ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 21-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2023 |
21-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
127-17 |
126-08 |
-1-09 |
-1.0% |
126-08 |
| High |
127-20 |
126-30 |
-0-22 |
-0.5% |
127-24 |
| Low |
125-29 |
126-04 |
0-07 |
0.2% |
125-29 |
| Close |
126-06 |
126-12 |
0-06 |
0.1% |
126-12 |
| Range |
1-23 |
0-26 |
-0-29 |
-52.7% |
1-27 |
| ATR |
1-12 |
1-11 |
-0-01 |
-2.9% |
0-00 |
| Volume |
339,469 |
246,024 |
-93,445 |
-27.5% |
1,435,149 |
|
| Daily Pivots for day following 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-29 |
128-15 |
126-26 |
|
| R3 |
128-03 |
127-21 |
126-19 |
|
| R2 |
127-09 |
127-09 |
126-17 |
|
| R1 |
126-27 |
126-27 |
126-14 |
127-02 |
| PP |
126-15 |
126-15 |
126-15 |
126-19 |
| S1 |
126-01 |
126-01 |
126-10 |
126-08 |
| S2 |
125-21 |
125-21 |
126-07 |
|
| S3 |
124-27 |
125-07 |
126-05 |
|
| S4 |
124-01 |
124-13 |
125-30 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-07 |
131-04 |
127-12 |
|
| R3 |
130-12 |
129-09 |
126-28 |
|
| R2 |
128-17 |
128-17 |
126-23 |
|
| R1 |
127-14 |
127-14 |
126-17 |
128-00 |
| PP |
126-22 |
126-22 |
126-22 |
126-30 |
| S1 |
125-19 |
125-19 |
126-07 |
126-04 |
| S2 |
124-27 |
124-27 |
126-01 |
|
| S3 |
123-00 |
123-24 |
125-28 |
|
| S4 |
121-05 |
121-29 |
125-12 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-24 |
125-29 |
1-27 |
1.5% |
1-04 |
0.9% |
25% |
False |
False |
287,029 |
| 10 |
127-24 |
122-30 |
4-26 |
3.8% |
1-06 |
0.9% |
71% |
False |
False |
307,241 |
| 20 |
128-26 |
122-30 |
5-28 |
4.6% |
1-11 |
1.1% |
59% |
False |
False |
332,261 |
| 40 |
129-16 |
122-30 |
6-18 |
5.2% |
1-13 |
1.1% |
52% |
False |
False |
331,271 |
| 60 |
133-08 |
122-30 |
10-10 |
8.2% |
1-13 |
1.1% |
33% |
False |
False |
231,881 |
| 80 |
134-15 |
122-30 |
11-17 |
9.1% |
1-10 |
1.0% |
30% |
False |
False |
173,925 |
| 100 |
134-15 |
122-30 |
11-17 |
9.1% |
1-13 |
1.1% |
30% |
False |
False |
139,141 |
| 120 |
134-15 |
122-30 |
11-17 |
9.1% |
1-07 |
1.0% |
30% |
False |
False |
115,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-12 |
|
2.618 |
129-02 |
|
1.618 |
128-08 |
|
1.000 |
127-24 |
|
0.618 |
127-14 |
|
HIGH |
126-30 |
|
0.618 |
126-20 |
|
0.500 |
126-17 |
|
0.382 |
126-14 |
|
LOW |
126-04 |
|
0.618 |
125-20 |
|
1.000 |
125-10 |
|
1.618 |
124-26 |
|
2.618 |
124-00 |
|
4.250 |
122-22 |
|
|
| Fisher Pivots for day following 21-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
126-17 |
126-26 |
| PP |
126-15 |
126-22 |
| S1 |
126-14 |
126-17 |
|