ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 17-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2023 |
17-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
120-06 |
119-15 |
-0-23 |
-0.6% |
122-04 |
| High |
120-19 |
119-19 |
-1-00 |
-0.8% |
123-22 |
| Low |
119-03 |
118-14 |
-0-21 |
-0.6% |
120-21 |
| Close |
119-12 |
118-21 |
-0-23 |
-0.6% |
120-24 |
| Range |
1-16 |
1-05 |
-0-11 |
-22.9% |
3-01 |
| ATR |
1-15 |
1-14 |
-0-01 |
-1.5% |
0-00 |
| Volume |
385,904 |
383,991 |
-1,913 |
-0.5% |
1,698,021 |
|
| Daily Pivots for day following 17-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-12 |
121-21 |
119-09 |
|
| R3 |
121-07 |
120-16 |
118-31 |
|
| R2 |
120-02 |
120-02 |
118-28 |
|
| R1 |
119-11 |
119-11 |
118-24 |
119-04 |
| PP |
118-29 |
118-29 |
118-29 |
118-25 |
| S1 |
118-06 |
118-06 |
118-18 |
117-31 |
| S2 |
117-24 |
117-24 |
118-14 |
|
| S3 |
116-19 |
117-01 |
118-11 |
|
| S4 |
115-14 |
115-28 |
118-01 |
|
|
| 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 |
121-20 |
118-14 |
3-06 |
2.7% |
1-06 |
1.0% |
7% |
False |
True |
344,271 |
| 10 |
123-22 |
118-14 |
5-08 |
4.4% |
1-15 |
1.2% |
4% |
False |
True |
357,487 |
| 20 |
127-02 |
118-14 |
8-20 |
7.3% |
1-15 |
1.2% |
3% |
False |
True |
370,395 |
| 40 |
128-26 |
118-14 |
10-12 |
8.7% |
1-13 |
1.2% |
2% |
False |
True |
352,348 |
| 60 |
129-16 |
118-14 |
11-02 |
9.3% |
1-14 |
1.2% |
2% |
False |
True |
346,290 |
| 80 |
133-08 |
118-14 |
14-26 |
12.5% |
1-13 |
1.2% |
1% |
False |
True |
263,439 |
| 100 |
134-15 |
118-14 |
16-01 |
13.5% |
1-11 |
1.1% |
1% |
False |
True |
210,758 |
| 120 |
134-15 |
118-14 |
16-01 |
13.5% |
1-13 |
1.2% |
1% |
False |
True |
175,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-16 |
|
2.618 |
122-20 |
|
1.618 |
121-15 |
|
1.000 |
120-24 |
|
0.618 |
120-10 |
|
HIGH |
119-19 |
|
0.618 |
119-05 |
|
0.500 |
119-00 |
|
0.382 |
118-28 |
|
LOW |
118-14 |
|
0.618 |
117-23 |
|
1.000 |
117-09 |
|
1.618 |
116-18 |
|
2.618 |
115-13 |
|
4.250 |
113-17 |
|
|
| Fisher Pivots for day following 17-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-00 |
119-18 |
| PP |
118-29 |
119-09 |
| S1 |
118-25 |
118-31 |
|