ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 29-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2023 |
29-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
113-23 |
113-27 |
0-04 |
0.1% |
116-23 |
| High |
114-00 |
114-26 |
0-26 |
0.7% |
117-02 |
| Low |
112-16 |
113-16 |
1-00 |
0.9% |
112-16 |
| Close |
113-18 |
113-27 |
0-09 |
0.2% |
113-27 |
| Range |
1-16 |
1-10 |
-0-06 |
-12.5% |
4-18 |
| ATR |
1-04 |
1-05 |
0-00 |
1.1% |
0-00 |
| Volume |
53 |
110 |
57 |
107.5% |
724 |
|
| Daily Pivots for day following 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
118-00 |
117-07 |
114-18 |
|
| R3 |
116-22 |
115-29 |
114-07 |
|
| R2 |
115-12 |
115-12 |
114-03 |
|
| R1 |
114-19 |
114-19 |
113-31 |
114-16 |
| PP |
114-02 |
114-02 |
114-02 |
114-00 |
| S1 |
113-09 |
113-09 |
113-23 |
113-06 |
| S2 |
112-24 |
112-24 |
113-19 |
|
| S3 |
111-14 |
111-31 |
113-15 |
|
| S4 |
110-04 |
110-21 |
113-04 |
|
|
| Weekly Pivots for week ending 29-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-05 |
125-18 |
116-11 |
|
| R3 |
123-19 |
121-00 |
115-03 |
|
| R2 |
119-01 |
119-01 |
114-22 |
|
| R1 |
116-14 |
116-14 |
114-08 |
115-14 |
| PP |
114-15 |
114-15 |
114-15 |
113-31 |
| S1 |
111-28 |
111-28 |
113-14 |
110-28 |
| S2 |
109-29 |
109-29 |
113-00 |
|
| S3 |
105-11 |
107-10 |
112-19 |
|
| S4 |
100-25 |
102-24 |
111-11 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
120-12 |
|
2.618 |
118-08 |
|
1.618 |
116-30 |
|
1.000 |
116-04 |
|
0.618 |
115-20 |
|
HIGH |
114-26 |
|
0.618 |
114-10 |
|
0.500 |
114-05 |
|
0.382 |
114-00 |
|
LOW |
113-16 |
|
0.618 |
112-22 |
|
1.000 |
112-06 |
|
1.618 |
111-12 |
|
2.618 |
110-02 |
|
4.250 |
107-30 |
|
|
| Fisher Pivots for day following 29-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-05 |
114-00 |
| PP |
114-02 |
113-31 |
| S1 |
113-30 |
113-29 |
|