ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 11-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2023 |
11-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
123-17 |
124-02 |
0-17 |
0.4% |
126-24 |
| High |
124-11 |
124-24 |
0-13 |
0.3% |
127-24 |
| Low |
122-30 |
123-31 |
1-01 |
0.8% |
123-08 |
| Close |
124-02 |
124-12 |
0-10 |
0.3% |
123-24 |
| Range |
1-13 |
0-25 |
-0-20 |
-44.4% |
4-16 |
| ATR |
1-16 |
1-14 |
-0-02 |
-3.4% |
0-00 |
| Volume |
306,741 |
241,585 |
-65,156 |
-21.2% |
1,454,301 |
|
| Daily Pivots for day following 11-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-23 |
126-10 |
124-26 |
|
| R3 |
125-30 |
125-17 |
124-19 |
|
| R2 |
125-05 |
125-05 |
124-17 |
|
| R1 |
124-24 |
124-24 |
124-14 |
124-30 |
| PP |
124-12 |
124-12 |
124-12 |
124-15 |
| S1 |
123-31 |
123-31 |
124-10 |
124-06 |
| S2 |
123-19 |
123-19 |
124-07 |
|
| S3 |
122-26 |
123-06 |
124-05 |
|
| S4 |
122-01 |
122-13 |
123-30 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-13 |
135-19 |
126-07 |
|
| R3 |
133-29 |
131-03 |
125-00 |
|
| R2 |
129-13 |
129-13 |
124-18 |
|
| R1 |
126-19 |
126-19 |
124-05 |
125-24 |
| PP |
124-29 |
124-29 |
124-29 |
124-16 |
| S1 |
122-03 |
122-03 |
123-11 |
121-08 |
| S2 |
120-13 |
120-13 |
122-30 |
|
| S3 |
115-29 |
117-19 |
122-16 |
|
| S4 |
111-13 |
113-03 |
121-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-00 |
122-30 |
4-02 |
3.3% |
1-14 |
1.2% |
35% |
False |
False |
348,922 |
| 10 |
128-18 |
122-30 |
5-20 |
4.5% |
1-15 |
1.2% |
26% |
False |
False |
352,265 |
| 20 |
128-26 |
122-30 |
5-28 |
4.7% |
1-16 |
1.2% |
24% |
False |
False |
335,616 |
| 40 |
132-03 |
122-30 |
9-05 |
7.4% |
1-14 |
1.1% |
16% |
False |
False |
284,029 |
| 60 |
133-08 |
122-30 |
10-10 |
8.3% |
1-12 |
1.1% |
14% |
False |
False |
189,829 |
| 80 |
134-15 |
122-30 |
11-17 |
9.3% |
1-11 |
1.1% |
12% |
False |
False |
142,374 |
| 100 |
134-15 |
122-30 |
11-17 |
9.3% |
1-10 |
1.1% |
12% |
False |
False |
113,900 |
| 120 |
134-15 |
122-30 |
11-17 |
9.3% |
1-04 |
0.9% |
12% |
False |
False |
94,917 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-02 |
|
2.618 |
126-25 |
|
1.618 |
126-00 |
|
1.000 |
125-17 |
|
0.618 |
125-07 |
|
HIGH |
124-24 |
|
0.618 |
124-14 |
|
0.500 |
124-12 |
|
0.382 |
124-09 |
|
LOW |
123-31 |
|
0.618 |
123-16 |
|
1.000 |
123-06 |
|
1.618 |
122-23 |
|
2.618 |
121-30 |
|
4.250 |
120-21 |
|
|
| Fisher Pivots for day following 11-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
124-12 |
124-06 |
| PP |
124-12 |
124-01 |
| S1 |
124-12 |
123-27 |
|