ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 07-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2023 |
07-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
125-16 |
124-05 |
-1-11 |
-1.1% |
126-24 |
| High |
125-17 |
124-15 |
-1-02 |
-0.8% |
127-24 |
| Low |
123-19 |
123-08 |
-0-11 |
-0.3% |
123-08 |
| Close |
124-01 |
123-24 |
-0-09 |
-0.2% |
123-24 |
| Range |
1-30 |
1-07 |
-0-23 |
-37.1% |
4-16 |
| ATR |
1-17 |
1-16 |
-0-01 |
-1.4% |
0-00 |
| Volume |
414,981 |
387,043 |
-27,938 |
-6.7% |
1,454,301 |
|
| Daily Pivots for day following 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-15 |
126-27 |
124-13 |
|
| R3 |
126-08 |
125-20 |
124-03 |
|
| R2 |
125-01 |
125-01 |
123-31 |
|
| R1 |
124-13 |
124-13 |
123-28 |
124-04 |
| PP |
123-26 |
123-26 |
123-26 |
123-22 |
| S1 |
123-06 |
123-06 |
123-20 |
122-28 |
| S2 |
122-19 |
122-19 |
123-17 |
|
| S3 |
121-12 |
121-31 |
123-13 |
|
| S4 |
120-05 |
120-24 |
123-03 |
|
|
| Weekly Pivots for week ending 07-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-13 |
135-19 |
126-07 |
|
| R3 |
133-29 |
131-03 |
125-00 |
|
| R2 |
129-13 |
129-13 |
124-18 |
|
| R1 |
126-19 |
126-19 |
124-05 |
125-24 |
| PP |
124-29 |
124-29 |
124-29 |
124-16 |
| S1 |
122-03 |
122-03 |
123-11 |
121-08 |
| S2 |
120-13 |
120-13 |
122-30 |
|
| S3 |
115-29 |
117-19 |
122-16 |
|
| S4 |
111-13 |
113-03 |
121-09 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-24 |
123-08 |
4-16 |
3.6% |
1-19 |
1.3% |
11% |
False |
True |
388,825 |
| 10 |
128-26 |
123-08 |
5-18 |
4.5% |
1-16 |
1.2% |
9% |
False |
True |
357,282 |
| 20 |
128-26 |
123-08 |
5-18 |
4.5% |
1-17 |
1.2% |
9% |
False |
True |
335,670 |
| 40 |
132-13 |
123-08 |
9-05 |
7.4% |
1-14 |
1.2% |
5% |
False |
True |
270,546 |
| 60 |
133-16 |
123-08 |
10-08 |
8.3% |
1-13 |
1.1% |
5% |
False |
True |
180,691 |
| 80 |
134-15 |
123-08 |
11-07 |
9.1% |
1-13 |
1.1% |
4% |
False |
True |
135,520 |
| 100 |
134-15 |
123-04 |
11-11 |
9.2% |
1-10 |
1.1% |
6% |
False |
False |
108,417 |
| 120 |
134-15 |
123-04 |
11-11 |
9.2% |
1-04 |
0.9% |
6% |
False |
False |
90,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
129-21 |
|
2.618 |
127-21 |
|
1.618 |
126-14 |
|
1.000 |
125-22 |
|
0.618 |
125-07 |
|
HIGH |
124-15 |
|
0.618 |
124-00 |
|
0.500 |
123-28 |
|
0.382 |
123-23 |
|
LOW |
123-08 |
|
0.618 |
122-16 |
|
1.000 |
122-01 |
|
1.618 |
121-09 |
|
2.618 |
120-02 |
|
4.250 |
118-02 |
|
|
| Fisher Pivots for day following 07-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
123-28 |
125-04 |
| PP |
123-26 |
124-21 |
| S1 |
123-25 |
124-07 |
|