ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 01-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2023 |
01-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
122-17 |
120-29 |
-1-20 |
-1.3% |
120-23 |
| High |
122-18 |
121-08 |
-1-10 |
-1.1% |
122-18 |
| Low |
122-09 |
120-29 |
-1-12 |
-1.1% |
120-15 |
| Close |
122-09 |
120-30 |
-1-11 |
-1.1% |
120-30 |
| Range |
0-09 |
0-11 |
0-02 |
22.2% |
2-03 |
| ATR |
0-25 |
0-26 |
0-01 |
5.6% |
0-00 |
| Volume |
15 |
35 |
20 |
133.3% |
62 |
|
| Daily Pivots for day following 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-02 |
121-27 |
121-04 |
|
| R3 |
121-23 |
121-16 |
121-01 |
|
| R2 |
121-12 |
121-12 |
121-00 |
|
| R1 |
121-05 |
121-05 |
120-31 |
121-08 |
| PP |
121-01 |
121-01 |
121-01 |
121-03 |
| S1 |
120-26 |
120-26 |
120-29 |
120-30 |
| S2 |
120-22 |
120-22 |
120-28 |
|
| S3 |
120-11 |
120-15 |
120-27 |
|
| S4 |
120-00 |
120-04 |
120-24 |
|
|
| Weekly Pivots for week ending 01-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-19 |
126-12 |
122-03 |
|
| R3 |
125-16 |
124-09 |
121-16 |
|
| R2 |
123-13 |
123-13 |
121-10 |
|
| R1 |
122-06 |
122-06 |
121-04 |
122-26 |
| PP |
121-10 |
121-10 |
121-10 |
121-20 |
| S1 |
120-03 |
120-03 |
120-24 |
120-22 |
| S2 |
119-07 |
119-07 |
120-18 |
|
| S3 |
117-04 |
118-00 |
120-12 |
|
| S4 |
115-01 |
115-29 |
119-25 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-23 |
|
2.618 |
122-05 |
|
1.618 |
121-26 |
|
1.000 |
121-19 |
|
0.618 |
121-15 |
|
HIGH |
121-08 |
|
0.618 |
121-04 |
|
0.500 |
121-02 |
|
0.382 |
121-01 |
|
LOW |
120-29 |
|
0.618 |
120-22 |
|
1.000 |
120-18 |
|
1.618 |
120-11 |
|
2.618 |
120-00 |
|
4.250 |
119-14 |
|
|
| Fisher Pivots for day following 01-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
121-02 |
121-24 |
| PP |
121-01 |
121-15 |
| S1 |
121-00 |
121-06 |
|