ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
126-14 |
126-25 |
0-11 |
0.3% |
123-17 |
| High |
127-12 |
127-24 |
0-12 |
0.3% |
127-06 |
| Low |
126-13 |
126-22 |
0-09 |
0.2% |
122-30 |
| Close |
126-25 |
127-22 |
0-29 |
0.7% |
126-14 |
| Range |
0-31 |
1-02 |
0-03 |
9.7% |
4-08 |
| ATR |
1-12 |
1-11 |
-0-01 |
-1.6% |
0-00 |
| Volume |
268,887 |
351,095 |
82,208 |
30.6% |
1,637,265 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-18 |
130-06 |
128-09 |
|
| R3 |
129-16 |
129-04 |
127-31 |
|
| R2 |
128-14 |
128-14 |
127-28 |
|
| R1 |
128-02 |
128-02 |
127-25 |
128-08 |
| PP |
127-12 |
127-12 |
127-12 |
127-15 |
| S1 |
127-00 |
127-00 |
127-19 |
127-06 |
| S2 |
126-10 |
126-10 |
127-16 |
|
| S3 |
125-08 |
125-30 |
127-13 |
|
| S4 |
124-06 |
124-28 |
127-03 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-09 |
136-19 |
128-25 |
|
| R3 |
134-01 |
132-11 |
127-19 |
|
| R2 |
129-25 |
129-25 |
127-07 |
|
| R1 |
128-03 |
128-03 |
126-26 |
128-30 |
| PP |
125-17 |
125-17 |
125-17 |
125-30 |
| S1 |
123-27 |
123-27 |
126-02 |
124-22 |
| S2 |
121-09 |
121-09 |
125-21 |
|
| S3 |
117-01 |
119-19 |
125-09 |
|
| S4 |
112-25 |
115-11 |
124-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-24 |
125-16 |
2-08 |
1.8% |
1-04 |
0.9% |
97% |
True |
False |
310,629 |
| 10 |
127-24 |
122-30 |
4-26 |
3.8% |
1-08 |
1.0% |
99% |
True |
False |
328,894 |
| 20 |
128-26 |
122-30 |
5-28 |
4.6% |
1-12 |
1.1% |
81% |
False |
False |
332,770 |
| 40 |
129-16 |
122-30 |
6-18 |
5.1% |
1-13 |
1.1% |
72% |
False |
False |
328,431 |
| 60 |
133-08 |
122-30 |
10-10 |
8.1% |
1-13 |
1.1% |
46% |
False |
False |
222,129 |
| 80 |
134-15 |
122-30 |
11-17 |
9.0% |
1-10 |
1.0% |
41% |
False |
False |
166,606 |
| 100 |
134-15 |
122-30 |
11-17 |
9.0% |
1-12 |
1.1% |
41% |
False |
False |
133,286 |
| 120 |
134-15 |
122-30 |
11-17 |
9.0% |
1-06 |
0.9% |
41% |
False |
False |
111,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-08 |
|
2.618 |
130-17 |
|
1.618 |
129-15 |
|
1.000 |
128-26 |
|
0.618 |
128-13 |
|
HIGH |
127-24 |
|
0.618 |
127-11 |
|
0.500 |
127-07 |
|
0.382 |
127-03 |
|
LOW |
126-22 |
|
0.618 |
126-01 |
|
1.000 |
125-20 |
|
1.618 |
124-31 |
|
2.618 |
123-29 |
|
4.250 |
122-06 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-17 |
127-14 |
| PP |
127-12 |
127-05 |
| S1 |
127-07 |
126-28 |
|