ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 18-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
119-24 |
119-07 |
-0-17 |
-0.4% |
120-25 |
| High |
119-25 |
120-01 |
0-08 |
0.2% |
121-15 |
| Low |
118-20 |
119-01 |
0-13 |
0.3% |
118-20 |
| Close |
118-27 |
119-13 |
0-18 |
0.5% |
119-13 |
| Range |
1-05 |
1-00 |
-0-05 |
-13.5% |
2-27 |
| ATR |
1-11 |
1-11 |
0-00 |
-0.8% |
0-00 |
| Volume |
46,912 |
44,507 |
-2,405 |
-5.1% |
138,100 |
|
| Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-16 |
121-30 |
119-31 |
|
| R3 |
121-16 |
120-30 |
119-22 |
|
| R2 |
120-16 |
120-16 |
119-19 |
|
| R1 |
119-30 |
119-30 |
119-16 |
120-07 |
| PP |
119-16 |
119-16 |
119-16 |
119-20 |
| S1 |
118-30 |
118-30 |
119-10 |
119-07 |
| S2 |
118-16 |
118-16 |
119-07 |
|
| S3 |
117-16 |
117-30 |
119-04 |
|
| S4 |
116-16 |
116-30 |
118-27 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-12 |
126-23 |
120-31 |
|
| R3 |
125-17 |
123-28 |
120-06 |
|
| R2 |
122-22 |
122-22 |
119-30 |
|
| R1 |
121-01 |
121-01 |
119-21 |
120-14 |
| PP |
119-27 |
119-27 |
119-27 |
119-17 |
| S1 |
118-06 |
118-06 |
119-05 |
117-19 |
| S2 |
117-00 |
117-00 |
118-28 |
|
| S3 |
114-05 |
115-11 |
118-20 |
|
| S4 |
111-10 |
112-16 |
117-27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-15 |
118-20 |
2-27 |
2.4% |
1-06 |
1.0% |
27% |
False |
False |
27,620 |
| 10 |
123-23 |
118-20 |
5-03 |
4.3% |
1-09 |
1.1% |
15% |
False |
False |
16,318 |
| 20 |
127-08 |
118-20 |
8-20 |
7.2% |
1-12 |
1.2% |
9% |
False |
False |
9,201 |
| 40 |
128-27 |
118-20 |
10-07 |
8.6% |
1-08 |
1.1% |
8% |
False |
False |
4,617 |
| 60 |
129-09 |
118-20 |
10-21 |
8.9% |
0-31 |
0.8% |
7% |
False |
False |
3,078 |
| 80 |
132-20 |
118-20 |
14-00 |
11.7% |
0-24 |
0.6% |
6% |
False |
False |
2,308 |
| 100 |
133-31 |
118-20 |
15-11 |
12.9% |
0-20 |
0.5% |
5% |
False |
False |
1,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-09 |
|
2.618 |
122-21 |
|
1.618 |
121-21 |
|
1.000 |
121-01 |
|
0.618 |
120-21 |
|
HIGH |
120-01 |
|
0.618 |
119-21 |
|
0.500 |
119-17 |
|
0.382 |
119-13 |
|
LOW |
119-01 |
|
0.618 |
118-13 |
|
1.000 |
118-01 |
|
1.618 |
117-13 |
|
2.618 |
116-13 |
|
4.250 |
114-25 |
|
|
| Fisher Pivots for day following 18-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-17 |
119-22 |
| PP |
119-16 |
119-19 |
| S1 |
119-14 |
119-16 |
|