ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 21-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
119-07 |
119-12 |
0-05 |
0.1% |
120-25 |
| High |
120-01 |
119-15 |
-0-18 |
-0.5% |
121-15 |
| Low |
119-01 |
117-26 |
-1-07 |
-1.0% |
118-20 |
| Close |
119-13 |
118-01 |
-1-12 |
-1.2% |
119-13 |
| Range |
1-00 |
1-21 |
0-21 |
65.6% |
2-27 |
| ATR |
1-11 |
1-11 |
0-01 |
1.7% |
0-00 |
| Volume |
44,507 |
91,080 |
46,573 |
104.6% |
138,100 |
|
| Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-13 |
122-12 |
118-30 |
|
| R3 |
121-24 |
120-23 |
118-16 |
|
| R2 |
120-03 |
120-03 |
118-11 |
|
| R1 |
119-02 |
119-02 |
118-06 |
118-24 |
| PP |
118-14 |
118-14 |
118-14 |
118-09 |
| S1 |
117-13 |
117-13 |
117-28 |
117-03 |
| S2 |
116-25 |
116-25 |
117-23 |
|
| S3 |
115-04 |
115-24 |
117-18 |
|
| S4 |
113-15 |
114-03 |
117-04 |
|
|
| 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 |
120-29 |
117-26 |
3-03 |
2.6% |
1-10 |
1.1% |
7% |
False |
True |
44,362 |
| 10 |
123-23 |
117-26 |
5-29 |
5.0% |
1-11 |
1.1% |
4% |
False |
True |
25,168 |
| 20 |
126-16 |
117-26 |
8-22 |
7.4% |
1-13 |
1.2% |
3% |
False |
True |
13,747 |
| 40 |
128-27 |
117-26 |
11-01 |
9.3% |
1-09 |
1.1% |
2% |
False |
True |
6,894 |
| 60 |
129-09 |
117-26 |
11-15 |
9.7% |
0-31 |
0.8% |
2% |
False |
True |
4,596 |
| 80 |
132-20 |
117-26 |
14-26 |
12.5% |
0-25 |
0.7% |
1% |
False |
True |
3,447 |
| 100 |
133-31 |
117-26 |
16-05 |
13.7% |
0-20 |
0.5% |
1% |
False |
True |
2,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-16 |
|
2.618 |
123-26 |
|
1.618 |
122-05 |
|
1.000 |
121-04 |
|
0.618 |
120-16 |
|
HIGH |
119-15 |
|
0.618 |
118-27 |
|
0.500 |
118-20 |
|
0.382 |
118-14 |
|
LOW |
117-26 |
|
0.618 |
116-25 |
|
1.000 |
116-05 |
|
1.618 |
115-04 |
|
2.618 |
113-15 |
|
4.250 |
110-25 |
|
|
| Fisher Pivots for day following 21-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
118-20 |
118-30 |
| PP |
118-14 |
118-20 |
| S1 |
118-08 |
118-10 |
|