ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 22-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2023 |
22-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
119-07 |
117-30 |
-1-09 |
-1.1% |
120-25 |
| High |
119-10 |
118-16 |
-0-26 |
-0.7% |
121-09 |
| Low |
117-21 |
117-18 |
-0-03 |
-0.1% |
118-14 |
| Close |
117-28 |
118-11 |
0-15 |
0.4% |
119-07 |
| Range |
1-21 |
0-30 |
-0-23 |
-43.4% |
2-27 |
| ATR |
1-14 |
1-13 |
-0-01 |
-2.5% |
0-00 |
| Volume |
431,827 |
379,429 |
-52,398 |
-12.1% |
1,703,494 |
|
| Daily Pivots for day following 22-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
120-30 |
120-19 |
118-28 |
|
| R3 |
120-00 |
119-21 |
118-19 |
|
| R2 |
119-02 |
119-02 |
118-16 |
|
| R1 |
118-23 |
118-23 |
118-14 |
118-28 |
| PP |
118-04 |
118-04 |
118-04 |
118-07 |
| S1 |
117-25 |
117-25 |
118-08 |
117-30 |
| S2 |
117-06 |
117-06 |
118-06 |
|
| S3 |
116-08 |
116-27 |
118-03 |
|
| S4 |
115-10 |
115-29 |
117-26 |
|
|
| 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 |
120-19 |
117-18 |
3-01 |
2.6% |
1-08 |
1.1% |
26% |
False |
True |
380,925 |
| 10 |
123-22 |
117-18 |
6-04 |
5.2% |
1-09 |
1.1% |
13% |
False |
True |
357,041 |
| 20 |
126-10 |
117-18 |
8-24 |
7.4% |
1-16 |
1.3% |
9% |
False |
True |
387,961 |
| 40 |
128-18 |
117-18 |
11-00 |
9.3% |
1-13 |
1.2% |
7% |
False |
True |
358,583 |
| 60 |
129-16 |
117-18 |
11-30 |
10.1% |
1-14 |
1.2% |
7% |
False |
True |
345,224 |
| 80 |
133-08 |
117-18 |
15-22 |
13.3% |
1-14 |
1.2% |
5% |
False |
True |
277,615 |
| 100 |
134-15 |
117-18 |
16-29 |
14.3% |
1-12 |
1.2% |
5% |
False |
True |
222,106 |
| 120 |
134-15 |
117-18 |
16-29 |
14.3% |
1-14 |
1.2% |
5% |
False |
True |
185,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
122-16 |
|
2.618 |
120-31 |
|
1.618 |
120-01 |
|
1.000 |
119-14 |
|
0.618 |
119-03 |
|
HIGH |
118-16 |
|
0.618 |
118-05 |
|
0.500 |
118-01 |
|
0.382 |
117-29 |
|
LOW |
117-18 |
|
0.618 |
116-31 |
|
1.000 |
116-20 |
|
1.618 |
116-01 |
|
2.618 |
115-03 |
|
4.250 |
113-18 |
|
|
| Fisher Pivots for day following 22-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
118-08 |
118-23 |
| PP |
118-04 |
118-19 |
| S1 |
118-01 |
118-15 |
|