ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 18-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2023 |
18-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
119-15 |
119-00 |
-0-15 |
-0.4% |
120-25 |
| High |
119-19 |
119-28 |
0-09 |
0.2% |
121-09 |
| Low |
118-14 |
118-27 |
0-13 |
0.3% |
118-14 |
| Close |
118-21 |
119-07 |
0-18 |
0.5% |
119-07 |
| Range |
1-05 |
1-01 |
-0-04 |
-10.8% |
2-27 |
| ATR |
1-14 |
1-14 |
-0-01 |
-1.1% |
0-00 |
| Volume |
383,991 |
323,477 |
-60,514 |
-15.8% |
1,703,494 |
|
| Daily Pivots for day following 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
122-13 |
121-27 |
119-25 |
|
| R3 |
121-12 |
120-26 |
119-16 |
|
| R2 |
120-11 |
120-11 |
119-13 |
|
| R1 |
119-25 |
119-25 |
119-10 |
120-02 |
| PP |
119-10 |
119-10 |
119-10 |
119-14 |
| S1 |
118-24 |
118-24 |
119-04 |
119-01 |
| S2 |
118-09 |
118-09 |
119-01 |
|
| S3 |
117-08 |
117-23 |
118-30 |
|
| S4 |
116-07 |
116-22 |
118-21 |
|
|
| Weekly Pivots for week ending 18-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-06 |
126-17 |
120-25 |
|
| R3 |
125-11 |
123-22 |
120-00 |
|
| R2 |
122-16 |
122-16 |
119-24 |
|
| R1 |
120-27 |
120-27 |
119-15 |
120-08 |
| PP |
119-21 |
119-21 |
119-21 |
119-11 |
| S1 |
118-00 |
118-00 |
118-31 |
117-13 |
| S2 |
116-26 |
116-26 |
118-22 |
|
| S3 |
113-31 |
115-05 |
118-14 |
|
| S4 |
111-04 |
112-10 |
117-21 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-09 |
118-14 |
2-27 |
2.4% |
1-07 |
1.0% |
27% |
False |
False |
340,698 |
| 10 |
123-22 |
118-14 |
5-08 |
4.4% |
1-10 |
1.1% |
15% |
False |
False |
340,151 |
| 20 |
127-02 |
118-14 |
8-20 |
7.2% |
1-15 |
1.2% |
9% |
False |
False |
374,267 |
| 40 |
128-26 |
118-14 |
10-12 |
8.7% |
1-13 |
1.2% |
8% |
False |
False |
353,264 |
| 60 |
129-16 |
118-14 |
11-02 |
9.3% |
1-14 |
1.2% |
7% |
False |
False |
345,603 |
| 80 |
133-08 |
118-14 |
14-26 |
12.4% |
1-14 |
1.2% |
5% |
False |
False |
267,478 |
| 100 |
134-15 |
118-14 |
16-01 |
13.4% |
1-11 |
1.1% |
5% |
False |
False |
213,993 |
| 120 |
134-15 |
118-14 |
16-01 |
13.4% |
1-13 |
1.2% |
5% |
False |
False |
178,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
124-08 |
|
2.618 |
122-18 |
|
1.618 |
121-17 |
|
1.000 |
120-29 |
|
0.618 |
120-16 |
|
HIGH |
119-28 |
|
0.618 |
119-15 |
|
0.500 |
119-12 |
|
0.382 |
119-08 |
|
LOW |
118-27 |
|
0.618 |
118-07 |
|
1.000 |
117-26 |
|
1.618 |
117-06 |
|
2.618 |
116-05 |
|
4.250 |
114-15 |
|
|
| Fisher Pivots for day following 18-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
119-12 |
119-16 |
| PP |
119-10 |
119-13 |
| S1 |
119-08 |
119-10 |
|