ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 25-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
115-30 |
116-30 |
1-00 |
0.9% |
118-14 |
| High |
117-03 |
117-00 |
-0-03 |
-0.1% |
119-00 |
| Low |
115-23 |
114-22 |
-1-01 |
-0.9% |
115-23 |
| Close |
116-29 |
114-27 |
-2-02 |
-1.8% |
116-29 |
| Range |
1-12 |
2-10 |
0-30 |
68.2% |
3-09 |
| ATR |
1-08 |
1-10 |
0-02 |
6.1% |
0-00 |
| Volume |
441,258 |
513,762 |
72,504 |
16.4% |
2,028,476 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-14 |
120-31 |
116-04 |
|
| R3 |
120-04 |
118-21 |
115-15 |
|
| R2 |
117-26 |
117-26 |
115-09 |
|
| R1 |
116-11 |
116-11 |
115-02 |
115-30 |
| PP |
115-16 |
115-16 |
115-16 |
115-10 |
| S1 |
114-01 |
114-01 |
114-20 |
113-20 |
| S2 |
113-06 |
113-06 |
114-13 |
|
| S3 |
110-28 |
111-23 |
114-07 |
|
| S4 |
108-18 |
109-13 |
113-18 |
|
|
| 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 |
114-22 |
4-10 |
3.8% |
1-17 |
1.3% |
4% |
False |
True |
461,040 |
| 10 |
120-00 |
114-22 |
5-10 |
4.6% |
1-09 |
1.1% |
3% |
False |
True |
386,561 |
| 20 |
121-31 |
114-22 |
7-09 |
6.3% |
1-06 |
1.0% |
2% |
False |
True |
375,159 |
| 40 |
125-02 |
114-22 |
10-12 |
9.0% |
1-10 |
1.1% |
2% |
False |
True |
223,951 |
| 60 |
128-00 |
114-22 |
13-10 |
11.6% |
1-08 |
1.1% |
1% |
False |
True |
149,351 |
| 80 |
129-09 |
114-22 |
14-19 |
12.7% |
1-03 |
1.0% |
1% |
False |
True |
112,015 |
| 100 |
132-20 |
114-22 |
17-30 |
15.6% |
0-29 |
0.8% |
1% |
False |
True |
89,612 |
| 120 |
133-31 |
114-22 |
19-09 |
16.8% |
0-24 |
0.7% |
1% |
False |
True |
74,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-26 |
|
2.618 |
123-02 |
|
1.618 |
120-24 |
|
1.000 |
119-10 |
|
0.618 |
118-14 |
|
HIGH |
117-00 |
|
0.618 |
116-04 |
|
0.500 |
115-27 |
|
0.382 |
115-18 |
|
LOW |
114-22 |
|
0.618 |
113-08 |
|
1.000 |
112-12 |
|
1.618 |
110-30 |
|
2.618 |
108-20 |
|
4.250 |
104-28 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-27 |
116-09 |
| PP |
115-16 |
115-26 |
| S1 |
115-06 |
115-10 |
|