ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 25-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2023 |
25-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
116-06 |
116-23 |
0-17 |
0.5% |
119-01 |
| High |
117-05 |
117-02 |
-0-03 |
-0.1% |
119-11 |
| Low |
115-30 |
114-28 |
-1-02 |
-0.9% |
115-30 |
| Close |
117-01 |
114-31 |
-2-02 |
-1.8% |
117-01 |
| Range |
1-07 |
2-06 |
0-31 |
79.5% |
3-13 |
| ATR |
0-30 |
1-00 |
0-03 |
9.8% |
0-00 |
| Volume |
72 |
290 |
218 |
302.8% |
310 |
|
| Daily Pivots for day following 25-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-06 |
120-25 |
116-06 |
|
| R3 |
120-00 |
118-19 |
115-18 |
|
| R2 |
117-26 |
117-26 |
115-12 |
|
| R1 |
116-13 |
116-13 |
115-05 |
116-00 |
| PP |
115-20 |
115-20 |
115-20 |
115-14 |
| S1 |
114-07 |
114-07 |
114-25 |
113-26 |
| S2 |
113-14 |
113-14 |
114-18 |
|
| S3 |
111-08 |
112-01 |
114-12 |
|
| S4 |
109-02 |
109-27 |
113-24 |
|
|
| 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 |
126-12 |
|
2.618 |
122-25 |
|
1.618 |
120-19 |
|
1.000 |
119-08 |
|
0.618 |
118-13 |
|
HIGH |
117-02 |
|
0.618 |
116-07 |
|
0.500 |
115-31 |
|
0.382 |
115-23 |
|
LOW |
114-28 |
|
0.618 |
113-17 |
|
1.000 |
112-22 |
|
1.618 |
111-11 |
|
2.618 |
109-05 |
|
4.250 |
105-18 |
|
|
| Fisher Pivots for day following 25-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
115-31 |
116-15 |
| PP |
115-20 |
115-31 |
| S1 |
115-10 |
115-15 |
|