ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 31-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2023 |
31-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
121-05 |
121-08 |
0-03 |
0.1% |
119-07 |
| High |
121-19 |
121-27 |
0-08 |
0.2% |
120-23 |
| Low |
120-19 |
121-02 |
0-15 |
0.4% |
117-18 |
| Close |
121-04 |
121-18 |
0-14 |
0.4% |
119-24 |
| Range |
1-00 |
0-25 |
-0-07 |
-21.9% |
3-05 |
| ATR |
1-12 |
1-10 |
-0-01 |
-3.1% |
0-00 |
| Volume |
92,154 |
5,921 |
-86,233 |
-93.6% |
2,875,861 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-27 |
123-15 |
122-00 |
|
| R3 |
123-02 |
122-22 |
121-25 |
|
| R2 |
122-09 |
122-09 |
121-23 |
|
| R1 |
121-29 |
121-29 |
121-20 |
122-03 |
| PP |
121-16 |
121-16 |
121-16 |
121-18 |
| S1 |
121-04 |
121-04 |
121-16 |
121-10 |
| S2 |
120-23 |
120-23 |
121-13 |
|
| S3 |
119-30 |
120-11 |
121-11 |
|
| S4 |
119-05 |
119-18 |
121-04 |
|
|
| 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 |
121-27 |
119-05 |
2-22 |
2.2% |
1-03 |
0.9% |
90% |
True |
False |
364,921 |
| 10 |
121-27 |
117-18 |
4-09 |
3.5% |
1-07 |
1.0% |
93% |
True |
False |
434,123 |
| 20 |
123-22 |
117-18 |
6-04 |
5.0% |
1-11 |
1.1% |
65% |
False |
False |
395,805 |
| 40 |
127-24 |
117-18 |
10-06 |
8.4% |
1-11 |
1.1% |
39% |
False |
False |
374,064 |
| 60 |
128-26 |
117-18 |
11-08 |
9.3% |
1-13 |
1.2% |
36% |
False |
False |
359,748 |
| 80 |
132-13 |
117-18 |
14-27 |
12.2% |
1-12 |
1.1% |
27% |
False |
False |
317,588 |
| 100 |
133-16 |
117-18 |
15-30 |
13.1% |
1-12 |
1.1% |
25% |
False |
False |
254,170 |
| 120 |
134-15 |
117-18 |
16-29 |
13.9% |
1-13 |
1.1% |
24% |
False |
False |
211,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-05 |
|
2.618 |
123-28 |
|
1.618 |
123-03 |
|
1.000 |
122-20 |
|
0.618 |
122-10 |
|
HIGH |
121-27 |
|
0.618 |
121-17 |
|
0.500 |
121-14 |
|
0.382 |
121-12 |
|
LOW |
121-02 |
|
0.618 |
120-19 |
|
1.000 |
120-09 |
|
1.618 |
119-26 |
|
2.618 |
119-01 |
|
4.250 |
117-24 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
121-17 |
121-09 |
| PP |
121-16 |
121-00 |
| S1 |
121-14 |
120-23 |
|