ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 01-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2023 |
01-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
124-14 |
124-15 |
0-01 |
0.0% |
126-08 |
| High |
124-28 |
124-20 |
-0-08 |
-0.2% |
127-02 |
| Low |
123-26 |
122-26 |
-1-00 |
-0.8% |
123-09 |
| Close |
124-14 |
122-31 |
-1-15 |
-1.2% |
124-08 |
| Range |
1-02 |
1-26 |
0-24 |
70.6% |
3-25 |
| ATR |
1-11 |
1-12 |
0-01 |
2.5% |
0-00 |
| Volume |
409,545 |
385,474 |
-24,071 |
-5.9% |
1,703,066 |
|
| Daily Pivots for day following 01-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-29 |
127-24 |
123-31 |
|
| R3 |
127-03 |
125-30 |
123-15 |
|
| R2 |
125-09 |
125-09 |
123-10 |
|
| R1 |
124-04 |
124-04 |
123-04 |
123-26 |
| PP |
123-15 |
123-15 |
123-15 |
123-10 |
| S1 |
122-10 |
122-10 |
122-26 |
122-00 |
| S2 |
121-21 |
121-21 |
122-20 |
|
| S3 |
119-27 |
120-16 |
122-15 |
|
| S4 |
118-01 |
118-22 |
121-31 |
|
|
| 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 |
126-10 |
122-26 |
3-16 |
2.8% |
1-17 |
1.3% |
4% |
False |
True |
392,140 |
| 10 |
127-24 |
122-26 |
4-30 |
4.0% |
1-11 |
1.1% |
3% |
False |
True |
343,467 |
| 20 |
127-24 |
122-26 |
4-30 |
4.0% |
1-11 |
1.1% |
3% |
False |
True |
338,339 |
| 40 |
128-26 |
122-26 |
6-00 |
4.9% |
1-13 |
1.2% |
3% |
False |
True |
327,154 |
| 60 |
132-13 |
122-26 |
9-19 |
7.8% |
1-12 |
1.1% |
2% |
False |
True |
273,409 |
| 80 |
133-16 |
122-26 |
10-22 |
8.7% |
1-11 |
1.1% |
1% |
False |
True |
205,150 |
| 100 |
134-15 |
122-26 |
11-21 |
9.5% |
1-14 |
1.2% |
1% |
False |
True |
164,122 |
| 120 |
134-15 |
122-26 |
11-21 |
9.5% |
1-09 |
1.0% |
1% |
False |
True |
136,769 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-10 |
|
2.618 |
129-12 |
|
1.618 |
127-18 |
|
1.000 |
126-14 |
|
0.618 |
125-24 |
|
HIGH |
124-20 |
|
0.618 |
123-30 |
|
0.500 |
123-23 |
|
0.382 |
123-16 |
|
LOW |
122-26 |
|
0.618 |
121-22 |
|
1.000 |
121-00 |
|
1.618 |
119-28 |
|
2.618 |
118-02 |
|
4.250 |
115-04 |
|
|
| Fisher Pivots for day following 01-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
123-23 |
123-27 |
| PP |
123-15 |
123-18 |
| S1 |
123-07 |
123-08 |
|