ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 02-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2023 |
02-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
124-15 |
123-02 |
-1-13 |
-1.1% |
126-08 |
| High |
124-20 |
123-13 |
-1-07 |
-1.0% |
127-02 |
| Low |
122-26 |
121-20 |
-1-06 |
-1.0% |
123-09 |
| Close |
122-31 |
122-09 |
-0-22 |
-0.6% |
124-08 |
| Range |
1-26 |
1-25 |
-0-01 |
-1.7% |
3-25 |
| ATR |
1-12 |
1-13 |
0-01 |
2.1% |
0-00 |
| Volume |
385,474 |
485,621 |
100,147 |
26.0% |
1,703,066 |
|
| Daily Pivots for day following 02-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
127-25 |
126-26 |
123-08 |
|
| R3 |
126-00 |
125-01 |
122-25 |
|
| R2 |
124-07 |
124-07 |
122-19 |
|
| R1 |
123-08 |
123-08 |
122-14 |
122-27 |
| PP |
122-14 |
122-14 |
122-14 |
122-08 |
| S1 |
121-15 |
121-15 |
122-04 |
121-02 |
| S2 |
120-21 |
120-21 |
121-31 |
|
| S3 |
118-28 |
119-22 |
121-25 |
|
| S4 |
117-03 |
117-29 |
121-10 |
|
|
| 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 |
121-20 |
4-22 |
3.8% |
1-24 |
1.4% |
14% |
False |
True |
430,735 |
| 10 |
127-20 |
121-20 |
6-00 |
4.9% |
1-13 |
1.2% |
11% |
False |
True |
356,919 |
| 20 |
127-24 |
121-20 |
6-04 |
5.0% |
1-11 |
1.1% |
11% |
False |
True |
342,907 |
| 40 |
128-26 |
121-20 |
7-06 |
5.9% |
1-14 |
1.2% |
9% |
False |
True |
332,109 |
| 60 |
132-13 |
121-20 |
10-25 |
8.8% |
1-12 |
1.1% |
6% |
False |
True |
281,490 |
| 80 |
133-16 |
121-20 |
11-28 |
9.7% |
1-12 |
1.1% |
6% |
False |
True |
211,220 |
| 100 |
134-15 |
121-20 |
12-27 |
10.5% |
1-14 |
1.2% |
5% |
False |
True |
168,978 |
| 120 |
134-15 |
121-20 |
12-27 |
10.5% |
1-09 |
1.1% |
5% |
False |
True |
140,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
130-31 |
|
2.618 |
128-02 |
|
1.618 |
126-09 |
|
1.000 |
125-06 |
|
0.618 |
124-16 |
|
HIGH |
123-13 |
|
0.618 |
122-23 |
|
0.500 |
122-16 |
|
0.382 |
122-10 |
|
LOW |
121-20 |
|
0.618 |
120-17 |
|
1.000 |
119-27 |
|
1.618 |
118-24 |
|
2.618 |
116-31 |
|
4.250 |
114-02 |
|
|
| Fisher Pivots for day following 02-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
122-16 |
123-08 |
| PP |
122-14 |
122-30 |
| S1 |
122-12 |
122-19 |
|