Futures delivery price Can someone tell me how to find the 'delivery price' on a futures exchange? This is the one detail I cannot find on a real futures exchange.
Different futures contracts have different delivery/final settlement machanisms. You need to look up each contract’s specifications.

The U.S. Treasury bond/note futures are an example of a complicated delivery mechanism. There are rules that set the basket of eligible bonds to delivery, as well as the factor relating the futures price to the price paid for the actual bond. That is, the price depends on what bond you deliver.

In the comments, you added more information. The key to understanding futures contracts is that holders get a daily profit/loss each day based on the change in the final settlement price. This means that even though the price for final delivery will likely be different than the price at which you entered the futures contract, you will get a gain/loss from the settlement process that matches the difference. The net result is that you effectively buy or sell at the fixed futures price you entered the position at; you just do not know the sequence of payments that occur as part of the settlement process.

For example, assume that you want to buy a commodity that is traded on a futures exchange. You enter into a long futures position at price of \$1000. If the futures price fell to 900 by the delivery date, you would pay \$900 for the delivery. However, you woukd have lost \$100 as a result of the daily settlement process on your long futures position. Your total cost is \$1000 - where you entered the position. The fact that there are up front gains/losses creates some complexity for fixed income, but that is a second order effect.

If you search around, you should be able to find materials explaining the difference between using futures to hedge versus a forward sale/purchase. That might help clear up your undertanding.