ECBOT 30 Year Treasury Bond Future December 2023
Trading Metrics calculated at close of trading on 28-Jul-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
Open |
126-10 |
124-12 |
-1-30 |
-1.5% |
126-19 |
High |
126-16 |
124-27 |
-1-21 |
-1.3% |
127-08 |
Low |
123-31 |
123-18 |
-0-13 |
-0.3% |
123-18 |
Close |
124-04 |
124-16 |
0-12 |
0.3% |
124-16 |
Range |
2-17 |
1-09 |
-1-08 |
-49.4% |
3-22 |
ATR |
1-05 |
1-06 |
0-00 |
0.7% |
0-00 |
Volume |
566 |
940 |
374 |
66.1% |
2,445 |
|
Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
128-05 |
127-19 |
125-07 |
|
R3 |
126-28 |
126-10 |
124-27 |
|
R2 |
125-19 |
125-19 |
124-24 |
|
R1 |
125-01 |
125-01 |
124-20 |
125-10 |
PP |
124-10 |
124-10 |
124-10 |
124-14 |
S1 |
123-24 |
123-24 |
124-12 |
124-01 |
S2 |
123-01 |
123-01 |
124-08 |
|
S3 |
121-24 |
122-15 |
124-05 |
|
S4 |
120-15 |
121-06 |
123-25 |
|
|
Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136-05 |
134-01 |
126-17 |
|
R3 |
132-15 |
130-11 |
125-16 |
|
R2 |
128-25 |
128-25 |
125-06 |
|
R1 |
126-21 |
126-21 |
124-27 |
125-28 |
PP |
125-03 |
125-03 |
125-03 |
124-23 |
S1 |
122-31 |
122-31 |
124-05 |
122-06 |
S2 |
121-13 |
121-13 |
123-26 |
|
S3 |
117-23 |
119-09 |
123-16 |
|
S4 |
114-01 |
115-19 |
122-15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
127-08 |
123-18 |
3-22 |
3.0% |
1-07 |
1.0% |
25% |
False |
True |
489 |
10 |
128-00 |
123-18 |
4-14 |
3.6% |
1-04 |
0.9% |
21% |
False |
True |
257 |
20 |
128-00 |
123-07 |
4-25 |
3.8% |
1-06 |
1.0% |
27% |
False |
False |
151 |
40 |
129-09 |
123-07 |
6-02 |
4.9% |
0-28 |
0.7% |
21% |
False |
False |
78 |
60 |
132-20 |
123-07 |
9-13 |
7.6% |
0-21 |
0.5% |
14% |
False |
False |
52 |
80 |
133-31 |
123-07 |
10-24 |
8.6% |
0-16 |
0.4% |
12% |
False |
False |
39 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
130-09 |
2.618 |
128-06 |
1.618 |
126-29 |
1.000 |
126-04 |
0.618 |
125-20 |
HIGH |
124-27 |
0.618 |
124-11 |
0.500 |
124-06 |
0.382 |
124-02 |
LOW |
123-18 |
0.618 |
122-25 |
1.000 |
122-09 |
1.618 |
121-16 |
2.618 |
120-07 |
4.250 |
118-04 |
|
|
Fisher Pivots for day following 28-Jul-2023 |
Pivot |
1 day |
3 day |
R1 |
124-13 |
125-01 |
PP |
124-10 |
124-27 |
S1 |
124-06 |
124-22 |
|