ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 07-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2023 |
07-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
119-05 |
119-00 |
-0-05 |
-0.1% |
119-28 |
| High |
119-16 |
119-15 |
-0-01 |
0.0% |
121-27 |
| Low |
118-25 |
118-24 |
-0-01 |
0.0% |
119-19 |
| Close |
119-04 |
119-09 |
0-05 |
0.1% |
120-08 |
| Range |
0-23 |
0-23 |
0-00 |
0.0% |
2-08 |
| ATR |
1-10 |
1-09 |
-0-01 |
-3.3% |
0-00 |
| Volume |
5,337 |
3,334 |
-2,003 |
-37.5% |
1,146,587 |
|
| Daily Pivots for day following 07-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-10 |
121-01 |
119-22 |
|
| R3 |
120-19 |
120-10 |
119-15 |
|
| R2 |
119-28 |
119-28 |
119-13 |
|
| R1 |
119-19 |
119-19 |
119-11 |
119-24 |
| PP |
119-05 |
119-05 |
119-05 |
119-08 |
| S1 |
118-28 |
118-28 |
119-07 |
119-00 |
| S2 |
118-14 |
118-14 |
119-05 |
|
| S3 |
117-23 |
118-05 |
119-03 |
|
| S4 |
117-00 |
117-14 |
118-28 |
|
|
| 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 |
118-24 |
3-03 |
2.6% |
1-02 |
0.9% |
17% |
False |
True |
4,281 |
| 10 |
121-27 |
118-24 |
3-03 |
2.6% |
1-04 |
0.9% |
17% |
False |
True |
265,221 |
| 20 |
123-22 |
117-18 |
6-04 |
5.1% |
1-08 |
1.1% |
28% |
False |
False |
326,332 |
| 40 |
127-24 |
117-18 |
10-06 |
8.5% |
1-11 |
1.1% |
17% |
False |
False |
341,431 |
| 60 |
128-26 |
117-18 |
11-08 |
9.4% |
1-12 |
1.2% |
15% |
False |
False |
340,725 |
| 80 |
130-30 |
117-18 |
13-12 |
11.2% |
1-12 |
1.2% |
13% |
False |
False |
317,527 |
| 100 |
133-08 |
117-18 |
15-22 |
13.2% |
1-12 |
1.1% |
11% |
False |
False |
254,324 |
| 120 |
134-15 |
117-18 |
16-29 |
14.2% |
1-11 |
1.1% |
10% |
False |
False |
211,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-17 |
|
2.618 |
121-11 |
|
1.618 |
120-20 |
|
1.000 |
120-06 |
|
0.618 |
119-29 |
|
HIGH |
119-15 |
|
0.618 |
119-06 |
|
0.500 |
119-04 |
|
0.382 |
119-01 |
|
LOW |
118-24 |
|
0.618 |
118-10 |
|
1.000 |
118-01 |
|
1.618 |
117-19 |
|
2.618 |
116-28 |
|
4.250 |
115-22 |
|
|
| Fisher Pivots for day following 07-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-07 |
119-14 |
| PP |
119-05 |
119-12 |
| S1 |
119-04 |
119-10 |
|