ECBOT 30 Year Treasury Bond Future March 2024
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 |
120-01 |
120-08 |
0-07 |
0.2% |
120-25 |
High |
120-01 |
120-08 |
0-07 |
0.2% |
121-01 |
Low |
120-01 |
119-14 |
-0-19 |
-0.5% |
119-22 |
Close |
120-01 |
120-08 |
0-07 |
0.2% |
120-05 |
Range |
0-00 |
0-26 |
0-26 |
|
1-11 |
ATR |
0-24 |
0-24 |
0-00 |
0.5% |
0-00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
122-13 |
122-05 |
120-22 |
|
R3 |
121-19 |
121-11 |
120-15 |
|
R2 |
120-25 |
120-25 |
120-13 |
|
R1 |
120-17 |
120-17 |
120-10 |
120-21 |
PP |
119-31 |
119-31 |
119-31 |
120-02 |
S1 |
119-23 |
119-23 |
120-06 |
119-27 |
S2 |
119-05 |
119-05 |
120-03 |
|
S3 |
118-11 |
118-29 |
120-01 |
|
S4 |
117-17 |
118-03 |
119-26 |
|
|
Weekly Pivots for week ending 08-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
124-10 |
123-19 |
120-29 |
|
R3 |
122-31 |
122-08 |
120-17 |
|
R2 |
121-20 |
121-20 |
120-13 |
|
R1 |
120-29 |
120-29 |
120-09 |
120-19 |
PP |
120-09 |
120-09 |
120-09 |
120-04 |
S1 |
119-18 |
119-18 |
120-01 |
119-08 |
S2 |
118-30 |
118-30 |
119-29 |
|
S3 |
117-19 |
118-07 |
119-25 |
|
S4 |
116-08 |
116-28 |
119-13 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
123-22 |
2.618 |
122-12 |
1.618 |
121-18 |
1.000 |
121-02 |
0.618 |
120-24 |
HIGH |
120-08 |
0.618 |
119-30 |
0.500 |
119-27 |
0.382 |
119-24 |
LOW |
119-14 |
0.618 |
118-30 |
1.000 |
118-20 |
1.618 |
118-04 |
2.618 |
117-10 |
4.250 |
116-00 |
|
|
Fisher Pivots for day following 13-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
120-04 |
120-04 |
PP |
119-31 |
119-31 |
S1 |
119-27 |
119-27 |
|