ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 21-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2023 |
21-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
119-00 |
119-07 |
0-07 |
0.2% |
120-25 |
| High |
119-28 |
119-10 |
-0-18 |
-0.5% |
121-09 |
| Low |
118-27 |
117-21 |
-1-06 |
-1.0% |
118-14 |
| Close |
119-07 |
117-28 |
-1-11 |
-1.1% |
119-07 |
| Range |
1-01 |
1-21 |
0-20 |
60.6% |
2-27 |
| ATR |
1-14 |
1-14 |
0-01 |
1.1% |
0-00 |
| Volume |
323,477 |
431,827 |
108,350 |
33.5% |
1,703,494 |
|
| Daily Pivots for day following 21-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-08 |
122-07 |
118-25 |
|
| R3 |
121-19 |
120-18 |
118-11 |
|
| R2 |
119-30 |
119-30 |
118-06 |
|
| R1 |
118-29 |
118-29 |
118-01 |
118-19 |
| PP |
118-09 |
118-09 |
118-09 |
118-04 |
| S1 |
117-08 |
117-08 |
117-23 |
116-30 |
| S2 |
116-20 |
116-20 |
117-18 |
|
| S3 |
114-31 |
115-19 |
117-13 |
|
| S4 |
113-10 |
113-30 |
116-31 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-06 |
126-17 |
120-25 |
|
| R3 |
125-11 |
123-22 |
120-00 |
|
| R2 |
122-16 |
122-16 |
119-24 |
|
| R1 |
120-27 |
120-27 |
119-15 |
120-08 |
| PP |
119-21 |
119-21 |
119-21 |
119-11 |
| S1 |
118-00 |
118-00 |
118-31 |
117-13 |
| S2 |
116-26 |
116-26 |
118-22 |
|
| S3 |
113-31 |
115-05 |
118-14 |
|
| S4 |
111-04 |
112-10 |
117-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-23 |
117-21 |
3-02 |
2.6% |
1-10 |
1.1% |
7% |
False |
True |
372,561 |
| 10 |
123-22 |
117-21 |
6-01 |
5.1% |
1-12 |
1.2% |
4% |
False |
True |
353,845 |
| 20 |
126-10 |
117-21 |
8-21 |
7.3% |
1-16 |
1.3% |
3% |
False |
True |
383,063 |
| 40 |
128-26 |
117-21 |
11-05 |
9.5% |
1-13 |
1.2% |
2% |
False |
True |
355,644 |
| 60 |
129-16 |
117-21 |
11-27 |
10.0% |
1-14 |
1.2% |
2% |
False |
True |
344,909 |
| 80 |
133-08 |
117-21 |
15-19 |
13.2% |
1-14 |
1.2% |
1% |
False |
True |
272,873 |
| 100 |
134-15 |
117-21 |
16-26 |
14.3% |
1-12 |
1.2% |
1% |
False |
True |
218,311 |
| 120 |
134-15 |
117-21 |
16-26 |
14.3% |
1-14 |
1.2% |
1% |
False |
True |
181,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-11 |
|
2.618 |
123-21 |
|
1.618 |
122-00 |
|
1.000 |
120-31 |
|
0.618 |
120-11 |
|
HIGH |
119-10 |
|
0.618 |
118-22 |
|
0.500 |
118-16 |
|
0.382 |
118-09 |
|
LOW |
117-21 |
|
0.618 |
116-20 |
|
1.000 |
116-00 |
|
1.618 |
114-31 |
|
2.618 |
113-10 |
|
4.250 |
110-20 |
|
|
| Fisher Pivots for day following 21-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
118-16 |
118-24 |
| PP |
118-09 |
118-15 |
| S1 |
118-02 |
118-06 |
|