ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 23-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2023 |
23-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
117-30 |
118-13 |
0-15 |
0.4% |
120-25 |
| High |
118-16 |
120-15 |
1-31 |
1.7% |
121-09 |
| Low |
117-18 |
118-12 |
0-26 |
0.7% |
118-14 |
| Close |
118-11 |
120-07 |
1-28 |
1.6% |
119-07 |
| Range |
0-30 |
2-03 |
1-05 |
123.3% |
2-27 |
| ATR |
1-13 |
1-15 |
0-02 |
3.6% |
0-00 |
| Volume |
379,429 |
569,778 |
190,349 |
50.2% |
1,703,494 |
|
| Daily Pivots for day following 23-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-31 |
125-06 |
121-12 |
|
| R3 |
123-28 |
123-03 |
120-25 |
|
| R2 |
121-25 |
121-25 |
120-19 |
|
| R1 |
121-00 |
121-00 |
120-13 |
121-12 |
| PP |
119-22 |
119-22 |
119-22 |
119-28 |
| S1 |
118-29 |
118-29 |
120-01 |
119-10 |
| S2 |
117-19 |
117-19 |
119-27 |
|
| S3 |
115-16 |
116-26 |
119-21 |
|
| S4 |
113-13 |
114-23 |
119-02 |
|
|
| 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 |
120-15 |
117-18 |
2-29 |
2.4% |
1-12 |
1.1% |
91% |
True |
False |
417,700 |
| 10 |
123-22 |
117-18 |
6-04 |
5.1% |
1-13 |
1.2% |
43% |
False |
False |
387,442 |
| 20 |
126-10 |
117-18 |
8-24 |
7.3% |
1-18 |
1.3% |
30% |
False |
False |
401,818 |
| 40 |
128-13 |
117-18 |
10-27 |
9.0% |
1-14 |
1.2% |
24% |
False |
False |
365,251 |
| 60 |
129-16 |
117-18 |
11-30 |
9.9% |
1-15 |
1.2% |
22% |
False |
False |
350,238 |
| 80 |
133-08 |
117-18 |
15-22 |
13.0% |
1-14 |
1.2% |
17% |
False |
False |
284,733 |
| 100 |
134-15 |
117-18 |
16-29 |
14.1% |
1-12 |
1.1% |
16% |
False |
False |
227,803 |
| 120 |
134-15 |
117-18 |
16-29 |
14.1% |
1-14 |
1.2% |
16% |
False |
False |
189,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-12 |
|
2.618 |
125-30 |
|
1.618 |
123-27 |
|
1.000 |
122-18 |
|
0.618 |
121-24 |
|
HIGH |
120-15 |
|
0.618 |
119-21 |
|
0.500 |
119-14 |
|
0.382 |
119-06 |
|
LOW |
118-12 |
|
0.618 |
117-03 |
|
1.000 |
116-09 |
|
1.618 |
115-00 |
|
2.618 |
112-29 |
|
4.250 |
109-15 |
|
|
| Fisher Pivots for day following 23-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-30 |
119-26 |
| PP |
119-22 |
119-13 |
| S1 |
119-14 |
119-00 |
|