ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 21-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2023 |
21-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
118-07 |
117-28 |
-0-11 |
-0.3% |
119-11 |
| High |
118-29 |
117-28 |
-1-01 |
-0.9% |
120-00 |
| Low |
117-24 |
115-29 |
-1-27 |
-1.6% |
118-08 |
| Close |
118-18 |
116-09 |
-2-09 |
-1.9% |
118-19 |
| Range |
1-05 |
1-31 |
0-26 |
70.3% |
1-24 |
| ATR |
1-04 |
1-08 |
0-03 |
9.7% |
0-00 |
| Volume |
380,385 |
629,981 |
249,596 |
65.6% |
1,574,538 |
|
| Daily Pivots for day following 21-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-19 |
121-13 |
117-12 |
|
| R3 |
120-20 |
119-14 |
116-26 |
|
| R2 |
118-21 |
118-21 |
116-21 |
|
| R1 |
117-15 |
117-15 |
116-15 |
117-02 |
| PP |
116-22 |
116-22 |
116-22 |
116-16 |
| S1 |
115-16 |
115-16 |
116-03 |
115-04 |
| S2 |
114-23 |
114-23 |
115-29 |
|
| S3 |
112-24 |
113-17 |
115-24 |
|
| S4 |
110-25 |
111-18 |
115-06 |
|
|
| Weekly Pivots for week ending 15-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-06 |
123-05 |
119-18 |
|
| R3 |
122-14 |
121-13 |
119-02 |
|
| R2 |
120-22 |
120-22 |
118-29 |
|
| R1 |
119-21 |
119-21 |
118-24 |
119-10 |
| PP |
118-30 |
118-30 |
118-30 |
118-25 |
| S1 |
117-29 |
117-29 |
118-14 |
117-18 |
| S2 |
117-06 |
117-06 |
118-09 |
|
| S3 |
115-14 |
116-05 |
118-04 |
|
| S4 |
113-22 |
114-13 |
117-20 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
119-09 |
115-29 |
3-12 |
2.9% |
1-05 |
1.0% |
11% |
False |
True |
375,098 |
| 10 |
120-05 |
115-29 |
4-08 |
3.7% |
1-03 |
0.9% |
9% |
False |
True |
340,323 |
| 20 |
121-31 |
115-29 |
6-02 |
5.2% |
1-03 |
1.0% |
6% |
False |
True |
374,410 |
| 40 |
126-16 |
115-29 |
10-19 |
9.1% |
1-10 |
1.1% |
4% |
False |
True |
200,114 |
| 60 |
128-17 |
115-29 |
12-20 |
10.9% |
1-08 |
1.1% |
3% |
False |
True |
133,435 |
| 80 |
129-09 |
115-29 |
13-12 |
11.5% |
1-02 |
0.9% |
3% |
False |
True |
100,077 |
| 100 |
132-20 |
115-29 |
16-23 |
14.4% |
0-28 |
0.8% |
2% |
False |
True |
80,061 |
| 120 |
133-31 |
115-29 |
18-02 |
15.5% |
0-24 |
0.6% |
2% |
False |
True |
66,718 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-08 |
|
2.618 |
123-01 |
|
1.618 |
121-02 |
|
1.000 |
119-27 |
|
0.618 |
119-03 |
|
HIGH |
117-28 |
|
0.618 |
117-04 |
|
0.500 |
116-28 |
|
0.382 |
116-21 |
|
LOW |
115-29 |
|
0.618 |
114-22 |
|
1.000 |
113-30 |
|
1.618 |
112-23 |
|
2.618 |
110-24 |
|
4.250 |
107-17 |
|
|
| Fisher Pivots for day following 21-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
116-28 |
117-14 |
| PP |
116-22 |
117-02 |
| S1 |
116-16 |
116-22 |
|