ECBOT 30 Year Treasury Bond Future March 2024
Trading Metrics calculated at close of trading on 26-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2023 |
26-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
116-23 |
115-00 |
-1-23 |
-1.5% |
119-01 |
High |
117-02 |
115-27 |
-1-07 |
-1.0% |
119-11 |
Low |
114-28 |
114-15 |
-0-13 |
-0.4% |
115-30 |
Close |
114-31 |
114-16 |
-0-15 |
-0.4% |
117-01 |
Range |
2-06 |
1-12 |
-0-26 |
-37.1% |
3-13 |
ATR |
1-00 |
1-01 |
0-01 |
2.5% |
0-00 |
Volume |
290 |
221 |
-69 |
-23.8% |
310 |
|
Daily Pivots for day following 26-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
119-02 |
118-05 |
115-08 |
|
R3 |
117-22 |
116-25 |
114-28 |
|
R2 |
116-10 |
116-10 |
114-24 |
|
R1 |
115-13 |
115-13 |
114-20 |
115-06 |
PP |
114-30 |
114-30 |
114-30 |
114-26 |
S1 |
114-01 |
114-01 |
114-12 |
113-26 |
S2 |
113-18 |
113-18 |
114-08 |
|
S3 |
112-06 |
112-21 |
114-04 |
|
S4 |
110-26 |
111-09 |
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 |
121-22 |
2.618 |
119-14 |
1.618 |
118-02 |
1.000 |
117-07 |
0.618 |
116-22 |
HIGH |
115-27 |
0.618 |
115-10 |
0.500 |
115-05 |
0.382 |
115-00 |
LOW |
114-15 |
0.618 |
113-20 |
1.000 |
113-03 |
1.618 |
112-08 |
2.618 |
110-28 |
4.250 |
108-20 |
|
|
Fisher Pivots for day following 26-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
115-05 |
115-26 |
PP |
114-30 |
115-12 |
S1 |
114-23 |
114-30 |
|