ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 15-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2023 |
15-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
120-25 |
120-18 |
-0-07 |
-0.2% |
122-04 |
| High |
121-09 |
120-23 |
-0-18 |
-0.5% |
123-22 |
| Low |
120-06 |
119-14 |
-0-24 |
-0.6% |
120-21 |
| Close |
120-22 |
120-03 |
-0-19 |
-0.5% |
120-24 |
| Range |
1-03 |
1-09 |
0-06 |
17.1% |
3-01 |
| ATR |
1-15 |
1-15 |
0-00 |
-0.9% |
0-00 |
| Volume |
272,514 |
337,608 |
65,094 |
23.9% |
1,698,021 |
|
| Daily Pivots for day following 15-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-30 |
123-09 |
120-26 |
|
| R3 |
122-21 |
122-00 |
120-14 |
|
| R2 |
121-12 |
121-12 |
120-11 |
|
| R1 |
120-23 |
120-23 |
120-07 |
120-13 |
| PP |
120-03 |
120-03 |
120-03 |
119-30 |
| S1 |
119-14 |
119-14 |
119-31 |
119-04 |
| S2 |
118-26 |
118-26 |
119-27 |
|
| S3 |
117-17 |
118-05 |
119-24 |
|
| S4 |
116-08 |
116-28 |
119-12 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-25 |
128-26 |
122-13 |
|
| R3 |
127-24 |
125-25 |
121-19 |
|
| R2 |
124-23 |
124-23 |
121-10 |
|
| R1 |
122-24 |
122-24 |
121-01 |
122-07 |
| PP |
121-22 |
121-22 |
121-22 |
121-14 |
| S1 |
119-23 |
119-23 |
120-15 |
119-06 |
| S2 |
118-21 |
118-21 |
120-06 |
|
| S3 |
115-20 |
116-22 |
119-29 |
|
| S4 |
112-19 |
113-21 |
119-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-22 |
119-14 |
4-08 |
3.5% |
1-10 |
1.1% |
15% |
False |
True |
333,157 |
| 10 |
123-22 |
119-14 |
4-08 |
3.5% |
1-19 |
1.3% |
15% |
False |
True |
389,389 |
| 20 |
127-24 |
119-14 |
8-10 |
6.9% |
1-15 |
1.2% |
8% |
False |
True |
366,428 |
| 40 |
128-26 |
119-14 |
9-12 |
7.8% |
1-14 |
1.2% |
7% |
False |
True |
349,532 |
| 60 |
129-16 |
119-14 |
10-02 |
8.4% |
1-14 |
1.2% |
7% |
False |
True |
336,233 |
| 80 |
133-08 |
119-14 |
13-26 |
11.5% |
1-13 |
1.2% |
5% |
False |
True |
253,816 |
| 100 |
134-15 |
119-14 |
15-01 |
12.5% |
1-11 |
1.1% |
4% |
False |
True |
203,060 |
| 120 |
134-15 |
119-14 |
15-01 |
12.5% |
1-12 |
1.2% |
4% |
False |
True |
169,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-05 |
|
2.618 |
124-02 |
|
1.618 |
122-25 |
|
1.000 |
122-00 |
|
0.618 |
121-16 |
|
HIGH |
120-23 |
|
0.618 |
120-07 |
|
0.500 |
120-02 |
|
0.382 |
119-30 |
|
LOW |
119-14 |
|
0.618 |
118-21 |
|
1.000 |
118-05 |
|
1.618 |
117-12 |
|
2.618 |
116-03 |
|
4.250 |
114-00 |
|
|
| Fisher Pivots for day following 15-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
120-03 |
120-17 |
| PP |
120-03 |
120-12 |
| S1 |
120-02 |
120-08 |
|