ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 03-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2023 |
03-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
123-02 |
122-05 |
-0-29 |
-0.7% |
126-08 |
| High |
123-13 |
122-08 |
-1-05 |
-0.9% |
127-02 |
| Low |
121-20 |
120-03 |
-1-17 |
-1.3% |
123-09 |
| Close |
122-09 |
120-11 |
-1-30 |
-1.6% |
124-08 |
| Range |
1-25 |
2-05 |
0-12 |
21.1% |
3-25 |
| ATR |
1-13 |
1-15 |
0-02 |
4.0% |
0-00 |
| Volume |
485,621 |
603,295 |
117,674 |
24.2% |
1,703,066 |
|
| Daily Pivots for day following 03-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-12 |
126-00 |
121-17 |
|
| R3 |
125-07 |
123-27 |
120-30 |
|
| R2 |
123-02 |
123-02 |
120-24 |
|
| R1 |
121-22 |
121-22 |
120-17 |
121-10 |
| PP |
120-29 |
120-29 |
120-29 |
120-22 |
| S1 |
119-17 |
119-17 |
120-05 |
119-04 |
| S2 |
118-24 |
118-24 |
119-30 |
|
| S3 |
116-19 |
117-12 |
119-24 |
|
| S4 |
114-14 |
115-07 |
119-05 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-07 |
134-00 |
126-11 |
|
| R3 |
132-14 |
130-07 |
125-09 |
|
| R2 |
128-21 |
128-21 |
124-30 |
|
| R1 |
126-14 |
126-14 |
124-19 |
125-21 |
| PP |
124-28 |
124-28 |
124-28 |
124-15 |
| S1 |
122-21 |
122-21 |
123-29 |
121-28 |
| S2 |
121-03 |
121-03 |
123-18 |
|
| S3 |
117-10 |
118-28 |
123-07 |
|
| S4 |
113-17 |
115-03 |
122-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-28 |
120-03 |
4-25 |
4.0% |
1-20 |
1.4% |
5% |
False |
True |
456,195 |
| 10 |
127-02 |
120-03 |
6-31 |
5.8% |
1-14 |
1.2% |
4% |
False |
True |
383,302 |
| 20 |
127-24 |
120-03 |
7-21 |
6.4% |
1-11 |
1.1% |
3% |
False |
True |
352,322 |
| 40 |
128-26 |
120-03 |
8-23 |
7.2% |
1-15 |
1.2% |
3% |
False |
True |
341,720 |
| 60 |
132-13 |
120-03 |
12-10 |
10.2% |
1-13 |
1.2% |
2% |
False |
True |
291,516 |
| 80 |
133-16 |
120-03 |
13-13 |
11.1% |
1-12 |
1.1% |
2% |
False |
True |
218,761 |
| 100 |
134-15 |
120-03 |
14-12 |
11.9% |
1-13 |
1.2% |
2% |
False |
True |
175,010 |
| 120 |
134-15 |
120-03 |
14-12 |
11.9% |
1-10 |
1.1% |
2% |
False |
True |
145,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-13 |
|
2.618 |
127-29 |
|
1.618 |
125-24 |
|
1.000 |
124-13 |
|
0.618 |
123-19 |
|
HIGH |
122-08 |
|
0.618 |
121-14 |
|
0.500 |
121-06 |
|
0.382 |
120-29 |
|
LOW |
120-03 |
|
0.618 |
118-24 |
|
1.000 |
117-30 |
|
1.618 |
116-19 |
|
2.618 |
114-14 |
|
4.250 |
110-30 |
|
|
| Fisher Pivots for day following 03-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
121-06 |
122-12 |
| PP |
120-29 |
121-22 |
| S1 |
120-20 |
121-00 |
|