ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 20-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2023 |
20-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
118-24 |
118-30 |
0-06 |
0.2% |
119-16 |
| High |
119-00 |
119-09 |
0-09 |
0.2% |
119-29 |
| Low |
118-12 |
118-15 |
0-03 |
0.1% |
118-12 |
| Close |
118-12 |
119-07 |
0-27 |
0.7% |
118-19 |
| Range |
0-20 |
0-26 |
0-06 |
30.0% |
1-17 |
| ATR |
1-03 |
1-02 |
0-00 |
-1.2% |
0-00 |
| Volume |
138 |
85 |
-53 |
-38.4% |
1,042 |
|
| Daily Pivots for day following 20-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
121-14 |
121-04 |
119-21 |
|
| R3 |
120-20 |
120-10 |
119-14 |
|
| R2 |
119-26 |
119-26 |
119-12 |
|
| R1 |
119-16 |
119-16 |
119-09 |
119-21 |
| PP |
119-00 |
119-00 |
119-00 |
119-02 |
| S1 |
118-22 |
118-22 |
119-05 |
118-27 |
| S2 |
118-06 |
118-06 |
119-02 |
|
| S3 |
117-12 |
117-28 |
119-00 |
|
| S4 |
116-18 |
117-02 |
118-25 |
|
|
| 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 |
118-06 |
1-23 |
1.4% |
0-27 |
0.7% |
60% |
False |
False |
102 |
| 10 |
120-03 |
118-06 |
1-29 |
1.6% |
0-27 |
0.7% |
54% |
False |
False |
497 |
| 20 |
121-27 |
118-06 |
3-21 |
3.1% |
1-01 |
0.9% |
28% |
False |
False |
161,181 |
| 40 |
126-10 |
117-18 |
8-24 |
7.3% |
1-09 |
1.1% |
19% |
False |
False |
274,571 |
| 60 |
128-18 |
117-18 |
11-00 |
9.2% |
1-09 |
1.1% |
15% |
False |
False |
292,783 |
| 80 |
129-16 |
117-18 |
11-30 |
10.0% |
1-11 |
1.1% |
14% |
False |
False |
299,213 |
| 100 |
133-08 |
117-18 |
15-22 |
13.2% |
1-11 |
1.1% |
11% |
False |
False |
254,328 |
| 120 |
134-15 |
117-18 |
16-29 |
14.2% |
1-10 |
1.1% |
10% |
False |
False |
211,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-24 |
|
2.618 |
121-13 |
|
1.618 |
120-19 |
|
1.000 |
120-03 |
|
0.618 |
119-25 |
|
HIGH |
119-09 |
|
0.618 |
118-31 |
|
0.500 |
118-28 |
|
0.382 |
118-25 |
|
LOW |
118-15 |
|
0.618 |
117-31 |
|
1.000 |
117-21 |
|
1.618 |
117-05 |
|
2.618 |
116-11 |
|
4.250 |
115-00 |
|
|
| Fisher Pivots for day following 20-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-03 |
119-02 |
| PP |
119-00 |
118-29 |
| S1 |
118-28 |
118-24 |
|