ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 06-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2023 |
06-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
120-03 |
119-05 |
-0-30 |
-0.8% |
119-28 |
| High |
120-03 |
119-16 |
-0-19 |
-0.5% |
121-27 |
| Low |
118-29 |
118-25 |
-0-04 |
-0.1% |
119-19 |
| Close |
119-01 |
119-04 |
0-03 |
0.1% |
120-08 |
| Range |
1-06 |
0-23 |
-0-15 |
-39.5% |
2-08 |
| ATR |
1-12 |
1-10 |
-0-01 |
-3.4% |
0-00 |
| Volume |
2,127 |
5,337 |
3,210 |
150.9% |
1,146,587 |
|
| Daily Pivots for day following 06-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-09 |
120-30 |
119-17 |
|
| R3 |
120-18 |
120-07 |
119-10 |
|
| R2 |
119-27 |
119-27 |
119-08 |
|
| R1 |
119-16 |
119-16 |
119-06 |
119-10 |
| PP |
119-04 |
119-04 |
119-04 |
119-02 |
| S1 |
118-25 |
118-25 |
119-02 |
118-19 |
| S2 |
118-13 |
118-13 |
119-00 |
|
| S3 |
117-22 |
118-02 |
118-30 |
|
| S4 |
116-31 |
117-11 |
118-23 |
|
|
| 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 |
118-25 |
3-02 |
2.6% |
1-04 |
0.9% |
11% |
False |
True |
22,045 |
| 10 |
121-27 |
118-12 |
3-15 |
2.9% |
1-08 |
1.1% |
22% |
False |
False |
321,865 |
| 20 |
123-22 |
117-18 |
6-04 |
5.1% |
1-09 |
1.1% |
26% |
False |
False |
339,453 |
| 40 |
127-24 |
117-18 |
10-06 |
8.6% |
1-11 |
1.1% |
15% |
False |
False |
350,983 |
| 60 |
128-26 |
117-18 |
11-08 |
9.4% |
1-13 |
1.2% |
14% |
False |
False |
345,861 |
| 80 |
132-03 |
117-18 |
14-17 |
12.2% |
1-12 |
1.2% |
11% |
False |
False |
317,506 |
| 100 |
133-08 |
117-18 |
15-22 |
13.2% |
1-12 |
1.2% |
10% |
False |
False |
254,291 |
| 120 |
134-15 |
117-18 |
16-29 |
14.2% |
1-11 |
1.1% |
9% |
False |
False |
211,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-18 |
|
2.618 |
121-12 |
|
1.618 |
120-21 |
|
1.000 |
120-07 |
|
0.618 |
119-30 |
|
HIGH |
119-16 |
|
0.618 |
119-07 |
|
0.500 |
119-04 |
|
0.382 |
119-02 |
|
LOW |
118-25 |
|
0.618 |
118-11 |
|
1.000 |
118-02 |
|
1.618 |
117-20 |
|
2.618 |
116-29 |
|
4.250 |
115-23 |
|
|
| Fisher Pivots for day following 06-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-04 |
120-10 |
| PP |
119-04 |
119-29 |
| S1 |
119-04 |
119-16 |
|