ECBOT 30 Year Treasury Bond Future March 2024
Trading Metrics calculated at close of trading on 22-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2023 |
22-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
117-31 |
116-06 |
-1-25 |
-1.5% |
119-01 |
High |
118-02 |
117-05 |
-0-29 |
-0.8% |
119-11 |
Low |
116-03 |
115-30 |
-0-05 |
-0.1% |
115-30 |
Close |
116-13 |
117-01 |
0-20 |
0.5% |
117-01 |
Range |
1-31 |
1-07 |
-0-24 |
-38.1% |
3-13 |
ATR |
0-29 |
0-30 |
0-01 |
2.5% |
0-00 |
Volume |
203 |
72 |
-131 |
-64.5% |
310 |
|
Daily Pivots for day following 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
120-12 |
119-29 |
117-22 |
|
R3 |
119-05 |
118-22 |
117-12 |
|
R2 |
117-30 |
117-30 |
117-08 |
|
R1 |
117-15 |
117-15 |
117-05 |
117-22 |
PP |
116-23 |
116-23 |
116-23 |
116-26 |
S1 |
116-08 |
116-08 |
116-29 |
116-16 |
S2 |
115-16 |
115-16 |
116-26 |
|
S3 |
114-09 |
115-01 |
116-22 |
|
S4 |
113-02 |
113-26 |
116-12 |
|
|
Weekly Pivots for week ending 22-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
127-21 |
125-24 |
118-29 |
|
R3 |
124-08 |
122-11 |
117-31 |
|
R2 |
120-27 |
120-27 |
117-21 |
|
R1 |
118-30 |
118-30 |
117-11 |
118-06 |
PP |
117-14 |
117-14 |
117-14 |
117-02 |
S1 |
115-17 |
115-17 |
116-23 |
114-25 |
S2 |
114-01 |
114-01 |
116-13 |
|
S3 |
110-20 |
112-04 |
116-03 |
|
S4 |
107-07 |
108-23 |
115-05 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
122-11 |
2.618 |
120-11 |
1.618 |
119-04 |
1.000 |
118-12 |
0.618 |
117-29 |
HIGH |
117-05 |
0.618 |
116-22 |
0.500 |
116-18 |
0.382 |
116-13 |
LOW |
115-30 |
0.618 |
115-06 |
1.000 |
114-23 |
1.618 |
113-31 |
2.618 |
112-24 |
4.250 |
110-24 |
|
|
Fisher Pivots for day following 22-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
116-28 |
117-18 |
PP |
116-23 |
117-13 |
S1 |
116-18 |
117-07 |
|