ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
115-00 |
114-22 |
-0-10 |
-0.3% |
118-14 |
| High |
115-23 |
115-15 |
-0-08 |
-0.2% |
119-00 |
| Low |
114-10 |
113-11 |
-0-31 |
-0.8% |
115-23 |
| Close |
114-12 |
113-16 |
-0-28 |
-0.8% |
116-29 |
| Range |
1-13 |
2-04 |
0-23 |
51.1% |
3-09 |
| ATR |
1-11 |
1-12 |
0-02 |
4.3% |
0-00 |
| Volume |
551,069 |
687,279 |
136,210 |
24.7% |
2,028,476 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-15 |
119-04 |
114-21 |
|
| R3 |
118-11 |
117-00 |
114-03 |
|
| R2 |
116-07 |
116-07 |
113-28 |
|
| R1 |
114-28 |
114-28 |
113-22 |
114-16 |
| PP |
114-03 |
114-03 |
114-03 |
113-29 |
| S1 |
112-24 |
112-24 |
113-10 |
112-12 |
| S2 |
111-31 |
111-31 |
113-04 |
|
| S3 |
109-27 |
110-20 |
112-29 |
|
| S4 |
107-23 |
108-16 |
112-11 |
|
|
| 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 |
117-28 |
113-11 |
4-17 |
4.0% |
1-27 |
1.6% |
3% |
False |
True |
564,669 |
| 10 |
120-00 |
113-11 |
6-21 |
5.9% |
1-13 |
1.2% |
2% |
False |
True |
445,812 |
| 20 |
121-31 |
113-11 |
8-20 |
7.6% |
1-08 |
1.1% |
2% |
False |
True |
389,694 |
| 40 |
123-23 |
113-11 |
10-12 |
9.1% |
1-10 |
1.2% |
2% |
False |
True |
254,865 |
| 60 |
128-00 |
113-11 |
14-21 |
12.9% |
1-09 |
1.1% |
1% |
False |
True |
169,990 |
| 80 |
128-27 |
113-11 |
15-16 |
13.7% |
1-04 |
1.0% |
1% |
False |
True |
127,494 |
| 100 |
132-08 |
113-11 |
18-29 |
16.7% |
0-30 |
0.8% |
1% |
False |
True |
101,995 |
| 120 |
132-31 |
113-11 |
19-20 |
17.3% |
0-25 |
0.7% |
1% |
False |
True |
84,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-16 |
|
2.618 |
121-01 |
|
1.618 |
118-29 |
|
1.000 |
117-19 |
|
0.618 |
116-25 |
|
HIGH |
115-15 |
|
0.618 |
114-21 |
|
0.500 |
114-13 |
|
0.382 |
114-05 |
|
LOW |
113-11 |
|
0.618 |
112-01 |
|
1.000 |
111-07 |
|
1.618 |
109-29 |
|
2.618 |
107-25 |
|
4.250 |
104-10 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-13 |
115-06 |
| PP |
114-03 |
114-20 |
| S1 |
113-26 |
114-02 |
|