ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 12-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2023 |
12-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
124-02 |
124-15 |
0-13 |
0.3% |
126-24 |
| High |
124-24 |
126-00 |
1-08 |
1.0% |
127-24 |
| Low |
123-31 |
124-13 |
0-14 |
0.4% |
123-08 |
| Close |
124-12 |
125-25 |
1-13 |
1.1% |
123-24 |
| Range |
0-25 |
1-19 |
0-26 |
104.0% |
4-16 |
| ATR |
1-14 |
1-15 |
0-00 |
0.9% |
0-00 |
| Volume |
241,585 |
385,450 |
143,865 |
59.6% |
1,454,301 |
|
| Daily Pivots for day following 12-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-06 |
129-18 |
126-21 |
|
| R3 |
128-19 |
127-31 |
126-07 |
|
| R2 |
127-00 |
127-00 |
126-02 |
|
| R1 |
126-12 |
126-12 |
125-30 |
126-22 |
| PP |
125-13 |
125-13 |
125-13 |
125-18 |
| S1 |
124-25 |
124-25 |
125-20 |
125-03 |
| S2 |
123-26 |
123-26 |
125-16 |
|
| S3 |
122-07 |
123-06 |
125-11 |
|
| S4 |
120-20 |
121-19 |
124-29 |
|
|
| 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 |
126-00 |
122-30 |
3-02 |
2.4% |
1-12 |
1.1% |
93% |
True |
False |
347,160 |
| 10 |
128-13 |
122-30 |
5-15 |
4.3% |
1-16 |
1.2% |
52% |
False |
False |
360,504 |
| 20 |
128-26 |
122-30 |
5-28 |
4.7% |
1-16 |
1.2% |
48% |
False |
False |
339,314 |
| 40 |
130-30 |
122-30 |
8-00 |
6.4% |
1-14 |
1.1% |
36% |
False |
False |
293,624 |
| 60 |
133-08 |
122-30 |
10-10 |
8.2% |
1-12 |
1.1% |
28% |
False |
False |
196,252 |
| 80 |
134-15 |
122-30 |
11-17 |
9.2% |
1-11 |
1.1% |
25% |
False |
False |
147,192 |
| 100 |
134-15 |
122-30 |
11-17 |
9.2% |
1-11 |
1.1% |
25% |
False |
False |
117,755 |
| 120 |
134-15 |
122-30 |
11-17 |
9.2% |
1-05 |
0.9% |
25% |
False |
False |
98,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-25 |
|
2.618 |
130-06 |
|
1.618 |
128-19 |
|
1.000 |
127-19 |
|
0.618 |
127-00 |
|
HIGH |
126-00 |
|
0.618 |
125-13 |
|
0.500 |
125-06 |
|
0.382 |
125-00 |
|
LOW |
124-13 |
|
0.618 |
123-13 |
|
1.000 |
122-26 |
|
1.618 |
121-26 |
|
2.618 |
120-07 |
|
4.250 |
117-20 |
|
|
| Fisher Pivots for day following 12-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
125-19 |
125-11 |
| PP |
125-13 |
124-29 |
| S1 |
125-06 |
124-15 |
|