ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 11-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2023 |
11-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
122-26 |
121-11 |
-1-15 |
-1.2% |
122-04 |
| High |
123-22 |
121-20 |
-2-02 |
-1.7% |
123-22 |
| Low |
121-09 |
120-21 |
-0-20 |
-0.5% |
120-21 |
| Close |
121-22 |
120-24 |
-0-30 |
-0.8% |
120-24 |
| Range |
2-13 |
0-31 |
-1-14 |
-59.7% |
3-01 |
| ATR |
1-17 |
1-16 |
-0-01 |
-2.4% |
0-00 |
| Volume |
448,563 |
341,338 |
-107,225 |
-23.9% |
1,698,021 |
|
| Daily Pivots for day following 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-29 |
123-10 |
121-09 |
|
| R3 |
122-30 |
122-11 |
121-01 |
|
| R2 |
121-31 |
121-31 |
120-30 |
|
| R1 |
121-12 |
121-12 |
120-27 |
121-06 |
| PP |
121-00 |
121-00 |
121-00 |
120-30 |
| S1 |
120-13 |
120-13 |
120-21 |
120-07 |
| S2 |
120-01 |
120-01 |
120-18 |
|
| S3 |
119-02 |
119-14 |
120-15 |
|
| S4 |
118-03 |
118-15 |
120-07 |
|
|
| Weekly Pivots for week ending 11-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-25 |
128-26 |
122-13 |
|
| R3 |
127-24 |
125-25 |
121-19 |
|
| R2 |
124-23 |
124-23 |
121-10 |
|
| R1 |
122-24 |
122-24 |
121-01 |
122-07 |
| PP |
121-22 |
121-22 |
121-22 |
121-14 |
| S1 |
119-23 |
119-23 |
120-15 |
119-06 |
| S2 |
118-21 |
118-21 |
120-06 |
|
| S3 |
115-20 |
116-22 |
119-29 |
|
| S4 |
112-19 |
113-21 |
119-03 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
123-22 |
120-21 |
3-01 |
2.5% |
1-14 |
1.2% |
3% |
False |
True |
339,604 |
| 10 |
124-28 |
119-25 |
5-03 |
4.2% |
1-21 |
1.4% |
19% |
False |
False |
407,879 |
| 20 |
127-24 |
119-25 |
7-31 |
6.6% |
1-14 |
1.2% |
12% |
False |
False |
360,850 |
| 40 |
128-26 |
119-25 |
9-01 |
7.5% |
1-15 |
1.2% |
11% |
False |
False |
350,200 |
| 60 |
129-27 |
119-25 |
10-02 |
8.3% |
1-14 |
1.2% |
10% |
False |
False |
327,587 |
| 80 |
133-08 |
119-25 |
13-15 |
11.2% |
1-13 |
1.2% |
7% |
False |
False |
246,194 |
| 100 |
134-15 |
119-25 |
14-22 |
12.2% |
1-12 |
1.1% |
7% |
False |
False |
196,958 |
| 120 |
134-15 |
119-25 |
14-22 |
12.2% |
1-12 |
1.1% |
7% |
False |
False |
164,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-24 |
|
2.618 |
124-05 |
|
1.618 |
123-06 |
|
1.000 |
122-19 |
|
0.618 |
122-07 |
|
HIGH |
121-20 |
|
0.618 |
121-08 |
|
0.500 |
121-04 |
|
0.382 |
121-01 |
|
LOW |
120-21 |
|
0.618 |
120-02 |
|
1.000 |
119-22 |
|
1.618 |
119-03 |
|
2.618 |
118-04 |
|
4.250 |
116-17 |
|
|
| Fisher Pivots for day following 11-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
121-04 |
122-06 |
| PP |
121-00 |
121-22 |
| S1 |
120-28 |
121-07 |
|