ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 28-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2023 |
28-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
119-26 |
119-28 |
0-02 |
0.1% |
119-07 |
| High |
120-09 |
120-14 |
0-05 |
0.1% |
120-23 |
| Low |
119-05 |
119-19 |
0-14 |
0.4% |
117-18 |
| Close |
119-24 |
119-30 |
0-06 |
0.2% |
119-24 |
| Range |
1-04 |
0-27 |
-0-09 |
-25.0% |
3-05 |
| ATR |
1-13 |
1-12 |
-0-01 |
-2.9% |
0-00 |
| Volume |
682,709 |
602,477 |
-80,232 |
-11.8% |
2,875,861 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-17 |
122-02 |
120-13 |
|
| R3 |
121-22 |
121-07 |
120-05 |
|
| R2 |
120-27 |
120-27 |
120-03 |
|
| R1 |
120-12 |
120-12 |
120-00 |
120-20 |
| PP |
120-00 |
120-00 |
120-00 |
120-03 |
| S1 |
119-17 |
119-17 |
119-28 |
119-24 |
| S2 |
119-05 |
119-05 |
119-25 |
|
| S3 |
118-10 |
118-22 |
119-23 |
|
| S4 |
117-15 |
117-27 |
119-15 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-26 |
127-14 |
121-16 |
|
| R3 |
125-21 |
124-09 |
120-20 |
|
| R2 |
122-16 |
122-16 |
120-11 |
|
| R1 |
121-04 |
121-04 |
120-01 |
121-26 |
| PP |
119-11 |
119-11 |
119-11 |
119-22 |
| S1 |
117-31 |
117-31 |
119-15 |
118-21 |
| S2 |
116-06 |
116-06 |
119-05 |
|
| S3 |
113-01 |
114-26 |
118-28 |
|
| S4 |
109-28 |
111-21 |
118-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-23 |
117-18 |
3-05 |
2.6% |
1-07 |
1.0% |
75% |
False |
False |
609,302 |
| 10 |
120-23 |
117-18 |
3-05 |
2.6% |
1-08 |
1.1% |
75% |
False |
False |
490,931 |
| 20 |
124-20 |
117-18 |
7-02 |
5.9% |
1-15 |
1.2% |
34% |
False |
False |
442,554 |
| 40 |
127-24 |
117-18 |
10-06 |
8.5% |
1-12 |
1.2% |
23% |
False |
False |
387,260 |
| 60 |
129-03 |
117-18 |
11-17 |
9.6% |
1-14 |
1.2% |
21% |
False |
False |
364,187 |
| 80 |
133-08 |
117-18 |
15-22 |
13.1% |
1-13 |
1.2% |
15% |
False |
False |
310,891 |
| 100 |
134-15 |
117-18 |
16-29 |
14.1% |
1-11 |
1.1% |
14% |
False |
False |
248,776 |
| 120 |
134-15 |
117-18 |
16-29 |
14.1% |
1-14 |
1.2% |
14% |
False |
False |
207,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-01 |
|
2.618 |
122-21 |
|
1.618 |
121-26 |
|
1.000 |
121-09 |
|
0.618 |
120-31 |
|
HIGH |
120-14 |
|
0.618 |
120-04 |
|
0.500 |
120-00 |
|
0.382 |
119-29 |
|
LOW |
119-19 |
|
0.618 |
119-02 |
|
1.000 |
118-24 |
|
1.618 |
118-07 |
|
2.618 |
117-12 |
|
4.250 |
116-00 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
120-00 |
119-30 |
| PP |
120-00 |
119-30 |
| S1 |
119-31 |
119-30 |
|