ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 24-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2023 |
24-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
118-13 |
120-09 |
1-28 |
1.6% |
120-25 |
| High |
120-15 |
120-23 |
0-08 |
0.2% |
121-09 |
| Low |
118-12 |
119-22 |
1-10 |
1.1% |
118-14 |
| Close |
120-07 |
119-27 |
-0-12 |
-0.3% |
119-07 |
| Range |
2-03 |
1-01 |
-1-02 |
-50.7% |
2-27 |
| ATR |
1-15 |
1-14 |
-0-01 |
-2.1% |
0-00 |
| Volume |
569,778 |
812,118 |
242,340 |
42.5% |
1,703,494 |
|
| Daily Pivots for day following 24-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
123-06 |
122-17 |
120-13 |
|
| R3 |
122-05 |
121-16 |
120-04 |
|
| R2 |
121-04 |
121-04 |
120-01 |
|
| R1 |
120-15 |
120-15 |
119-30 |
120-09 |
| PP |
120-03 |
120-03 |
120-03 |
120-00 |
| S1 |
119-14 |
119-14 |
119-24 |
119-08 |
| S2 |
119-02 |
119-02 |
119-21 |
|
| S3 |
118-01 |
118-13 |
119-18 |
|
| S4 |
117-00 |
117-12 |
119-09 |
|
|
| 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 |
120-23 |
117-18 |
3-05 |
2.6% |
1-11 |
1.1% |
72% |
True |
False |
503,325 |
| 10 |
121-20 |
117-18 |
4-02 |
3.4% |
1-09 |
1.1% |
56% |
False |
False |
423,798 |
| 20 |
124-28 |
117-18 |
7-10 |
6.1% |
1-15 |
1.2% |
31% |
False |
False |
418,624 |
| 40 |
128-10 |
117-18 |
10-24 |
9.0% |
1-14 |
1.2% |
21% |
False |
False |
378,295 |
| 60 |
129-16 |
117-18 |
11-30 |
10.0% |
1-14 |
1.2% |
19% |
False |
False |
357,037 |
| 80 |
133-08 |
117-18 |
15-22 |
13.1% |
1-13 |
1.2% |
15% |
False |
False |
294,868 |
| 100 |
134-15 |
117-18 |
16-29 |
14.1% |
1-12 |
1.1% |
13% |
False |
False |
235,924 |
| 120 |
134-15 |
117-18 |
16-29 |
14.1% |
1-14 |
1.2% |
13% |
False |
False |
196,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-03 |
|
2.618 |
123-13 |
|
1.618 |
122-12 |
|
1.000 |
121-24 |
|
0.618 |
121-11 |
|
HIGH |
120-23 |
|
0.618 |
120-10 |
|
0.500 |
120-06 |
|
0.382 |
120-03 |
|
LOW |
119-22 |
|
0.618 |
119-02 |
|
1.000 |
118-21 |
|
1.618 |
118-01 |
|
2.618 |
117-00 |
|
4.250 |
115-10 |
|
|
| Fisher Pivots for day following 24-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
120-06 |
119-20 |
| PP |
120-03 |
119-12 |
| S1 |
119-31 |
119-04 |
|