ECBOT 30 Year Treasury Bond Future March 2024
Trading Metrics calculated at close of trading on 28-Sep-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2023 |
28-Sep-2023 |
Change |
Change % |
Previous Week |
Open |
114-25 |
113-23 |
-1-02 |
-0.9% |
119-01 |
High |
115-17 |
114-00 |
-1-17 |
-1.3% |
119-11 |
Low |
113-17 |
112-16 |
-1-01 |
-0.9% |
115-30 |
Close |
113-20 |
113-18 |
-0-02 |
-0.1% |
117-01 |
Range |
2-00 |
1-16 |
-0-16 |
-25.0% |
3-13 |
ATR |
1-03 |
1-04 |
0-01 |
2.5% |
0-00 |
Volume |
50 |
53 |
3 |
6.0% |
310 |
|
Daily Pivots for day following 28-Sep-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
117-27 |
117-07 |
114-12 |
|
R3 |
116-11 |
115-23 |
113-31 |
|
R2 |
114-27 |
114-27 |
113-27 |
|
R1 |
114-07 |
114-07 |
113-22 |
113-25 |
PP |
113-11 |
113-11 |
113-11 |
113-04 |
S1 |
112-23 |
112-23 |
113-14 |
112-09 |
S2 |
111-27 |
111-27 |
113-09 |
|
S3 |
110-11 |
111-07 |
113-05 |
|
S4 |
108-27 |
109-23 |
112-24 |
|
|
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 |
120-12 |
2.618 |
117-30 |
1.618 |
116-14 |
1.000 |
115-16 |
0.618 |
114-30 |
HIGH |
114-00 |
0.618 |
113-14 |
0.500 |
113-08 |
0.382 |
113-02 |
LOW |
112-16 |
0.618 |
111-18 |
1.000 |
111-00 |
1.618 |
110-02 |
2.618 |
108-18 |
4.250 |
106-04 |
|
|
Fisher Pivots for day following 28-Sep-2023 |
Pivot |
1 day |
3 day |
R1 |
113-15 |
114-06 |
PP |
113-11 |
113-31 |
S1 |
113-08 |
113-24 |
|