ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 20-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2023 |
20-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
126-25 |
127-17 |
0-24 |
0.6% |
123-17 |
| High |
127-24 |
127-20 |
-0-04 |
-0.1% |
127-06 |
| Low |
126-22 |
125-29 |
-0-25 |
-0.6% |
122-30 |
| Close |
127-22 |
126-06 |
-1-16 |
-1.2% |
126-14 |
| Range |
1-02 |
1-23 |
0-21 |
61.8% |
4-08 |
| ATR |
1-11 |
1-12 |
0-01 |
2.3% |
0-00 |
| Volume |
351,095 |
339,469 |
-11,626 |
-3.3% |
1,637,265 |
|
| Daily Pivots for day following 20-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
131-23 |
130-22 |
127-04 |
|
| R3 |
130-00 |
128-31 |
126-21 |
|
| R2 |
128-09 |
128-09 |
126-16 |
|
| R1 |
127-08 |
127-08 |
126-11 |
126-29 |
| PP |
126-18 |
126-18 |
126-18 |
126-13 |
| S1 |
125-17 |
125-17 |
126-01 |
125-06 |
| S2 |
124-27 |
124-27 |
125-28 |
|
| S3 |
123-04 |
123-26 |
125-23 |
|
| S4 |
121-13 |
122-03 |
125-08 |
|
|
| 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 |
125-29 |
1-27 |
1.5% |
1-05 |
0.9% |
15% |
False |
True |
293,916 |
| 10 |
127-24 |
122-30 |
4-26 |
3.8% |
1-08 |
1.0% |
68% |
False |
False |
321,343 |
| 20 |
128-26 |
122-30 |
5-28 |
4.7% |
1-12 |
1.1% |
55% |
False |
False |
334,301 |
| 40 |
129-16 |
122-30 |
6-18 |
5.2% |
1-14 |
1.1% |
50% |
False |
False |
334,238 |
| 60 |
133-08 |
122-30 |
10-10 |
8.2% |
1-13 |
1.1% |
32% |
False |
False |
227,787 |
| 80 |
134-15 |
122-30 |
11-17 |
9.1% |
1-10 |
1.0% |
28% |
False |
False |
170,849 |
| 100 |
134-15 |
122-30 |
11-17 |
9.1% |
1-13 |
1.1% |
28% |
False |
False |
136,681 |
| 120 |
134-15 |
122-30 |
11-17 |
9.1% |
1-06 |
0.9% |
28% |
False |
False |
113,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
134-30 |
|
2.618 |
132-04 |
|
1.618 |
130-13 |
|
1.000 |
129-11 |
|
0.618 |
128-22 |
|
HIGH |
127-20 |
|
0.618 |
126-31 |
|
0.500 |
126-24 |
|
0.382 |
126-18 |
|
LOW |
125-29 |
|
0.618 |
124-27 |
|
1.000 |
124-06 |
|
1.618 |
123-04 |
|
2.618 |
121-13 |
|
4.250 |
118-19 |
|
|
| Fisher Pivots for day following 20-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
126-24 |
126-26 |
| PP |
126-18 |
126-20 |
| S1 |
126-12 |
126-13 |
|