ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 15-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2023 |
15-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
119-22 |
118-31 |
-0-23 |
-0.6% |
119-16 |
| High |
119-29 |
119-08 |
-0-21 |
-0.5% |
119-29 |
| Low |
118-29 |
118-12 |
-0-17 |
-0.4% |
118-12 |
| Close |
119-01 |
118-19 |
-0-14 |
-0.4% |
118-19 |
| Range |
1-00 |
0-28 |
-0-04 |
-12.5% |
1-17 |
| ATR |
1-05 |
1-04 |
-0-01 |
-1.7% |
0-00 |
| Volume |
216 |
43 |
-173 |
-80.1% |
1,042 |
|
| Daily Pivots for day following 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-12 |
120-27 |
119-02 |
|
| R3 |
120-16 |
119-31 |
118-27 |
|
| R2 |
119-20 |
119-20 |
118-24 |
|
| R1 |
119-03 |
119-03 |
118-22 |
118-30 |
| PP |
118-24 |
118-24 |
118-24 |
118-21 |
| S1 |
118-07 |
118-07 |
118-16 |
118-02 |
| S2 |
117-28 |
117-28 |
118-14 |
|
| S3 |
117-00 |
117-11 |
118-11 |
|
| S4 |
116-04 |
116-15 |
118-04 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-18 |
122-19 |
119-14 |
|
| R3 |
122-01 |
121-02 |
119-00 |
|
| R2 |
120-16 |
120-16 |
118-28 |
|
| R1 |
119-17 |
119-17 |
118-23 |
119-08 |
| PP |
118-31 |
118-31 |
118-31 |
118-26 |
| S1 |
118-00 |
118-00 |
118-15 |
117-23 |
| S2 |
117-14 |
117-14 |
118-10 |
|
| S3 |
115-29 |
116-15 |
118-06 |
|
| S4 |
114-12 |
114-30 |
117-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-29 |
118-12 |
1-17 |
1.3% |
0-28 |
0.7% |
14% |
False |
True |
208 |
| 10 |
121-26 |
118-12 |
3-14 |
2.9% |
1-00 |
0.8% |
6% |
False |
True |
1,687 |
| 20 |
121-27 |
117-18 |
4-09 |
3.6% |
1-03 |
0.9% |
24% |
False |
False |
217,905 |
| 40 |
127-02 |
117-18 |
9-16 |
8.0% |
1-09 |
1.1% |
11% |
False |
False |
294,150 |
| 60 |
128-26 |
117-18 |
11-08 |
9.5% |
1-10 |
1.1% |
9% |
False |
False |
307,533 |
| 80 |
129-16 |
117-18 |
11-30 |
10.1% |
1-11 |
1.1% |
9% |
False |
False |
314,194 |
| 100 |
133-08 |
117-18 |
15-22 |
13.2% |
1-11 |
1.1% |
7% |
False |
False |
254,332 |
| 120 |
134-15 |
117-18 |
16-29 |
14.3% |
1-10 |
1.1% |
6% |
False |
False |
211,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-31 |
|
2.618 |
121-17 |
|
1.618 |
120-21 |
|
1.000 |
120-04 |
|
0.618 |
119-25 |
|
HIGH |
119-08 |
|
0.618 |
118-29 |
|
0.500 |
118-26 |
|
0.382 |
118-23 |
|
LOW |
118-12 |
|
0.618 |
117-27 |
|
1.000 |
117-16 |
|
1.618 |
116-31 |
|
2.618 |
116-03 |
|
4.250 |
114-21 |
|
|
| Fisher Pivots for day following 15-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
118-26 |
119-04 |
| PP |
118-24 |
118-31 |
| S1 |
118-21 |
118-25 |
|