ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 22-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
117-28 |
115-30 |
-1-30 |
-1.6% |
118-14 |
| High |
117-28 |
117-03 |
-0-25 |
-0.7% |
119-00 |
| Low |
115-29 |
115-23 |
-0-06 |
-0.2% |
115-23 |
| Close |
116-09 |
116-29 |
0-20 |
0.5% |
116-29 |
| Range |
1-31 |
1-12 |
-0-19 |
-30.2% |
3-09 |
| ATR |
1-08 |
1-08 |
0-00 |
0.8% |
0-00 |
| Volume |
629,981 |
441,258 |
-188,723 |
-30.0% |
2,028,476 |
|
| Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-22 |
120-06 |
117-21 |
|
| R3 |
119-10 |
118-26 |
117-09 |
|
| R2 |
117-30 |
117-30 |
117-05 |
|
| R1 |
117-14 |
117-14 |
117-01 |
117-22 |
| PP |
116-18 |
116-18 |
116-18 |
116-22 |
| S1 |
116-02 |
116-02 |
116-25 |
116-10 |
| S2 |
115-06 |
115-06 |
116-21 |
|
| S3 |
113-26 |
114-22 |
116-17 |
|
| S4 |
112-14 |
113-10 |
116-05 |
|
|
| 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 |
119-00 |
115-23 |
3-09 |
2.8% |
1-08 |
1.1% |
36% |
False |
True |
405,695 |
| 10 |
120-00 |
115-23 |
4-09 |
3.7% |
1-04 |
1.0% |
28% |
False |
True |
360,301 |
| 20 |
121-31 |
115-23 |
6-08 |
5.3% |
1-04 |
1.0% |
19% |
False |
True |
370,765 |
| 40 |
125-02 |
115-23 |
9-11 |
8.0% |
1-09 |
1.1% |
13% |
False |
True |
211,131 |
| 60 |
128-08 |
115-23 |
12-17 |
10.7% |
1-08 |
1.1% |
9% |
False |
True |
140,790 |
| 80 |
129-09 |
115-23 |
13-18 |
11.6% |
1-02 |
0.9% |
9% |
False |
True |
105,593 |
| 100 |
132-20 |
115-23 |
16-29 |
14.5% |
0-29 |
0.8% |
7% |
False |
True |
84,474 |
| 120 |
133-31 |
115-23 |
18-08 |
15.6% |
0-24 |
0.6% |
7% |
False |
True |
70,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-30 |
|
2.618 |
120-22 |
|
1.618 |
119-10 |
|
1.000 |
118-15 |
|
0.618 |
117-30 |
|
HIGH |
117-03 |
|
0.618 |
116-18 |
|
0.500 |
116-13 |
|
0.382 |
116-08 |
|
LOW |
115-23 |
|
0.618 |
114-28 |
|
1.000 |
114-11 |
|
1.618 |
113-16 |
|
2.618 |
112-04 |
|
4.250 |
109-28 |
|
|
| Fisher Pivots for day following 22-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-24 |
117-10 |
| PP |
116-18 |
117-06 |
| S1 |
116-13 |
117-01 |
|