ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 13-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2023 |
13-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
124-15 |
125-21 |
1-06 |
1.0% |
126-24 |
| High |
126-00 |
127-02 |
1-02 |
0.8% |
127-24 |
| Low |
124-13 |
125-16 |
1-03 |
0.9% |
123-08 |
| Close |
125-25 |
127-00 |
1-07 |
1.0% |
123-24 |
| Range |
1-19 |
1-18 |
-0-01 |
-2.0% |
4-16 |
| ATR |
1-15 |
1-15 |
0-00 |
0.5% |
0-00 |
| Volume |
385,450 |
423,031 |
37,581 |
9.7% |
1,454,301 |
|
| Daily Pivots for day following 13-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-07 |
130-21 |
127-28 |
|
| R3 |
129-21 |
129-03 |
127-14 |
|
| R2 |
128-03 |
128-03 |
127-09 |
|
| R1 |
127-17 |
127-17 |
127-05 |
127-26 |
| PP |
126-17 |
126-17 |
126-17 |
126-21 |
| S1 |
125-31 |
125-31 |
126-27 |
126-08 |
| S2 |
124-31 |
124-31 |
126-23 |
|
| S3 |
123-13 |
124-13 |
126-18 |
|
| S4 |
121-27 |
122-27 |
126-04 |
|
|
| 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 |
127-02 |
122-30 |
4-04 |
3.2% |
1-10 |
1.0% |
98% |
True |
False |
348,770 |
| 10 |
128-10 |
122-30 |
5-12 |
4.2% |
1-18 |
1.2% |
76% |
False |
False |
373,769 |
| 20 |
128-26 |
122-30 |
5-28 |
4.6% |
1-15 |
1.2% |
69% |
False |
False |
342,024 |
| 40 |
130-18 |
122-30 |
7-20 |
6.0% |
1-14 |
1.1% |
53% |
False |
False |
304,093 |
| 60 |
133-08 |
122-30 |
10-10 |
8.1% |
1-12 |
1.1% |
39% |
False |
False |
203,302 |
| 80 |
134-15 |
122-30 |
11-17 |
9.1% |
1-11 |
1.1% |
35% |
False |
False |
152,480 |
| 100 |
134-15 |
122-30 |
11-17 |
9.1% |
1-11 |
1.1% |
35% |
False |
False |
121,985 |
| 120 |
134-15 |
122-30 |
11-17 |
9.1% |
1-05 |
0.9% |
35% |
False |
False |
101,655 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-22 |
|
2.618 |
131-05 |
|
1.618 |
129-19 |
|
1.000 |
128-20 |
|
0.618 |
128-01 |
|
HIGH |
127-02 |
|
0.618 |
126-15 |
|
0.500 |
126-09 |
|
0.382 |
126-03 |
|
LOW |
125-16 |
|
0.618 |
124-17 |
|
1.000 |
123-30 |
|
1.618 |
122-31 |
|
2.618 |
121-13 |
|
4.250 |
118-28 |
|
|
| Fisher Pivots for day following 13-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
126-24 |
126-16 |
| PP |
126-17 |
126-00 |
| S1 |
126-09 |
125-16 |
|