ECBOT 30 Year Treasury Bond Future March 2024
| Trading Metrics calculated at close of trading on 27-Sep-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2023 |
27-Sep-2023 |
Change |
Change % |
Previous Week |
| Open |
115-00 |
114-25 |
-0-07 |
-0.2% |
119-01 |
| High |
115-27 |
115-17 |
-0-10 |
-0.3% |
119-11 |
| Low |
114-15 |
113-17 |
-0-30 |
-0.8% |
115-30 |
| Close |
114-16 |
113-20 |
-0-28 |
-0.8% |
117-01 |
| Range |
1-12 |
2-00 |
0-20 |
45.5% |
3-13 |
| ATR |
1-01 |
1-03 |
0-02 |
6.6% |
0-00 |
| Volume |
221 |
50 |
-171 |
-77.4% |
310 |
|
| Daily Pivots for day following 27-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-07 |
118-30 |
114-23 |
|
| R3 |
118-07 |
116-30 |
114-06 |
|
| R2 |
116-07 |
116-07 |
114-00 |
|
| R1 |
114-30 |
114-30 |
113-26 |
114-18 |
| PP |
114-07 |
114-07 |
114-07 |
114-02 |
| S1 |
112-30 |
112-30 |
113-14 |
112-18 |
| S2 |
112-07 |
112-07 |
113-08 |
|
| S3 |
110-07 |
110-30 |
113-02 |
|
| S4 |
108-07 |
108-30 |
112-17 |
|
|
| 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 |
124-01 |
|
2.618 |
120-25 |
|
1.618 |
118-25 |
|
1.000 |
117-17 |
|
0.618 |
116-25 |
|
HIGH |
115-17 |
|
0.618 |
114-25 |
|
0.500 |
114-17 |
|
0.382 |
114-09 |
|
LOW |
113-17 |
|
0.618 |
112-09 |
|
1.000 |
111-17 |
|
1.618 |
110-09 |
|
2.618 |
108-09 |
|
4.250 |
105-01 |
|
|
| Fisher Pivots for day following 27-Sep-2023 |
| Pivot |
1 day |
3 day |
| R1 |
114-17 |
115-10 |
| PP |
114-07 |
114-24 |
| S1 |
113-30 |
114-06 |
|