ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 14-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2023 |
14-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
121-11 |
120-25 |
-0-18 |
-0.5% |
122-04 |
| High |
121-20 |
121-09 |
-0-11 |
-0.3% |
123-22 |
| Low |
120-21 |
120-06 |
-0-15 |
-0.4% |
120-21 |
| Close |
120-24 |
120-22 |
-0-02 |
-0.1% |
120-24 |
| Range |
0-31 |
1-03 |
0-04 |
12.9% |
3-01 |
| ATR |
1-16 |
1-15 |
-0-01 |
-2.0% |
0-00 |
| Volume |
341,338 |
272,514 |
-68,824 |
-20.2% |
1,698,021 |
|
| Daily Pivots for day following 14-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-00 |
123-14 |
121-09 |
|
| R3 |
122-29 |
122-11 |
121-00 |
|
| R2 |
121-26 |
121-26 |
120-28 |
|
| R1 |
121-08 |
121-08 |
120-25 |
121-00 |
| PP |
120-23 |
120-23 |
120-23 |
120-19 |
| S1 |
120-05 |
120-05 |
120-19 |
119-28 |
| S2 |
119-20 |
119-20 |
120-16 |
|
| S3 |
118-17 |
119-02 |
120-12 |
|
| S4 |
117-14 |
117-31 |
120-03 |
|
|
| 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 |
120-06 |
3-16 |
2.9% |
1-13 |
1.2% |
14% |
False |
True |
335,129 |
| 10 |
124-20 |
119-25 |
4-27 |
4.0% |
1-21 |
1.4% |
19% |
False |
False |
394,176 |
| 20 |
127-24 |
119-25 |
7-31 |
6.6% |
1-14 |
1.2% |
11% |
False |
False |
362,992 |
| 40 |
128-26 |
119-25 |
9-01 |
7.5% |
1-14 |
1.2% |
10% |
False |
False |
348,191 |
| 60 |
129-16 |
119-25 |
9-23 |
8.1% |
1-14 |
1.2% |
9% |
False |
False |
331,562 |
| 80 |
133-08 |
119-25 |
13-15 |
11.2% |
1-13 |
1.2% |
7% |
False |
False |
249,600 |
| 100 |
134-15 |
119-25 |
14-22 |
12.2% |
1-11 |
1.1% |
6% |
False |
False |
199,684 |
| 120 |
134-15 |
119-25 |
14-22 |
12.2% |
1-12 |
1.1% |
6% |
False |
False |
166,404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-30 |
|
2.618 |
124-05 |
|
1.618 |
123-02 |
|
1.000 |
122-12 |
|
0.618 |
121-31 |
|
HIGH |
121-09 |
|
0.618 |
120-28 |
|
0.500 |
120-24 |
|
0.382 |
120-19 |
|
LOW |
120-06 |
|
0.618 |
119-16 |
|
1.000 |
119-03 |
|
1.618 |
118-13 |
|
2.618 |
117-10 |
|
4.250 |
115-17 |
|
|
| Fisher Pivots for day following 14-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
120-24 |
121-30 |
| PP |
120-23 |
121-17 |
| S1 |
120-22 |
121-03 |
|