ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 07-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2023 |
07-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
120-18 |
122-04 |
1-18 |
1.3% |
124-14 |
| High |
122-09 |
122-05 |
-0-04 |
-0.1% |
124-28 |
| Low |
119-25 |
121-01 |
1-08 |
1.0% |
119-25 |
| Close |
122-00 |
121-18 |
-0-14 |
-0.4% |
122-00 |
| Range |
2-16 |
1-04 |
-1-12 |
-55.0% |
5-03 |
| ATR |
1-17 |
1-16 |
-0-01 |
-1.9% |
0-00 |
| Volume |
496,840 |
294,889 |
-201,951 |
-40.6% |
2,380,775 |
|
| Daily Pivots for day following 07-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-31 |
124-12 |
122-06 |
|
| R3 |
123-27 |
123-08 |
121-28 |
|
| R2 |
122-23 |
122-23 |
121-25 |
|
| R1 |
122-04 |
122-04 |
121-21 |
121-28 |
| PP |
121-19 |
121-19 |
121-19 |
121-14 |
| S1 |
121-00 |
121-00 |
121-15 |
120-24 |
| S2 |
120-15 |
120-15 |
121-11 |
|
| S3 |
119-11 |
119-28 |
121-08 |
|
| S4 |
118-07 |
118-24 |
120-30 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-16 |
134-27 |
124-26 |
|
| R3 |
132-13 |
129-24 |
123-13 |
|
| R2 |
127-10 |
127-10 |
122-30 |
|
| R1 |
124-21 |
124-21 |
122-15 |
123-14 |
| PP |
122-07 |
122-07 |
122-07 |
121-20 |
| S1 |
119-18 |
119-18 |
121-17 |
118-11 |
| S2 |
117-04 |
117-04 |
121-02 |
|
| S3 |
112-01 |
114-15 |
120-19 |
|
| S4 |
106-30 |
109-12 |
119-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-20 |
119-25 |
4-27 |
4.0% |
1-28 |
1.5% |
37% |
False |
False |
453,223 |
| 10 |
126-10 |
119-25 |
6-17 |
5.4% |
1-20 |
1.3% |
27% |
False |
False |
412,280 |
| 20 |
127-24 |
119-25 |
7-31 |
6.6% |
1-13 |
1.1% |
22% |
False |
False |
357,220 |
| 40 |
128-26 |
119-25 |
9-01 |
7.4% |
1-14 |
1.2% |
20% |
False |
False |
346,537 |
| 60 |
132-13 |
119-25 |
12-20 |
10.4% |
1-14 |
1.2% |
14% |
False |
False |
304,498 |
| 80 |
133-08 |
119-25 |
13-15 |
11.1% |
1-12 |
1.1% |
13% |
False |
False |
228,657 |
| 100 |
134-15 |
119-25 |
14-22 |
12.1% |
1-12 |
1.1% |
12% |
False |
False |
182,927 |
| 120 |
134-15 |
119-25 |
14-22 |
12.1% |
1-11 |
1.1% |
12% |
False |
False |
152,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-30 |
|
2.618 |
125-03 |
|
1.618 |
123-31 |
|
1.000 |
123-09 |
|
0.618 |
122-27 |
|
HIGH |
122-05 |
|
0.618 |
121-23 |
|
0.500 |
121-19 |
|
0.382 |
121-15 |
|
LOW |
121-01 |
|
0.618 |
120-11 |
|
1.000 |
119-29 |
|
1.618 |
119-07 |
|
2.618 |
118-03 |
|
4.250 |
116-08 |
|
|
| Fisher Pivots for day following 07-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
121-19 |
121-12 |
| PP |
121-19 |
121-07 |
| S1 |
121-18 |
121-01 |
|