ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 28-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2023 |
28-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
125-30 |
124-00 |
-1-30 |
-1.5% |
126-08 |
| High |
126-10 |
124-21 |
-1-21 |
-1.3% |
127-02 |
| Low |
123-21 |
123-09 |
-0-12 |
-0.3% |
123-09 |
| Close |
123-28 |
124-08 |
0-12 |
0.3% |
124-08 |
| Range |
2-21 |
1-12 |
-1-09 |
-48.2% |
3-25 |
| ATR |
1-12 |
1-12 |
0-00 |
0.1% |
0-00 |
| Volume |
475,993 |
397,043 |
-78,950 |
-16.6% |
1,703,066 |
|
| Daily Pivots for day following 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-06 |
127-19 |
125-00 |
|
| R3 |
126-26 |
126-07 |
124-20 |
|
| R2 |
125-14 |
125-14 |
124-16 |
|
| R1 |
124-27 |
124-27 |
124-12 |
125-04 |
| PP |
124-02 |
124-02 |
124-02 |
124-07 |
| S1 |
123-15 |
123-15 |
124-04 |
123-24 |
| S2 |
122-22 |
122-22 |
124-00 |
|
| S3 |
121-10 |
122-03 |
123-28 |
|
| S4 |
119-30 |
120-23 |
123-16 |
|
|
| Weekly Pivots for week ending 28-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
136-07 |
134-00 |
126-11 |
|
| R3 |
132-14 |
130-07 |
125-09 |
|
| R2 |
128-21 |
128-21 |
124-30 |
|
| R1 |
126-14 |
126-14 |
124-19 |
125-21 |
| PP |
124-28 |
124-28 |
124-28 |
124-15 |
| S1 |
122-21 |
122-21 |
123-29 |
121-28 |
| S2 |
121-03 |
121-03 |
123-18 |
|
| S3 |
117-10 |
118-28 |
123-07 |
|
| S4 |
113-17 |
115-03 |
122-05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-02 |
123-09 |
3-25 |
3.0% |
1-12 |
1.1% |
26% |
False |
True |
340,613 |
| 10 |
127-24 |
123-09 |
4-15 |
3.6% |
1-08 |
1.0% |
22% |
False |
True |
313,821 |
| 20 |
127-24 |
122-30 |
4-26 |
3.9% |
1-11 |
1.1% |
27% |
False |
False |
335,980 |
| 40 |
129-16 |
122-30 |
6-18 |
5.3% |
1-14 |
1.1% |
20% |
False |
False |
323,280 |
| 60 |
133-08 |
122-30 |
10-10 |
8.3% |
1-12 |
1.1% |
13% |
False |
False |
260,206 |
| 80 |
134-15 |
122-30 |
11-17 |
9.3% |
1-10 |
1.1% |
11% |
False |
False |
195,212 |
| 100 |
134-15 |
122-30 |
11-17 |
9.3% |
1-14 |
1.1% |
11% |
False |
False |
156,172 |
| 120 |
134-15 |
122-30 |
11-17 |
9.3% |
1-08 |
1.0% |
11% |
False |
False |
130,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-16 |
|
2.618 |
128-08 |
|
1.618 |
126-28 |
|
1.000 |
126-01 |
|
0.618 |
125-16 |
|
HIGH |
124-21 |
|
0.618 |
124-04 |
|
0.500 |
123-31 |
|
0.382 |
123-26 |
|
LOW |
123-09 |
|
0.618 |
122-14 |
|
1.000 |
121-29 |
|
1.618 |
121-02 |
|
2.618 |
119-22 |
|
4.250 |
117-14 |
|
|
| Fisher Pivots for day following 28-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
124-05 |
124-26 |
| PP |
124-02 |
124-20 |
| S1 |
123-31 |
124-14 |
|