ECBOT 30 Year Treasury Bond Future December 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 |
120-01 |
120-03 |
0-02 |
0.1% |
119-12 |
| High |
120-15 |
120-21 |
0-06 |
0.2% |
120-27 |
| Low |
119-12 |
119-26 |
0-14 |
0.4% |
117-24 |
| Close |
119-31 |
120-04 |
0-05 |
0.1% |
119-31 |
| Range |
1-03 |
0-27 |
-0-08 |
-22.9% |
3-03 |
| ATR |
1-11 |
1-10 |
-0-01 |
-2.6% |
0-00 |
| Volume |
425,892 |
497,092 |
71,200 |
16.7% |
1,273,314 |
|
| Daily Pivots for day following 28-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-23 |
122-09 |
120-19 |
|
| R3 |
121-28 |
121-14 |
120-11 |
|
| R2 |
121-01 |
121-01 |
120-09 |
|
| R1 |
120-19 |
120-19 |
120-06 |
120-26 |
| PP |
120-06 |
120-06 |
120-06 |
120-10 |
| S1 |
119-24 |
119-24 |
120-02 |
119-31 |
| S2 |
119-11 |
119-11 |
119-31 |
|
| S3 |
118-16 |
118-29 |
119-29 |
|
| S4 |
117-21 |
118-02 |
119-21 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-26 |
127-15 |
121-21 |
|
| R3 |
125-23 |
124-12 |
120-26 |
|
| R2 |
122-20 |
122-20 |
120-17 |
|
| R1 |
121-09 |
121-09 |
120-08 |
121-30 |
| PP |
119-17 |
119-17 |
119-17 |
119-27 |
| S1 |
118-06 |
118-06 |
119-22 |
118-28 |
| S2 |
116-14 |
116-14 |
119-13 |
|
| S3 |
113-11 |
115-03 |
119-04 |
|
| S4 |
110-08 |
112-00 |
118-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
120-27 |
117-24 |
3-03 |
2.6% |
1-06 |
1.0% |
77% |
False |
False |
335,865 |
| 10 |
120-29 |
117-24 |
3-05 |
2.6% |
1-08 |
1.0% |
75% |
False |
False |
190,113 |
| 20 |
124-27 |
117-24 |
7-03 |
5.9% |
1-13 |
1.2% |
33% |
False |
False |
97,557 |
| 40 |
128-00 |
117-24 |
10-08 |
8.5% |
1-09 |
1.1% |
23% |
False |
False |
48,875 |
| 60 |
128-27 |
117-24 |
11-03 |
9.2% |
1-02 |
0.9% |
21% |
False |
False |
32,585 |
| 80 |
132-20 |
117-24 |
14-28 |
12.4% |
0-28 |
0.7% |
16% |
False |
False |
24,439 |
| 100 |
133-31 |
117-24 |
16-07 |
13.5% |
0-22 |
0.6% |
15% |
False |
False |
19,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-08 |
|
2.618 |
122-28 |
|
1.618 |
122-01 |
|
1.000 |
121-16 |
|
0.618 |
121-06 |
|
HIGH |
120-21 |
|
0.618 |
120-11 |
|
0.500 |
120-08 |
|
0.382 |
120-04 |
|
LOW |
119-26 |
|
0.618 |
119-09 |
|
1.000 |
118-31 |
|
1.618 |
118-14 |
|
2.618 |
117-19 |
|
4.250 |
116-07 |
|
|
| Fisher Pivots for day following 28-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
120-08 |
120-04 |
| PP |
120-06 |
120-04 |
| S1 |
120-05 |
120-04 |
|