ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 13-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2023 |
13-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
119-01 |
119-08 |
0-07 |
0.2% |
120-08 |
| High |
119-17 |
119-27 |
0-10 |
0.3% |
120-08 |
| Low |
118-29 |
118-08 |
-0-21 |
-0.6% |
118-25 |
| Close |
119-14 |
119-21 |
0-07 |
0.2% |
119-18 |
| Range |
0-20 |
1-19 |
0-31 |
155.0% |
1-15 |
| ATR |
1-05 |
1-06 |
0-01 |
2.7% |
0-00 |
| Volume |
245,865 |
399,970 |
154,105 |
62.7% |
1,215,889 |
|
| Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-01 |
123-14 |
120-17 |
|
| R3 |
122-14 |
121-27 |
120-03 |
|
| R2 |
120-27 |
120-27 |
119-30 |
|
| R1 |
120-08 |
120-08 |
119-26 |
120-18 |
| PP |
119-08 |
119-08 |
119-08 |
119-13 |
| S1 |
118-21 |
118-21 |
119-16 |
118-30 |
| S2 |
117-21 |
117-21 |
119-12 |
|
| S3 |
116-02 |
117-02 |
119-07 |
|
| S4 |
114-15 |
115-15 |
118-25 |
|
|
| Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-30 |
123-07 |
120-12 |
|
| R3 |
122-15 |
121-24 |
119-31 |
|
| R2 |
121-00 |
121-00 |
119-27 |
|
| R1 |
120-09 |
120-09 |
119-22 |
119-29 |
| PP |
119-17 |
119-17 |
119-17 |
119-11 |
| S1 |
118-26 |
118-26 |
119-14 |
118-14 |
| S2 |
118-02 |
118-02 |
119-09 |
|
| S3 |
116-19 |
117-11 |
119-05 |
|
| S4 |
115-04 |
115-28 |
118-24 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-05 |
118-08 |
1-29 |
1.6% |
0-30 |
0.8% |
74% |
False |
True |
278,326 |
| 10 |
121-31 |
118-08 |
3-23 |
3.1% |
1-02 |
0.9% |
38% |
False |
True |
333,576 |
| 20 |
121-31 |
117-24 |
4-07 |
3.5% |
1-06 |
1.0% |
45% |
False |
False |
283,936 |
| 40 |
128-00 |
117-24 |
10-08 |
8.6% |
1-09 |
1.1% |
19% |
False |
False |
143,521 |
| 60 |
128-27 |
117-24 |
11-03 |
9.3% |
1-07 |
1.0% |
17% |
False |
False |
95,690 |
| 80 |
129-09 |
117-24 |
11-17 |
9.6% |
0-31 |
0.8% |
17% |
False |
False |
71,767 |
| 100 |
132-28 |
117-24 |
15-04 |
12.6% |
0-26 |
0.7% |
13% |
False |
False |
57,414 |
| 120 |
133-31 |
117-24 |
16-07 |
13.6% |
0-22 |
0.6% |
12% |
False |
False |
47,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-20 |
|
2.618 |
124-01 |
|
1.618 |
122-14 |
|
1.000 |
121-14 |
|
0.618 |
120-27 |
|
HIGH |
119-27 |
|
0.618 |
119-08 |
|
0.500 |
119-02 |
|
0.382 |
118-27 |
|
LOW |
118-08 |
|
0.618 |
117-08 |
|
1.000 |
116-21 |
|
1.618 |
115-21 |
|
2.618 |
114-02 |
|
4.250 |
111-15 |
|
|
| Fisher Pivots for day following 13-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-14 |
119-14 |
| PP |
119-08 |
119-08 |
| S1 |
119-02 |
119-02 |
|