ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 09-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2023 |
09-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
121-13 |
122-12 |
0-31 |
0.8% |
124-14 |
| High |
123-05 |
123-01 |
-0-04 |
-0.1% |
124-28 |
| Low |
121-12 |
122-06 |
0-26 |
0.7% |
119-25 |
| Close |
122-14 |
122-24 |
0-10 |
0.3% |
122-00 |
| Range |
1-25 |
0-27 |
-0-30 |
-52.6% |
5-03 |
| ATR |
1-17 |
1-15 |
-0-02 |
-3.2% |
0-00 |
| Volume |
347,466 |
265,765 |
-81,701 |
-23.5% |
2,380,775 |
|
| Daily Pivots for day following 09-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
125-06 |
124-26 |
123-07 |
|
| R3 |
124-11 |
123-31 |
122-31 |
|
| R2 |
123-16 |
123-16 |
122-29 |
|
| R1 |
123-04 |
123-04 |
122-26 |
123-10 |
| PP |
122-21 |
122-21 |
122-21 |
122-24 |
| S1 |
122-09 |
122-09 |
122-22 |
122-15 |
| S2 |
121-26 |
121-26 |
122-19 |
|
| S3 |
120-31 |
121-14 |
122-17 |
|
| S4 |
120-04 |
120-19 |
122-09 |
|
|
| 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 |
123-05 |
119-25 |
3-12 |
2.7% |
1-22 |
1.4% |
88% |
False |
False |
401,651 |
| 10 |
126-10 |
119-25 |
6-17 |
5.3% |
1-23 |
1.4% |
45% |
False |
False |
416,193 |
| 20 |
127-24 |
119-25 |
7-31 |
6.5% |
1-13 |
1.1% |
37% |
False |
False |
356,529 |
| 40 |
128-26 |
119-25 |
9-01 |
7.4% |
1-15 |
1.2% |
33% |
False |
False |
347,922 |
| 60 |
130-30 |
119-25 |
11-05 |
9.1% |
1-13 |
1.2% |
27% |
False |
False |
314,593 |
| 80 |
133-08 |
119-25 |
13-15 |
11.0% |
1-12 |
1.1% |
22% |
False |
False |
236,322 |
| 100 |
134-15 |
119-25 |
14-22 |
12.0% |
1-12 |
1.1% |
20% |
False |
False |
189,059 |
| 120 |
134-15 |
119-25 |
14-22 |
12.0% |
1-11 |
1.1% |
20% |
False |
False |
157,551 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-20 |
|
2.618 |
125-08 |
|
1.618 |
124-13 |
|
1.000 |
123-28 |
|
0.618 |
123-18 |
|
HIGH |
123-01 |
|
0.618 |
122-23 |
|
0.500 |
122-20 |
|
0.382 |
122-16 |
|
LOW |
122-06 |
|
0.618 |
121-21 |
|
1.000 |
121-11 |
|
1.618 |
120-26 |
|
2.618 |
119-31 |
|
4.250 |
118-19 |
|
|
| Fisher Pivots for day following 09-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
122-22 |
122-17 |
| PP |
122-21 |
122-10 |
| S1 |
122-20 |
122-03 |
|