ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 31-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
121-08 |
121-11 |
0-03 |
0.1% |
119-12 |
| High |
121-23 |
121-31 |
0-08 |
0.2% |
120-27 |
| Low |
120-23 |
121-06 |
0-15 |
0.4% |
117-24 |
| Close |
121-08 |
121-22 |
0-14 |
0.4% |
119-31 |
| Range |
1-00 |
0-25 |
-0-07 |
-21.9% |
3-03 |
| ATR |
1-10 |
1-09 |
-0-01 |
-2.9% |
0-00 |
| Volume |
335,115 |
443,231 |
108,116 |
32.3% |
1,273,314 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-31 |
123-19 |
122-04 |
|
| R3 |
123-06 |
122-26 |
121-29 |
|
| R2 |
122-13 |
122-13 |
121-27 |
|
| R1 |
122-01 |
122-01 |
121-24 |
122-07 |
| PP |
121-20 |
121-20 |
121-20 |
121-22 |
| S1 |
121-08 |
121-08 |
121-20 |
121-14 |
| S2 |
120-27 |
120-27 |
121-17 |
|
| S3 |
120-02 |
120-15 |
121-15 |
|
| S4 |
119-09 |
119-22 |
121-08 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-26 |
127-15 |
121-21 |
|
| R3 |
125-23 |
124-12 |
120-26 |
|
| R2 |
122-20 |
122-20 |
120-17 |
|
| R1 |
121-09 |
121-09 |
120-08 |
121-30 |
| PP |
119-17 |
119-17 |
119-17 |
119-27 |
| S1 |
118-06 |
118-06 |
119-22 |
118-28 |
| S2 |
116-14 |
116-14 |
119-13 |
|
| S3 |
113-11 |
115-03 |
119-04 |
|
| S4 |
110-08 |
112-00 |
118-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-31 |
119-12 |
2-19 |
2.1% |
1-03 |
0.9% |
89% |
True |
False |
430,376 |
| 10 |
121-31 |
117-24 |
4-07 |
3.5% |
1-07 |
1.0% |
93% |
True |
False |
304,380 |
| 20 |
123-23 |
117-24 |
5-31 |
4.9% |
1-10 |
1.1% |
66% |
False |
False |
158,457 |
| 40 |
128-00 |
117-24 |
10-08 |
8.4% |
1-08 |
1.0% |
38% |
False |
False |
79,597 |
| 60 |
128-27 |
117-24 |
11-03 |
9.1% |
1-04 |
0.9% |
35% |
False |
False |
53,066 |
| 80 |
132-08 |
117-24 |
14-16 |
11.9% |
0-29 |
0.7% |
27% |
False |
False |
39,800 |
| 100 |
132-28 |
117-24 |
15-04 |
12.4% |
0-23 |
0.6% |
26% |
False |
False |
31,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-09 |
|
2.618 |
124-00 |
|
1.618 |
123-07 |
|
1.000 |
122-24 |
|
0.618 |
122-14 |
|
HIGH |
121-31 |
|
0.618 |
121-21 |
|
0.500 |
121-18 |
|
0.382 |
121-16 |
|
LOW |
121-06 |
|
0.618 |
120-23 |
|
1.000 |
120-13 |
|
1.618 |
119-30 |
|
2.618 |
119-05 |
|
4.250 |
117-28 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
121-21 |
121-13 |
| PP |
121-20 |
121-04 |
| S1 |
121-18 |
120-28 |
|