ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 29-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2023 |
29-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
119-28 |
120-03 |
0-07 |
0.2% |
119-07 |
| High |
120-14 |
121-12 |
0-30 |
0.8% |
120-23 |
| Low |
119-19 |
119-19 |
0-00 |
0.0% |
117-18 |
| Close |
119-30 |
121-03 |
1-05 |
1.0% |
119-24 |
| Range |
0-27 |
1-25 |
0-30 |
111.1% |
3-05 |
| ATR |
1-12 |
1-13 |
0-01 |
2.2% |
0-00 |
| Volume |
602,477 |
441,348 |
-161,129 |
-26.7% |
2,875,861 |
|
| Daily Pivots for day following 29-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
126-01 |
125-11 |
122-02 |
|
| R3 |
124-08 |
123-18 |
121-19 |
|
| R2 |
122-15 |
122-15 |
121-13 |
|
| R1 |
121-25 |
121-25 |
121-08 |
122-04 |
| PP |
120-22 |
120-22 |
120-22 |
120-28 |
| S1 |
120-00 |
120-00 |
120-30 |
120-11 |
| S2 |
118-29 |
118-29 |
120-25 |
|
| S3 |
117-04 |
118-07 |
120-19 |
|
| S4 |
115-11 |
116-14 |
120-04 |
|
|
| 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 |
121-12 |
118-12 |
3-00 |
2.5% |
1-12 |
1.1% |
91% |
True |
False |
621,686 |
| 10 |
121-12 |
117-18 |
3-26 |
3.1% |
1-10 |
1.1% |
93% |
True |
False |
501,305 |
| 20 |
123-22 |
117-18 |
6-04 |
5.1% |
1-15 |
1.2% |
58% |
False |
False |
445,347 |
| 40 |
127-24 |
117-18 |
10-06 |
8.4% |
1-13 |
1.2% |
35% |
False |
False |
391,843 |
| 60 |
128-26 |
117-18 |
11-08 |
9.3% |
1-14 |
1.2% |
31% |
False |
False |
366,552 |
| 80 |
132-13 |
117-18 |
14-27 |
12.3% |
1-13 |
1.2% |
24% |
False |
False |
316,394 |
| 100 |
133-16 |
117-18 |
15-30 |
13.2% |
1-12 |
1.1% |
22% |
False |
False |
253,189 |
| 120 |
134-15 |
117-18 |
16-29 |
14.0% |
1-14 |
1.2% |
21% |
False |
False |
210,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
128-30 |
|
2.618 |
126-01 |
|
1.618 |
124-08 |
|
1.000 |
123-05 |
|
0.618 |
122-15 |
|
HIGH |
121-12 |
|
0.618 |
120-22 |
|
0.500 |
120-16 |
|
0.382 |
120-09 |
|
LOW |
119-19 |
|
0.618 |
118-16 |
|
1.000 |
117-26 |
|
1.618 |
116-23 |
|
2.618 |
114-30 |
|
4.250 |
112-01 |
|
|
| Fisher Pivots for day following 29-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
120-28 |
120-26 |
| PP |
120-22 |
120-17 |
| S1 |
120-16 |
120-08 |
|