ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 28-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
114-22 |
113-22 |
-1-00 |
-0.9% |
118-14 |
| High |
115-15 |
113-31 |
-1-16 |
-1.3% |
119-00 |
| Low |
113-11 |
112-10 |
-1-01 |
-0.9% |
115-23 |
| Close |
113-16 |
113-16 |
0-00 |
0.0% |
116-29 |
| Range |
2-04 |
1-21 |
-0-15 |
-22.1% |
3-09 |
| ATR |
1-12 |
1-13 |
0-01 |
1.4% |
0-00 |
| Volume |
687,279 |
801,310 |
114,031 |
16.6% |
2,028,476 |
|
| Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-07 |
117-17 |
114-13 |
|
| R3 |
116-18 |
115-28 |
113-31 |
|
| R2 |
114-29 |
114-29 |
113-26 |
|
| R1 |
114-07 |
114-07 |
113-21 |
113-24 |
| PP |
113-08 |
113-08 |
113-08 |
113-01 |
| S1 |
112-18 |
112-18 |
113-11 |
112-02 |
| S2 |
111-19 |
111-19 |
113-06 |
|
| S3 |
109-30 |
110-29 |
113-01 |
|
| S4 |
108-09 |
109-08 |
112-19 |
|
|
| 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 |
117-03 |
112-10 |
4-25 |
4.2% |
1-25 |
1.6% |
25% |
False |
True |
598,935 |
| 10 |
119-09 |
112-10 |
6-31 |
6.1% |
1-15 |
1.3% |
17% |
False |
True |
487,016 |
| 20 |
121-31 |
112-10 |
9-21 |
8.5% |
1-09 |
1.1% |
12% |
False |
True |
413,004 |
| 40 |
123-23 |
112-10 |
11-13 |
10.0% |
1-10 |
1.2% |
10% |
False |
True |
274,724 |
| 60 |
128-00 |
112-10 |
15-22 |
13.8% |
1-09 |
1.1% |
8% |
False |
True |
183,345 |
| 80 |
128-27 |
112-10 |
16-17 |
14.6% |
1-05 |
1.0% |
7% |
False |
True |
137,510 |
| 100 |
132-08 |
112-10 |
19-30 |
17.6% |
0-31 |
0.9% |
6% |
False |
True |
110,008 |
| 120 |
132-28 |
112-10 |
20-18 |
18.1% |
0-26 |
0.7% |
6% |
False |
True |
91,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
121-00 |
|
2.618 |
118-10 |
|
1.618 |
116-21 |
|
1.000 |
115-20 |
|
0.618 |
115-00 |
|
HIGH |
113-31 |
|
0.618 |
113-11 |
|
0.500 |
113-04 |
|
0.382 |
112-30 |
|
LOW |
112-10 |
|
0.618 |
111-09 |
|
1.000 |
110-21 |
|
1.618 |
109-20 |
|
2.618 |
107-31 |
|
4.250 |
105-09 |
|
|
| Fisher Pivots for day following 28-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
113-12 |
114-00 |
| PP |
113-08 |
113-27 |
| S1 |
113-04 |
113-22 |
|