ECBOT 30 Year Treasury Bond Future March 2024
| 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 |
122-06 |
122-17 |
0-11 |
0.3% |
118-03 |
| High |
122-06 |
122-18 |
0-12 |
0.3% |
120-31 |
| Low |
121-24 |
122-09 |
0-17 |
0.4% |
118-03 |
| Close |
121-27 |
122-09 |
0-14 |
0.4% |
120-18 |
| Range |
0-14 |
0-09 |
-0-05 |
-35.7% |
2-28 |
| ATR |
0-25 |
0-25 |
0-00 |
-0.5% |
0-00 |
| Volume |
12 |
15 |
3 |
25.0% |
0 |
|
| Daily Pivots for day following 31-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-07 |
123-01 |
122-14 |
|
| R3 |
122-30 |
122-24 |
122-11 |
|
| R2 |
122-21 |
122-21 |
122-11 |
|
| R1 |
122-15 |
122-15 |
122-10 |
122-14 |
| PP |
122-12 |
122-12 |
122-12 |
122-11 |
| S1 |
122-06 |
122-06 |
122-08 |
122-04 |
| S2 |
122-03 |
122-03 |
122-07 |
|
| S3 |
121-26 |
121-29 |
122-07 |
|
| S4 |
121-17 |
121-20 |
122-04 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-16 |
127-13 |
122-05 |
|
| R3 |
125-20 |
124-17 |
121-11 |
|
| R2 |
122-24 |
122-24 |
121-03 |
|
| R1 |
121-21 |
121-21 |
120-26 |
122-06 |
| PP |
119-28 |
119-28 |
119-28 |
120-05 |
| S1 |
118-25 |
118-25 |
120-10 |
119-10 |
| S2 |
117-00 |
117-00 |
120-01 |
|
| S3 |
114-04 |
115-29 |
119-25 |
|
| S4 |
111-08 |
113-01 |
118-31 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
123-24 |
|
2.618 |
123-10 |
|
1.618 |
123-01 |
|
1.000 |
122-27 |
|
0.618 |
122-24 |
|
HIGH |
122-18 |
|
0.618 |
122-15 |
|
0.500 |
122-14 |
|
0.382 |
122-12 |
|
LOW |
122-09 |
|
0.618 |
122-03 |
|
1.000 |
122-00 |
|
1.618 |
121-26 |
|
2.618 |
121-17 |
|
4.250 |
121-03 |
|
|
| Fisher Pivots for day following 31-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
122-14 |
122-08 |
| PP |
122-12 |
122-06 |
| S1 |
122-10 |
122-05 |
|