ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 19-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2023 |
19-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
119-01 |
118-23 |
-0-10 |
-0.3% |
119-21 |
| High |
119-11 |
119-07 |
-0-04 |
-0.1% |
120-19 |
| Low |
119-00 |
118-15 |
-0-17 |
-0.4% |
118-31 |
| Close |
119-11 |
118-15 |
-0-28 |
-0.7% |
119-06 |
| Range |
0-11 |
0-24 |
0-13 |
118.2% |
1-20 |
| ATR |
0-24 |
0-24 |
0-00 |
1.3% |
0-00 |
| Volume |
5 |
3 |
-2 |
-40.0% |
6 |
|
| Daily Pivots for day following 19-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-31 |
120-15 |
118-28 |
|
| R3 |
120-07 |
119-23 |
118-22 |
|
| R2 |
119-15 |
119-15 |
118-19 |
|
| R1 |
118-31 |
118-31 |
118-17 |
118-27 |
| PP |
118-23 |
118-23 |
118-23 |
118-21 |
| S1 |
118-07 |
118-07 |
118-13 |
118-03 |
| S2 |
117-31 |
117-31 |
118-11 |
|
| S3 |
117-07 |
117-15 |
118-08 |
|
| S4 |
116-15 |
116-23 |
118-02 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-15 |
123-14 |
120-03 |
|
| R3 |
122-27 |
121-26 |
119-20 |
|
| R2 |
121-07 |
121-07 |
119-16 |
|
| R1 |
120-06 |
120-06 |
119-11 |
119-28 |
| PP |
119-19 |
119-19 |
119-19 |
119-14 |
| S1 |
118-18 |
118-18 |
119-01 |
118-08 |
| S2 |
117-31 |
117-31 |
118-28 |
|
| S3 |
116-11 |
116-30 |
118-24 |
|
| S4 |
114-23 |
115-10 |
118-09 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-13 |
|
2.618 |
121-06 |
|
1.618 |
120-14 |
|
1.000 |
119-31 |
|
0.618 |
119-22 |
|
HIGH |
119-07 |
|
0.618 |
118-30 |
|
0.500 |
118-27 |
|
0.382 |
118-24 |
|
LOW |
118-15 |
|
0.618 |
118-00 |
|
1.000 |
117-23 |
|
1.618 |
117-08 |
|
2.618 |
116-16 |
|
4.250 |
115-09 |
|
|
| Fisher Pivots for day following 19-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
118-27 |
119-02 |
| PP |
118-23 |
118-28 |
| S1 |
118-19 |
118-22 |
|