ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 16-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2023 |
16-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
120-18 |
120-06 |
-0-12 |
-0.3% |
122-04 |
| High |
120-23 |
120-19 |
-0-04 |
-0.1% |
123-22 |
| Low |
119-14 |
119-03 |
-0-11 |
-0.3% |
120-21 |
| Close |
120-03 |
119-12 |
-0-23 |
-0.6% |
120-24 |
| Range |
1-09 |
1-16 |
0-07 |
17.1% |
3-01 |
| ATR |
1-15 |
1-15 |
0-00 |
0.2% |
0-00 |
| Volume |
337,608 |
385,904 |
48,296 |
14.3% |
1,698,021 |
|
| Daily Pivots for day following 16-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-06 |
123-09 |
120-06 |
|
| R3 |
122-22 |
121-25 |
119-25 |
|
| R2 |
121-06 |
121-06 |
119-21 |
|
| R1 |
120-09 |
120-09 |
119-16 |
120-00 |
| PP |
119-22 |
119-22 |
119-22 |
119-17 |
| S1 |
118-25 |
118-25 |
119-08 |
118-16 |
| S2 |
118-06 |
118-06 |
119-03 |
|
| S3 |
116-22 |
117-09 |
118-31 |
|
| S4 |
115-06 |
115-25 |
118-18 |
|
|
| 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 |
119-03 |
4-19 |
3.8% |
1-14 |
1.2% |
6% |
False |
True |
357,185 |
| 10 |
123-22 |
119-03 |
4-19 |
3.8% |
1-18 |
1.3% |
6% |
False |
True |
379,418 |
| 20 |
127-20 |
119-03 |
8-17 |
7.1% |
1-16 |
1.2% |
3% |
False |
True |
368,169 |
| 40 |
128-26 |
119-03 |
9-23 |
8.1% |
1-14 |
1.2% |
3% |
False |
True |
350,469 |
| 60 |
129-16 |
119-03 |
10-13 |
8.7% |
1-14 |
1.2% |
3% |
False |
True |
341,677 |
| 80 |
133-08 |
119-03 |
14-05 |
11.9% |
1-13 |
1.2% |
2% |
False |
True |
258,639 |
| 100 |
134-15 |
119-03 |
15-12 |
12.9% |
1-11 |
1.1% |
2% |
False |
True |
206,919 |
| 120 |
134-15 |
119-03 |
15-12 |
12.9% |
1-13 |
1.2% |
2% |
False |
True |
172,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
126-31 |
|
2.618 |
124-17 |
|
1.618 |
123-01 |
|
1.000 |
122-03 |
|
0.618 |
121-17 |
|
HIGH |
120-19 |
|
0.618 |
120-01 |
|
0.500 |
119-27 |
|
0.382 |
119-21 |
|
LOW |
119-03 |
|
0.618 |
118-05 |
|
1.000 |
117-19 |
|
1.618 |
116-21 |
|
2.618 |
115-05 |
|
4.250 |
112-23 |
|
|
| Fisher Pivots for day following 16-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-27 |
120-06 |
| PP |
119-22 |
119-29 |
| S1 |
119-17 |
119-21 |
|