
116-07 |
116-07 |
114-20 |
|
| R1 |
115-09 |
115-09 |
114-16 |
115-02 |
| PP |
114-26 |
114-26 |
114-26 |
114-22 |
| S1 |
113-28 |
113-28 |
114-08 |
113-20 |
| S2 |
113-13 |
113-13 |
114-04 |
|
| S3 |
112-00 |
112-15 |
114-00 |
|
| S4 |
110-19 |
111-02 |
113-19 |
|
|
| Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-02 |
125-08 |
118-23 |
|
| R3 |
123-25 |
121-31 |
117-26 |
|
| R2 |
120-16 |
120-16 |
117-16 |
|
| R1 |
118-22 |
118-22 |
117-07 |
117-30 |
| PP |
117-07 |
117-07 |
117-07 |
116-27 |
| S1 |
115-13 |
115-13 |
116-19 |
114-22 |
| S2 |
113-30 |
113-30 |
116-10 |
|
| S3 |
110-21 |
112-04 |
116-00 |
|
| S4 |
107-12 |
108-27 |
115-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
118-29 |
114-10 |
4-19 |
4.0% |
1-21 |
1.4% |
1% |
False |
True |
503,291 |
| 10 |
120-00 |
114-10 |
5-22 |
5.0% |
1-12 |
1.2% |
1% |
False |
True |
417,081 |
| 20 |
121-31 |
114-10 |
7-21 |
6.7% |
1-07 |
1.1% |
1% |
False |
True |
377,858 |
| 40 |
124-27 |
114-10 |
10-17 |
9.2% |
1-10 |
1.1% |
1% |
False |
True |
237,707 |
| 60 |
128-00 |
114-10 |
13-22 |
12.0% |
1-08 |
1.1% |
0% |
False |
True |
158,536 |
| 80 |
128-27 |
114-10 |
14-17 |
12.7% |
1-03 |
1.0% |
0% |
False |
True |
118,903 |
| 100 |
132-20 |
114-10 |
18-10 |
16.0% |
0-30 |
0.8% |
0% |
False |
True |
95,122 |
| 120 |
133-31 |
114-10 |
19-21 |
17.2% |
0-25 |
0.7% |
0% |
False |
True |
79,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-22 |
|
2.618 |
119-13 |
|
1.618 |
118-00 |
|
1.000 |
117-04 |
|
0.618 |
116-19 |
|
HIGH |
115-23 |
|
0.618 |
115-06 |
|
0.500 |
115-00 |
|
0.382 |
114-27 |
|
LOW |
114-10 |
|
0.618 |
113-14 |
|
1.000 |
112-29 |
|
1.618 |
112-01 |
|
2.618 |
110-20 |
|
4.250 |
108-11 |
|
|
| Fisher Pivots for day following 26-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-00 |
115-22 |
| PP |
114-26 |
115-08 |
| S1 |
114-19 |
114-26 |
|