ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 27-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2023 |
27-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
125-27 |
125-30 |
0-03 |
0.1% |
126-08 |
| High |
126-10 |
126-10 |
0-00 |
0.0% |
127-24 |
| Low |
125-16 |
123-21 |
-1-27 |
-1.5% |
125-29 |
| Close |
126-06 |
123-28 |
-2-10 |
-1.8% |
126-12 |
| Range |
0-26 |
2-21 |
1-27 |
226.9% |
1-27 |
| ATR |
1-08 |
1-12 |
0-03 |
7.9% |
0-00 |
| Volume |
292,646 |
475,993 |
183,347 |
62.7% |
1,435,149 |
|
| Daily Pivots for day following 27-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-19 |
130-28 |
125-11 |
|
| R3 |
129-30 |
128-07 |
124-19 |
|
| R2 |
127-09 |
127-09 |
124-12 |
|
| R1 |
125-18 |
125-18 |
124-04 |
125-03 |
| PP |
124-20 |
124-20 |
124-20 |
124-12 |
| S1 |
122-29 |
122-29 |
123-20 |
122-14 |
| S2 |
121-31 |
121-31 |
123-12 |
|
| S3 |
119-10 |
120-08 |
123-05 |
|
| S4 |
116-21 |
117-19 |
122-13 |
|
|
| 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 |
127-02 |
123-21 |
3-13 |
2.7% |
1-08 |
1.0% |
6% |
False |
True |
310,409 |
| 10 |
127-24 |
123-21 |
4-03 |
3.3% |
1-07 |
1.0% |
5% |
False |
True |
302,163 |
| 20 |
128-10 |
122-30 |
5-12 |
4.3% |
1-12 |
1.1% |
17% |
False |
False |
337,966 |
| 40 |
129-16 |
122-30 |
6-18 |
5.3% |
1-13 |
1.1% |
14% |
False |
False |
326,243 |
| 60 |
133-08 |
122-30 |
10-10 |
8.3% |
1-13 |
1.1% |
9% |
False |
False |
253,616 |
| 80 |
134-15 |
122-30 |
11-17 |
9.3% |
1-11 |
1.1% |
8% |
False |
False |
190,250 |
| 100 |
134-15 |
122-30 |
11-17 |
9.3% |
1-13 |
1.1% |
8% |
False |
False |
152,201 |
| 120 |
134-15 |
122-30 |
11-17 |
9.3% |
1-08 |
1.0% |
8% |
False |
False |
126,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
137-19 |
|
2.618 |
133-09 |
|
1.618 |
130-20 |
|
1.000 |
128-31 |
|
0.618 |
127-31 |
|
HIGH |
126-10 |
|
0.618 |
125-10 |
|
0.500 |
125-00 |
|
0.382 |
124-21 |
|
LOW |
123-21 |
|
0.618 |
122-00 |
|
1.000 |
121-00 |
|
1.618 |
119-11 |
|
2.618 |
116-22 |
|
4.250 |
112-12 |
|
|
| Fisher Pivots for day following 27-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
125-00 |
125-00 |
| PP |
124-20 |
124-20 |
| S1 |
124-08 |
124-08 |
|