ECBOT 30 Year Treasury Bond Future December 2023


Trading Metrics calculated at close of trading on 07-Aug-2023
Day Change Summary
Previous Current
04-Aug-2023 07-Aug-2023 Change Change % Previous Week
Open 120-19 122-06 1-19 1.3% 124-20
High 122-15 122-11 -0-04 -0.1% 125-02
Low 120-05 121-10 1-05 1.0% 120-05
Close 122-07 121-25 -0-14 -0.4% 122-07
Range 2-10 1-01 -1-09 -55.4% 4-29
ATR 1-12 1-11 -0-01 -1.8% 0-00
Volume 6,658 2,577 -4,081 -61.3% 18,393
Daily Pivots for day following 07-Aug-2023
Classic Woodie Camarilla DeMark
R4 124-29 124-12 122-11
R3 123-28 123-11 122-02
R2 122-27 122-27 121-31
R1 122-10 122-10 121-28 122-02
PP 121-26 121-26 121-26 121-22
S1 121-09 121-09 121-22 121-01
S2 120-25 120-25 121-19
S3 119-24 120-08 121-16
S4 118-23 119-07 121-07
Weekly Pivots for week ending 04-Aug-2023
Classic Woodie Camarilla DeMark
R4 137-06 134-20 124-29
R3 132-09 129-23 123-18
R2 127-12 127-12 123-04
R1 124-26 124-26 122-21 123-20
PP 122-15 122-15 122-15 121-29
S1 119-29 119-29 121-25 118-24
S2 117-18 117-18 121-10
S3 112-21 115-00 120-28
S4 107-24 110-03 119-17
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 124-27 120-05 4-22 3.8% 1-24 1.4% 35% False False 4,027
10 126-16 120-05 6-11 5.2% 1-15 1.2% 26% False False 2,325
20 128-00 120-05 7-27 6.4% 1-08 1.0% 21% False False 1,190
40 128-27 120-05 8-22 7.1% 1-03 0.9% 19% False False 602
60 132-08 120-05 12-03 9.9% 0-26 0.7% 13% False False 401
80 132-28 120-05 12-23 10.4% 0-20 0.5% 13% False False 301
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0-07
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 126-23
2.618 125-01
1.618 124-00
1.000 123-12
0.618 122-31
HIGH 122-11
0.618 121-30
0.500 121-26
0.382 121-23
LOW 121-10
0.618 120-22
1.000 120-09
1.618 119-21
2.618 118-20
4.250 116-30
Fisher Pivots for day following 07-Aug-2023
Pivot 1 day 3 day
R1 121-26 121-20
PP 121-26 121-15
S1 121-26 121-10

These figures are updated between 7pm and 10pm EST after a trading day.

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