ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
119-03 |
119-08 |
0-05 |
0.1% |
120-03 |
| High |
119-13 |
119-24 |
0-11 |
0.3% |
120-03 |
| Low |
118-28 |
118-16 |
-0-12 |
-0.3% |
118-24 |
| Close |
119-12 |
119-20 |
0-08 |
0.2% |
119-16 |
| Range |
0-17 |
1-08 |
0-23 |
135.3% |
1-11 |
| ATR |
1-05 |
1-05 |
0-00 |
0.5% |
0-00 |
| Volume |
183 |
496 |
313 |
171.0% |
11,144 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-01 |
122-19 |
120-10 |
|
| R3 |
121-25 |
121-11 |
119-31 |
|
| R2 |
120-17 |
120-17 |
119-27 |
|
| R1 |
120-03 |
120-03 |
119-24 |
120-10 |
| PP |
119-09 |
119-09 |
119-09 |
119-13 |
| S1 |
118-27 |
118-27 |
119-16 |
119-02 |
| S2 |
118-01 |
118-01 |
119-13 |
|
| S3 |
116-25 |
117-19 |
119-09 |
|
| S4 |
115-17 |
116-11 |
118-30 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-15 |
122-27 |
120-08 |
|
| R3 |
122-04 |
121-16 |
119-28 |
|
| R2 |
120-25 |
120-25 |
119-24 |
|
| R1 |
120-05 |
120-05 |
119-20 |
119-26 |
| PP |
119-14 |
119-14 |
119-14 |
119-09 |
| S1 |
118-26 |
118-26 |
119-12 |
118-14 |
| S2 |
118-03 |
118-03 |
119-08 |
|
| S3 |
116-24 |
117-15 |
119-04 |
|
| S4 |
115-13 |
116-04 |
118-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-03 |
118-16 |
1-19 |
1.3% |
0-26 |
0.7% |
71% |
False |
True |
892 |
| 10 |
121-27 |
118-16 |
3-11 |
2.8% |
0-31 |
0.8% |
34% |
False |
True |
11,468 |
| 20 |
121-27 |
117-18 |
4-09 |
3.6% |
1-05 |
1.0% |
48% |
False |
False |
256,387 |
| 40 |
127-24 |
117-18 |
10-06 |
8.5% |
1-10 |
1.1% |
20% |
False |
False |
311,407 |
| 60 |
128-26 |
117-18 |
11-08 |
9.4% |
1-11 |
1.1% |
18% |
False |
False |
318,484 |
| 80 |
129-16 |
117-18 |
11-30 |
10.0% |
1-12 |
1.1% |
17% |
False |
False |
316,271 |
| 100 |
133-08 |
117-18 |
15-22 |
13.1% |
1-12 |
1.1% |
13% |
False |
False |
254,330 |
| 120 |
134-15 |
117-18 |
16-29 |
14.1% |
1-10 |
1.1% |
12% |
False |
False |
211,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-02 |
|
2.618 |
123-01 |
|
1.618 |
121-25 |
|
1.000 |
121-00 |
|
0.618 |
120-17 |
|
HIGH |
119-24 |
|
0.618 |
119-09 |
|
0.500 |
119-04 |
|
0.382 |
118-31 |
|
LOW |
118-16 |
|
0.618 |
117-23 |
|
1.000 |
117-08 |
|
1.618 |
116-15 |
|
2.618 |
115-07 |
|
4.250 |
113-06 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-15 |
119-15 |
| PP |
119-09 |
119-09 |
| S1 |
119-04 |
119-04 |
|