ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 10-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2023 |
10-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
124-05 |
123-17 |
-0-20 |
-0.5% |
126-24 |
| High |
124-15 |
124-11 |
-0-04 |
-0.1% |
127-24 |
| Low |
123-08 |
122-30 |
-0-10 |
-0.3% |
123-08 |
| Close |
123-24 |
124-02 |
0-10 |
0.3% |
123-24 |
| Range |
1-07 |
1-13 |
0-06 |
15.4% |
4-16 |
| ATR |
1-16 |
1-16 |
0-00 |
-0.5% |
0-00 |
| Volume |
387,043 |
306,741 |
-80,302 |
-20.7% |
1,454,301 |
|
| Daily Pivots for day following 10-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-00 |
127-14 |
124-27 |
|
| R3 |
126-19 |
126-01 |
124-14 |
|
| R2 |
125-06 |
125-06 |
124-10 |
|
| R1 |
124-20 |
124-20 |
124-06 |
124-29 |
| PP |
123-25 |
123-25 |
123-25 |
123-30 |
| S1 |
123-07 |
123-07 |
123-30 |
123-16 |
| S2 |
122-12 |
122-12 |
123-26 |
|
| S3 |
120-31 |
121-26 |
123-22 |
|
| S4 |
119-18 |
120-13 |
123-09 |
|
|
| 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 |
122-30 |
4-26 |
3.9% |
1-18 |
1.2% |
23% |
False |
True |
352,208 |
| 10 |
128-26 |
122-30 |
5-28 |
4.7% |
1-15 |
1.2% |
19% |
False |
True |
354,294 |
| 20 |
128-26 |
122-30 |
5-28 |
4.7% |
1-16 |
1.2% |
19% |
False |
True |
335,854 |
| 40 |
132-13 |
122-30 |
9-15 |
7.6% |
1-14 |
1.2% |
12% |
False |
True |
278,137 |
| 60 |
133-08 |
122-30 |
10-10 |
8.3% |
1-12 |
1.1% |
11% |
False |
True |
185,802 |
| 80 |
134-15 |
122-30 |
11-17 |
9.3% |
1-12 |
1.1% |
10% |
False |
True |
139,354 |
| 100 |
134-15 |
122-30 |
11-17 |
9.3% |
1-10 |
1.1% |
10% |
False |
True |
111,485 |
| 120 |
134-15 |
122-30 |
11-17 |
9.3% |
1-04 |
0.9% |
10% |
False |
True |
92,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-10 |
|
2.618 |
128-01 |
|
1.618 |
126-20 |
|
1.000 |
125-24 |
|
0.618 |
125-07 |
|
HIGH |
124-11 |
|
0.618 |
123-26 |
|
0.500 |
123-20 |
|
0.382 |
123-15 |
|
LOW |
122-30 |
|
0.618 |
122-02 |
|
1.000 |
121-17 |
|
1.618 |
120-21 |
|
2.618 |
119-08 |
|
4.250 |
116-31 |
|
|
| Fisher Pivots for day following 10-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
123-30 |
124-08 |
| PP |
123-25 |
124-06 |
| S1 |
123-20 |
124-04 |
|