ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 05-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2023 |
05-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
121-11 |
120-03 |
-1-08 |
-1.0% |
119-28 |
| High |
121-26 |
120-03 |
-1-23 |
-1.4% |
121-27 |
| Low |
119-27 |
118-29 |
-0-30 |
-0.8% |
119-19 |
| Close |
120-08 |
119-01 |
-1-07 |
-1.0% |
120-08 |
| Range |
1-31 |
1-06 |
-0-25 |
-39.7% |
2-08 |
| ATR |
1-12 |
1-12 |
0-00 |
-0.1% |
0-00 |
| Volume |
4,687 |
2,127 |
-2,560 |
-54.6% |
1,146,587 |
|
| Daily Pivots for day following 05-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-29 |
122-05 |
119-22 |
|
| R3 |
121-23 |
120-31 |
119-11 |
|
| R2 |
120-17 |
120-17 |
119-08 |
|
| R1 |
119-25 |
119-25 |
119-04 |
119-18 |
| PP |
119-11 |
119-11 |
119-11 |
119-08 |
| S1 |
118-19 |
118-19 |
118-30 |
118-12 |
| S2 |
118-05 |
118-05 |
118-26 |
|
| S3 |
116-31 |
117-13 |
118-23 |
|
| S4 |
115-25 |
116-07 |
118-12 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-10 |
126-01 |
121-16 |
|
| R3 |
125-02 |
123-25 |
120-28 |
|
| R2 |
122-26 |
122-26 |
120-21 |
|
| R1 |
121-17 |
121-17 |
120-15 |
122-06 |
| PP |
120-18 |
120-18 |
120-18 |
120-28 |
| S1 |
119-09 |
119-09 |
120-01 |
119-30 |
| S2 |
118-10 |
118-10 |
119-27 |
|
| S3 |
116-02 |
117-01 |
119-20 |
|
| S4 |
113-26 |
114-25 |
119-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-27 |
118-29 |
2-30 |
2.5% |
1-11 |
1.1% |
4% |
False |
True |
109,247 |
| 10 |
121-27 |
117-18 |
4-09 |
3.6% |
1-09 |
1.1% |
34% |
False |
False |
359,274 |
| 20 |
123-22 |
117-18 |
6-04 |
5.1% |
1-10 |
1.1% |
24% |
False |
False |
356,560 |
| 40 |
127-24 |
117-18 |
10-06 |
8.6% |
1-11 |
1.1% |
14% |
False |
False |
356,890 |
| 60 |
128-26 |
117-18 |
11-08 |
9.5% |
1-13 |
1.2% |
13% |
False |
False |
349,878 |
| 80 |
132-13 |
117-18 |
14-27 |
12.5% |
1-13 |
1.2% |
10% |
False |
False |
317,513 |
| 100 |
133-08 |
117-18 |
15-22 |
13.2% |
1-12 |
1.2% |
9% |
False |
False |
254,237 |
| 120 |
134-15 |
117-18 |
16-29 |
14.2% |
1-12 |
1.2% |
9% |
False |
False |
211,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-04 |
|
2.618 |
123-06 |
|
1.618 |
122-00 |
|
1.000 |
121-09 |
|
0.618 |
120-26 |
|
HIGH |
120-03 |
|
0.618 |
119-20 |
|
0.500 |
119-16 |
|
0.382 |
119-12 |
|
LOW |
118-29 |
|
0.618 |
118-06 |
|
1.000 |
117-23 |
|
1.618 |
117-00 |
|
2.618 |
115-26 |
|
4.250 |
113-28 |
|
|
| Fisher Pivots for day following 05-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-16 |
120-12 |
| PP |
119-11 |
119-30 |
| S1 |
119-06 |
119-15 |
|