ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
113-22 |
113-25 |
0-03 |
0.1% |
116-30 |
| High |
113-31 |
114-24 |
0-25 |
0.7% |
117-00 |
| Low |
112-10 |
113-12 |
1-02 |
0.9% |
112-10 |
| Close |
113-16 |
113-25 |
0-09 |
0.2% |
113-25 |
| Range |
1-21 |
1-12 |
-0-09 |
-17.0% |
4-22 |
| ATR |
1-13 |
1-13 |
0-00 |
-0.2% |
0-00 |
| Volume |
801,310 |
795,476 |
-5,834 |
-0.7% |
3,348,896 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-03 |
117-10 |
114-17 |
|
| R3 |
116-23 |
115-30 |
114-05 |
|
| R2 |
115-11 |
115-11 |
114-01 |
|
| R1 |
114-18 |
114-18 |
113-29 |
114-15 |
| PP |
113-31 |
113-31 |
113-31 |
113-30 |
| S1 |
113-06 |
113-06 |
113-21 |
113-03 |
| S2 |
112-19 |
112-19 |
113-17 |
|
| S3 |
111-07 |
111-26 |
113-13 |
|
| S4 |
109-27 |
110-14 |
113-01 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-14 |
125-25 |
116-12 |
|
| R3 |
123-24 |
121-03 |
115-02 |
|
| R2 |
119-02 |
119-02 |
114-20 |
|
| R1 |
116-13 |
116-13 |
114-07 |
115-12 |
| PP |
114-12 |
114-12 |
114-12 |
113-27 |
| S1 |
111-23 |
111-23 |
113-11 |
110-22 |
| S2 |
109-22 |
109-22 |
112-30 |
|
| S3 |
105-00 |
107-01 |
112-16 |
|
| S4 |
100-10 |
102-11 |
111-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
117-00 |
112-10 |
4-22 |
4.1% |
1-25 |
1.6% |
31% |
False |
False |
669,779 |
| 10 |
119-00 |
112-10 |
6-22 |
5.9% |
1-16 |
1.3% |
22% |
False |
False |
537,737 |
| 20 |
121-29 |
112-10 |
9-19 |
8.4% |
1-10 |
1.1% |
15% |
False |
False |
430,616 |
| 40 |
123-23 |
112-10 |
11-13 |
10.0% |
1-10 |
1.1% |
13% |
False |
False |
294,536 |
| 60 |
128-00 |
112-10 |
15-22 |
13.8% |
1-09 |
1.1% |
9% |
False |
False |
196,603 |
| 80 |
128-27 |
112-10 |
16-17 |
14.5% |
1-05 |
1.0% |
9% |
False |
False |
147,454 |
| 100 |
132-08 |
112-10 |
19-30 |
17.5% |
0-31 |
0.9% |
7% |
False |
False |
117,963 |
| 120 |
132-28 |
112-10 |
20-18 |
18.1% |
0-26 |
0.7% |
7% |
False |
False |
98,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-19 |
|
2.618 |
118-11 |
|
1.618 |
116-31 |
|
1.000 |
116-04 |
|
0.618 |
115-19 |
|
HIGH |
114-24 |
|
0.618 |
114-07 |
|
0.500 |
114-02 |
|
0.382 |
113-29 |
|
LOW |
113-12 |
|
0.618 |
112-17 |
|
1.000 |
112-00 |
|
1.618 |
111-05 |
|
2.618 |
109-25 |
|
4.250 |
107-17 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-02 |
113-28 |
| PP |
113-31 |
113-27 |
| S1 |
113-28 |
113-26 |
|