ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 24-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2023 |
24-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
126-08 |
126-08 |
0-00 |
0.0% |
126-08 |
| High |
126-30 |
127-02 |
0-04 |
0.1% |
127-24 |
| Low |
126-04 |
125-29 |
-0-07 |
-0.2% |
125-29 |
| Close |
126-12 |
126-05 |
-0-07 |
-0.2% |
126-12 |
| Range |
0-26 |
1-05 |
0-11 |
42.3% |
1-27 |
| ATR |
1-11 |
1-11 |
0-00 |
-1.0% |
0-00 |
| Volume |
246,024 |
255,922 |
9,898 |
4.0% |
1,435,149 |
|
| Daily Pivots for day following 24-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-27 |
129-05 |
126-25 |
|
| R3 |
128-22 |
128-00 |
126-15 |
|
| R2 |
127-17 |
127-17 |
126-12 |
|
| R1 |
126-27 |
126-27 |
126-08 |
126-20 |
| PP |
126-12 |
126-12 |
126-12 |
126-08 |
| S1 |
125-22 |
125-22 |
126-02 |
125-14 |
| S2 |
125-07 |
125-07 |
125-30 |
|
| S3 |
124-02 |
124-17 |
125-27 |
|
| S4 |
122-29 |
123-12 |
125-17 |
|
|
| Weekly Pivots for week ending 21-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
132-07 |
131-04 |
127-12 |
|
| R3 |
130-12 |
129-09 |
126-28 |
|
| R2 |
128-17 |
128-17 |
126-23 |
|
| R1 |
127-14 |
127-14 |
126-17 |
128-00 |
| PP |
126-22 |
126-22 |
126-22 |
126-30 |
| S1 |
125-19 |
125-19 |
126-07 |
126-04 |
| S2 |
124-27 |
124-27 |
126-01 |
|
| S3 |
123-00 |
123-24 |
125-28 |
|
| S4 |
121-05 |
121-29 |
125-12 |
|
|
| 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% |
14% |
False |
True |
292,279 |
| 10 |
127-24 |
123-31 |
3-25 |
3.0% |
1-06 |
0.9% |
58% |
False |
False |
302,159 |
| 20 |
128-26 |
122-30 |
5-28 |
4.7% |
1-10 |
1.1% |
55% |
False |
False |
328,226 |
| 40 |
129-16 |
122-30 |
6-18 |
5.2% |
1-13 |
1.1% |
49% |
False |
False |
325,832 |
| 60 |
133-08 |
122-30 |
10-10 |
8.2% |
1-13 |
1.1% |
31% |
False |
False |
236,143 |
| 80 |
134-15 |
122-30 |
11-17 |
9.1% |
1-11 |
1.1% |
28% |
False |
False |
177,124 |
| 100 |
134-15 |
122-30 |
11-17 |
9.1% |
1-13 |
1.1% |
28% |
False |
False |
141,700 |
| 120 |
134-15 |
122-30 |
11-17 |
9.1% |
1-07 |
1.0% |
28% |
False |
False |
118,084 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-31 |
|
2.618 |
130-03 |
|
1.618 |
128-30 |
|
1.000 |
128-07 |
|
0.618 |
127-25 |
|
HIGH |
127-02 |
|
0.618 |
126-20 |
|
0.500 |
126-16 |
|
0.382 |
126-11 |
|
LOW |
125-29 |
|
0.618 |
125-06 |
|
1.000 |
124-24 |
|
1.618 |
124-01 |
|
2.618 |
122-28 |
|
4.250 |
121-00 |
|
|
| Fisher Pivots for day following 24-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
126-16 |
126-24 |
| PP |
126-12 |
126-18 |
| S1 |
126-08 |
126-12 |
|