ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
121-08 |
121-11 |
0-03 |
0.1% |
119-28 |
| High |
121-27 |
121-26 |
-0-01 |
0.0% |
121-27 |
| Low |
121-02 |
119-27 |
-1-07 |
-1.0% |
119-19 |
| Close |
121-18 |
120-08 |
-1-10 |
-1.1% |
120-08 |
| Range |
0-25 |
1-31 |
1-06 |
152.0% |
2-08 |
| ATR |
1-10 |
1-12 |
0-01 |
3.5% |
0-00 |
| Volume |
5,921 |
4,687 |
-1,234 |
-20.8% |
1,146,587 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-17 |
125-12 |
121-11 |
|
| R3 |
124-18 |
123-13 |
120-25 |
|
| R2 |
122-19 |
122-19 |
120-20 |
|
| R1 |
121-14 |
121-14 |
120-14 |
121-01 |
| PP |
120-20 |
120-20 |
120-20 |
120-14 |
| S1 |
119-15 |
119-15 |
120-02 |
119-02 |
| S2 |
118-21 |
118-21 |
119-28 |
|
| S3 |
116-22 |
117-16 |
119-23 |
|
| S4 |
114-23 |
115-17 |
119-05 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-10 |
126-01 |
121-16 |
|
| R3 |
125-02 |
123-25 |
120-28 |
|
| R2 |
122-26 |
122-26 |
120-21 |
|
| R1 |
121-17 |
121-17 |
120-15 |
122-06 |
| PP |
120-18 |
120-18 |
120-18 |
120-28 |
| S1 |
119-09 |
119-09 |
120-01 |
119-30 |
| S2 |
118-10 |
118-10 |
119-27 |
|
| S3 |
116-02 |
117-01 |
119-20 |
|
| S4 |
113-26 |
114-25 |
119-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-27 |
119-19 |
2-08 |
1.9% |
1-09 |
1.1% |
29% |
False |
False |
229,317 |
| 10 |
121-27 |
117-18 |
4-09 |
3.6% |
1-10 |
1.1% |
63% |
False |
False |
402,244 |
| 20 |
123-22 |
117-18 |
6-04 |
5.1% |
1-10 |
1.1% |
44% |
False |
False |
371,198 |
| 40 |
127-24 |
117-18 |
10-06 |
8.5% |
1-12 |
1.1% |
26% |
False |
False |
364,505 |
| 60 |
128-26 |
117-18 |
11-08 |
9.4% |
1-13 |
1.2% |
24% |
False |
False |
354,893 |
| 80 |
132-13 |
117-18 |
14-27 |
12.3% |
1-13 |
1.2% |
18% |
False |
False |
317,525 |
| 100 |
133-16 |
117-18 |
15-30 |
13.3% |
1-12 |
1.1% |
17% |
False |
False |
254,217 |
| 120 |
134-15 |
117-18 |
16-29 |
14.1% |
1-12 |
1.2% |
16% |
False |
False |
211,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-06 |
|
2.618 |
126-31 |
|
1.618 |
125-00 |
|
1.000 |
123-25 |
|
0.618 |
123-01 |
|
HIGH |
121-26 |
|
0.618 |
121-02 |
|
0.500 |
120-26 |
|
0.382 |
120-19 |
|
LOW |
119-27 |
|
0.618 |
118-20 |
|
1.000 |
117-28 |
|
1.618 |
116-21 |
|
2.618 |
114-22 |
|
4.250 |
111-15 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
120-26 |
120-27 |
| PP |
120-20 |
120-21 |
| S1 |
120-14 |
120-14 |
|