ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
123-15 |
122-09 |
-1-06 |
-1.0% |
126-19 |
| High |
123-19 |
122-09 |
-1-10 |
-1.1% |
127-08 |
| Low |
121-28 |
120-11 |
-1-17 |
-1.3% |
123-18 |
| Close |
122-17 |
120-18 |
-1-31 |
-1.6% |
124-16 |
| Range |
1-23 |
1-30 |
0-07 |
12.7% |
3-22 |
| ATR |
1-08 |
1-10 |
0-02 |
5.4% |
0-00 |
| Volume |
6,965 |
2,984 |
-3,981 |
-57.2% |
2,445 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-28 |
125-21 |
121-20 |
|
| R3 |
124-30 |
123-23 |
121-03 |
|
| R2 |
123-00 |
123-00 |
120-29 |
|
| R1 |
121-25 |
121-25 |
120-24 |
121-14 |
| PP |
121-02 |
121-02 |
121-02 |
120-28 |
| S1 |
119-27 |
119-27 |
120-12 |
119-16 |
| S2 |
119-04 |
119-04 |
120-07 |
|
| S3 |
117-06 |
117-29 |
120-01 |
|
| S4 |
115-08 |
115-31 |
119-16 |
|
|
| 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 |
125-02 |
120-11 |
4-23 |
3.9% |
1-17 |
1.3% |
5% |
False |
True |
2,535 |
| 10 |
127-08 |
120-11 |
6-29 |
5.7% |
1-10 |
1.1% |
3% |
False |
True |
1,420 |
| 20 |
128-00 |
120-11 |
7-21 |
6.4% |
1-07 |
1.0% |
3% |
False |
True |
736 |
| 40 |
128-27 |
120-11 |
8-16 |
7.1% |
1-01 |
0.8% |
3% |
False |
True |
371 |
| 60 |
132-08 |
120-11 |
11-29 |
9.9% |
0-24 |
0.6% |
2% |
False |
True |
247 |
| 80 |
132-28 |
120-11 |
12-17 |
10.4% |
0-19 |
0.5% |
2% |
False |
True |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-16 |
|
2.618 |
127-11 |
|
1.618 |
125-13 |
|
1.000 |
124-07 |
|
0.618 |
123-15 |
|
HIGH |
122-09 |
|
0.618 |
121-17 |
|
0.500 |
121-10 |
|
0.382 |
121-03 |
|
LOW |
120-11 |
|
0.618 |
119-05 |
|
1.000 |
118-13 |
|
1.618 |
117-07 |
|
2.618 |
115-09 |
|
4.250 |
112-04 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
121-10 |
122-19 |
| PP |
121-02 |
121-29 |
| S1 |
120-26 |
121-08 |
|