ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 05-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2023 |
05-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
126-24 |
126-25 |
0-01 |
0.0% |
127-30 |
| High |
127-24 |
127-00 |
-0-24 |
-0.6% |
128-26 |
| Low |
126-13 |
125-05 |
-1-08 |
-1.0% |
125-21 |
| Close |
126-20 |
125-08 |
-1-12 |
-1.1% |
126-29 |
| Range |
1-11 |
1-27 |
0-16 |
37.2% |
3-05 |
| ATR |
1-15 |
1-16 |
0-01 |
1.8% |
0-00 |
| Volume |
258,015 |
394,262 |
136,247 |
52.8% |
1,781,900 |
|
| Daily Pivots for day following 05-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-11 |
130-04 |
126-08 |
|
| R3 |
129-16 |
128-09 |
125-24 |
|
| R2 |
127-21 |
127-21 |
125-19 |
|
| R1 |
126-14 |
126-14 |
125-13 |
126-04 |
| PP |
125-26 |
125-26 |
125-26 |
125-20 |
| S1 |
124-19 |
124-19 |
125-03 |
124-09 |
| S2 |
123-31 |
123-31 |
124-29 |
|
| S3 |
122-04 |
122-24 |
124-24 |
|
| S4 |
120-09 |
120-29 |
124-08 |
|
|
| Weekly Pivots for week ending 30-Jun-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-19 |
134-29 |
128-21 |
|
| R3 |
133-14 |
131-24 |
127-25 |
|
| R2 |
130-09 |
130-09 |
127-16 |
|
| R1 |
128-19 |
128-19 |
127-06 |
127-28 |
| PP |
127-04 |
127-04 |
127-04 |
126-24 |
| S1 |
125-14 |
125-14 |
126-20 |
124-22 |
| S2 |
123-31 |
123-31 |
126-10 |
|
| S3 |
120-26 |
122-09 |
126-01 |
|
| S4 |
117-21 |
119-04 |
125-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
128-13 |
125-05 |
3-08 |
2.6% |
1-20 |
1.3% |
3% |
False |
True |
373,848 |
| 10 |
128-26 |
125-05 |
3-21 |
2.9% |
1-15 |
1.2% |
3% |
False |
True |
336,646 |
| 20 |
128-26 |
125-05 |
3-21 |
2.9% |
1-17 |
1.2% |
3% |
False |
True |
321,312 |
| 40 |
132-13 |
125-05 |
7-08 |
5.8% |
1-13 |
1.1% |
1% |
False |
True |
250,782 |
| 60 |
133-16 |
125-05 |
8-11 |
6.7% |
1-12 |
1.1% |
1% |
False |
True |
167,324 |
| 80 |
134-15 |
125-05 |
9-10 |
7.4% |
1-14 |
1.2% |
1% |
False |
True |
125,495 |
| 100 |
134-15 |
123-04 |
11-11 |
9.1% |
1-09 |
1.0% |
19% |
False |
False |
100,397 |
| 120 |
134-15 |
123-04 |
11-11 |
9.1% |
1-03 |
0.9% |
19% |
False |
False |
83,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-27 |
|
2.618 |
131-26 |
|
1.618 |
129-31 |
|
1.000 |
128-27 |
|
0.618 |
128-04 |
|
HIGH |
127-00 |
|
0.618 |
126-09 |
|
0.500 |
126-02 |
|
0.382 |
125-28 |
|
LOW |
125-05 |
|
0.618 |
124-01 |
|
1.000 |
123-10 |
|
1.618 |
122-06 |
|
2.618 |
120-11 |
|
4.250 |
117-10 |
|
|
| Fisher Pivots for day following 05-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
126-02 |
126-14 |
| PP |
125-26 |
126-02 |
| S1 |
125-17 |
125-21 |
|