ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
119-06 |
117-31 |
-1-07 |
-1.0% |
119-21 |
| High |
119-07 |
118-02 |
-1-05 |
-1.0% |
120-19 |
| Low |
118-10 |
116-03 |
-2-07 |
-1.9% |
118-31 |
| Close |
118-26 |
116-13 |
-2-13 |
-2.0% |
119-06 |
| Range |
0-29 |
1-31 |
1-02 |
117.2% |
1-20 |
| ATR |
0-24 |
0-29 |
0-04 |
18.3% |
0-00 |
| Volume |
27 |
203 |
176 |
651.9% |
6 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-24 |
121-18 |
117-16 |
|
| R3 |
120-25 |
119-19 |
116-30 |
|
| R2 |
118-26 |
118-26 |
116-25 |
|
| R1 |
117-20 |
117-20 |
116-19 |
117-08 |
| PP |
116-27 |
116-27 |
116-27 |
116-21 |
| S1 |
115-21 |
115-21 |
116-07 |
115-08 |
| S2 |
114-28 |
114-28 |
116-01 |
|
| S3 |
112-29 |
113-22 |
115-28 |
|
| S4 |
110-30 |
111-23 |
115-10 |
|
|
| 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 |
126-14 |
|
2.618 |
123-07 |
|
1.618 |
121-08 |
|
1.000 |
120-01 |
|
0.618 |
119-09 |
|
HIGH |
118-02 |
|
0.618 |
117-10 |
|
0.500 |
117-02 |
|
0.382 |
116-27 |
|
LOW |
116-03 |
|
0.618 |
114-28 |
|
1.000 |
114-04 |
|
1.618 |
112-29 |
|
2.618 |
110-30 |
|
4.250 |
107-23 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
117-02 |
117-21 |
| PP |
116-27 |
117-08 |
| S1 |
116-20 |
116-26 |
|