ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 04-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2023 |
04-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
122-05 |
120-18 |
-1-19 |
-1.3% |
124-14 |
| High |
122-08 |
122-09 |
0-01 |
0.0% |
124-28 |
| Low |
120-03 |
119-25 |
-0-10 |
-0.3% |
119-25 |
| Close |
120-11 |
122-00 |
1-21 |
1.4% |
122-00 |
| Range |
2-05 |
2-16 |
0-11 |
15.9% |
5-03 |
| ATR |
1-15 |
1-17 |
0-02 |
5.1% |
0-00 |
| Volume |
603,295 |
496,840 |
-106,455 |
-17.6% |
2,380,775 |
|
| Daily Pivots for day following 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-27 |
127-30 |
123-12 |
|
| R3 |
126-11 |
125-14 |
122-22 |
|
| R2 |
123-27 |
123-27 |
122-15 |
|
| R1 |
122-30 |
122-30 |
122-07 |
123-12 |
| PP |
121-11 |
121-11 |
121-11 |
121-19 |
| S1 |
120-14 |
120-14 |
121-25 |
120-28 |
| S2 |
118-27 |
118-27 |
121-17 |
|
| S3 |
116-11 |
117-30 |
121-10 |
|
| S4 |
113-27 |
115-14 |
120-20 |
|
|
| Weekly Pivots for week ending 04-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137-16 |
134-27 |
124-26 |
|
| R3 |
132-13 |
129-24 |
123-13 |
|
| R2 |
127-10 |
127-10 |
122-30 |
|
| R1 |
124-21 |
124-21 |
122-15 |
123-14 |
| PP |
122-07 |
122-07 |
122-07 |
121-20 |
| S1 |
119-18 |
119-18 |
121-17 |
118-11 |
| S2 |
117-04 |
117-04 |
121-02 |
|
| S3 |
112-01 |
114-15 |
120-19 |
|
| S4 |
106-30 |
109-12 |
119-06 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
124-28 |
119-25 |
5-03 |
4.2% |
1-28 |
1.5% |
44% |
False |
True |
476,155 |
| 10 |
127-02 |
119-25 |
7-09 |
6.0% |
1-20 |
1.3% |
30% |
False |
True |
408,384 |
| 20 |
127-24 |
119-25 |
7-31 |
6.5% |
1-13 |
1.2% |
28% |
False |
True |
357,812 |
| 40 |
128-26 |
119-25 |
9-01 |
7.4% |
1-15 |
1.2% |
25% |
False |
True |
346,741 |
| 60 |
132-13 |
119-25 |
12-20 |
10.3% |
1-14 |
1.2% |
18% |
False |
True |
299,635 |
| 80 |
133-16 |
119-25 |
13-23 |
11.2% |
1-13 |
1.1% |
16% |
False |
True |
224,971 |
| 100 |
134-15 |
119-25 |
14-22 |
12.0% |
1-13 |
1.2% |
15% |
False |
True |
179,978 |
| 120 |
134-15 |
119-25 |
14-22 |
12.0% |
1-10 |
1.1% |
15% |
False |
True |
149,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-29 |
|
2.618 |
128-26 |
|
1.618 |
126-10 |
|
1.000 |
124-25 |
|
0.618 |
123-26 |
|
HIGH |
122-09 |
|
0.618 |
121-10 |
|
0.500 |
121-01 |
|
0.382 |
120-24 |
|
LOW |
119-25 |
|
0.618 |
118-08 |
|
1.000 |
117-09 |
|
1.618 |
115-24 |
|
2.618 |
113-08 |
|
4.250 |
109-05 |
|
|
| Fisher Pivots for day following 04-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
121-22 |
121-28 |
| PP |
121-11 |
121-23 |
| S1 |
121-01 |
121-19 |
|