ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 14-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2023 |
14-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
119-08 |
119-19 |
0-11 |
0.3% |
120-08 |
| High |
119-27 |
120-00 |
0-05 |
0.1% |
120-08 |
| Low |
118-08 |
118-28 |
0-20 |
0.5% |
118-25 |
| Close |
119-21 |
119-02 |
-0-19 |
-0.5% |
119-18 |
| Range |
1-19 |
1-04 |
-0-15 |
-29.4% |
1-15 |
| ATR |
1-06 |
1-06 |
0-00 |
-0.4% |
0-00 |
| Volume |
399,970 |
389,268 |
-10,702 |
-2.7% |
1,215,889 |
|
| Daily Pivots for day following 14-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-22 |
122-00 |
119-22 |
|
| R3 |
121-18 |
120-28 |
119-12 |
|
| R2 |
120-14 |
120-14 |
119-09 |
|
| R1 |
119-24 |
119-24 |
119-05 |
119-17 |
| PP |
119-10 |
119-10 |
119-10 |
119-06 |
| S1 |
118-20 |
118-20 |
118-31 |
118-13 |
| S2 |
118-06 |
118-06 |
118-27 |
|
| S3 |
117-02 |
117-16 |
118-24 |
|
| S4 |
115-30 |
116-12 |
118-14 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-30 |
123-07 |
120-12 |
|
| R3 |
122-15 |
121-24 |
119-31 |
|
| R2 |
121-00 |
121-00 |
119-27 |
|
| R1 |
120-09 |
120-09 |
119-22 |
119-29 |
| PP |
119-17 |
119-17 |
119-17 |
119-11 |
| S1 |
118-26 |
118-26 |
119-14 |
118-14 |
| S2 |
118-02 |
118-02 |
119-09 |
|
| S3 |
116-19 |
117-11 |
119-05 |
|
| S4 |
115-04 |
115-28 |
118-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-05 |
118-08 |
1-29 |
1.6% |
1-00 |
0.8% |
43% |
False |
False |
305,548 |
| 10 |
121-31 |
118-08 |
3-23 |
3.1% |
1-02 |
0.9% |
22% |
False |
False |
338,991 |
| 20 |
121-31 |
117-24 |
4-07 |
3.5% |
1-05 |
1.0% |
31% |
False |
False |
301,870 |
| 40 |
127-23 |
117-24 |
9-31 |
8.4% |
1-09 |
1.1% |
13% |
False |
False |
153,251 |
| 60 |
128-27 |
117-24 |
11-03 |
9.3% |
1-07 |
1.0% |
12% |
False |
False |
102,177 |
| 80 |
129-09 |
117-24 |
11-17 |
9.7% |
1-00 |
0.8% |
11% |
False |
False |
76,633 |
| 100 |
132-28 |
117-24 |
15-04 |
12.7% |
0-26 |
0.7% |
9% |
False |
False |
61,307 |
| 120 |
133-31 |
117-24 |
16-07 |
13.6% |
0-22 |
0.6% |
8% |
False |
False |
51,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-25 |
|
2.618 |
122-30 |
|
1.618 |
121-26 |
|
1.000 |
121-04 |
|
0.618 |
120-22 |
|
HIGH |
120-00 |
|
0.618 |
119-18 |
|
0.500 |
119-14 |
|
0.382 |
119-10 |
|
LOW |
118-28 |
|
0.618 |
118-06 |
|
1.000 |
117-24 |
|
1.618 |
117-02 |
|
2.618 |
115-30 |
|
4.250 |
114-03 |
|
|
| Fisher Pivots for day following 14-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-14 |
119-04 |
| PP |
119-10 |
119-03 |
| S1 |
119-06 |
119-03 |
|