ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 10-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2023 |
10-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
122-12 |
122-26 |
0-14 |
0.4% |
124-14 |
| High |
123-01 |
123-22 |
0-21 |
0.5% |
124-28 |
| Low |
122-06 |
121-09 |
-0-29 |
-0.7% |
119-25 |
| Close |
122-24 |
121-22 |
-1-02 |
-0.9% |
122-00 |
| Range |
0-27 |
2-13 |
1-18 |
185.2% |
5-03 |
| ATR |
1-15 |
1-17 |
0-02 |
4.5% |
0-00 |
| Volume |
265,765 |
448,563 |
182,798 |
68.8% |
2,380,775 |
|
| Daily Pivots for day following 10-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-14 |
127-31 |
123-00 |
|
| R3 |
127-01 |
125-18 |
122-11 |
|
| R2 |
124-20 |
124-20 |
122-04 |
|
| R1 |
123-05 |
123-05 |
121-29 |
122-22 |
| PP |
122-07 |
122-07 |
122-07 |
122-00 |
| S1 |
120-24 |
120-24 |
121-15 |
120-09 |
| S2 |
119-26 |
119-26 |
121-08 |
|
| S3 |
117-13 |
118-11 |
121-01 |
|
| S4 |
115-00 |
115-30 |
120-12 |
|
|
| 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 |
123-22 |
119-25 |
3-29 |
3.2% |
1-23 |
1.4% |
49% |
True |
False |
370,704 |
| 10 |
124-28 |
119-25 |
5-03 |
4.2% |
1-22 |
1.4% |
37% |
False |
False |
413,450 |
| 20 |
127-24 |
119-25 |
7-31 |
6.5% |
1-14 |
1.2% |
24% |
False |
False |
357,806 |
| 40 |
128-26 |
119-25 |
9-01 |
7.4% |
1-15 |
1.2% |
21% |
False |
False |
349,915 |
| 60 |
130-18 |
119-25 |
10-25 |
8.9% |
1-14 |
1.2% |
18% |
False |
False |
321,997 |
| 80 |
133-08 |
119-25 |
13-15 |
11.1% |
1-13 |
1.2% |
14% |
False |
False |
241,928 |
| 100 |
134-15 |
119-25 |
14-22 |
12.1% |
1-12 |
1.1% |
13% |
False |
False |
193,545 |
| 120 |
134-15 |
119-25 |
14-22 |
12.1% |
1-12 |
1.1% |
13% |
False |
False |
161,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
133-29 |
|
2.618 |
130-00 |
|
1.618 |
127-19 |
|
1.000 |
126-03 |
|
0.618 |
125-06 |
|
HIGH |
123-22 |
|
0.618 |
122-25 |
|
0.500 |
122-16 |
|
0.382 |
122-06 |
|
LOW |
121-09 |
|
0.618 |
119-25 |
|
1.000 |
118-28 |
|
1.618 |
117-12 |
|
2.618 |
114-31 |
|
4.250 |
111-02 |
|
|
| Fisher Pivots for day following 10-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
122-16 |
122-16 |
| PP |
122-07 |
122-07 |
| S1 |
121-30 |
121-30 |
|