ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
120-10 |
119-24 |
-0-18 |
-0.5% |
122-06 |
| High |
120-25 |
119-25 |
-1-00 |
-0.8% |
123-23 |
| Low |
119-09 |
118-20 |
-0-21 |
-0.6% |
120-28 |
| Close |
119-18 |
118-27 |
-0-23 |
-0.6% |
120-31 |
| Range |
1-16 |
1-05 |
-0-11 |
-22.9% |
2-27 |
| ATR |
1-12 |
1-11 |
0-00 |
-1.1% |
0-00 |
| Volume |
30,601 |
46,912 |
16,311 |
53.3% |
25,086 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-18 |
121-27 |
119-15 |
|
| R3 |
121-13 |
120-22 |
119-05 |
|
| R2 |
120-08 |
120-08 |
119-02 |
|
| R1 |
119-17 |
119-17 |
118-30 |
119-10 |
| PP |
119-03 |
119-03 |
119-03 |
118-31 |
| S1 |
118-12 |
118-12 |
118-24 |
118-05 |
| S2 |
117-30 |
117-30 |
118-20 |
|
| S3 |
116-25 |
117-07 |
118-17 |
|
| S4 |
115-20 |
116-02 |
118-07 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-12 |
128-17 |
122-17 |
|
| R3 |
127-17 |
125-22 |
121-24 |
|
| R2 |
124-22 |
124-22 |
121-16 |
|
| R1 |
122-27 |
122-27 |
121-07 |
122-11 |
| PP |
121-27 |
121-27 |
121-27 |
121-20 |
| S1 |
120-00 |
120-00 |
120-23 |
119-16 |
| S2 |
119-00 |
119-00 |
120-14 |
|
| S3 |
116-05 |
117-05 |
120-06 |
|
| S4 |
113-10 |
114-10 |
119-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-26 |
118-20 |
3-06 |
2.7% |
1-06 |
1.0% |
7% |
False |
True |
19,421 |
| 10 |
123-23 |
118-20 |
5-03 |
4.3% |
1-13 |
1.2% |
4% |
False |
True |
12,533 |
| 20 |
127-08 |
118-20 |
8-20 |
7.3% |
1-12 |
1.1% |
3% |
False |
True |
6,976 |
| 40 |
128-27 |
118-20 |
10-07 |
8.6% |
1-08 |
1.0% |
2% |
False |
True |
3,504 |
| 60 |
129-09 |
118-20 |
10-21 |
9.0% |
0-30 |
0.8% |
2% |
False |
True |
2,336 |
| 80 |
132-28 |
118-20 |
14-08 |
12.0% |
0-24 |
0.6% |
2% |
False |
True |
1,752 |
| 100 |
133-31 |
118-20 |
15-11 |
12.9% |
0-19 |
0.5% |
1% |
False |
True |
1,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-22 |
|
2.618 |
122-26 |
|
1.618 |
121-21 |
|
1.000 |
120-30 |
|
0.618 |
120-16 |
|
HIGH |
119-25 |
|
0.618 |
119-11 |
|
0.500 |
119-06 |
|
0.382 |
119-02 |
|
LOW |
118-20 |
|
0.618 |
117-29 |
|
1.000 |
117-15 |
|
1.618 |
116-24 |
|
2.618 |
115-19 |
|
4.250 |
113-23 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-06 |
119-24 |
| PP |
119-03 |
119-15 |
| S1 |
118-31 |
119-05 |
|