ECBOT 30 Year Treasury Bond Future September 2023
| Trading Metrics calculated at close of trading on 30-Aug-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2023 |
30-Aug-2023 |
Change |
Change % |
Previous Week |
| Open |
120-03 |
121-05 |
1-02 |
0.9% |
119-07 |
| High |
121-12 |
121-19 |
0-07 |
0.2% |
120-23 |
| Low |
119-19 |
120-19 |
1-00 |
0.8% |
117-18 |
| Close |
121-03 |
121-04 |
0-01 |
0.0% |
119-24 |
| Range |
1-25 |
1-00 |
-0-25 |
-43.9% |
3-05 |
| ATR |
1-13 |
1-12 |
-0-01 |
-2.0% |
0-00 |
| Volume |
441,348 |
92,154 |
-349,194 |
-79.1% |
2,875,861 |
|
| Daily Pivots for day following 30-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
124-03 |
123-20 |
121-22 |
|
| R3 |
123-03 |
122-20 |
121-13 |
|
| R2 |
122-03 |
122-03 |
121-10 |
|
| R1 |
121-20 |
121-20 |
121-07 |
121-12 |
| PP |
121-03 |
121-03 |
121-03 |
120-31 |
| S1 |
120-20 |
120-20 |
121-01 |
120-12 |
| S2 |
120-03 |
120-03 |
120-30 |
|
| S3 |
119-03 |
119-20 |
120-27 |
|
| S4 |
118-03 |
118-20 |
120-18 |
|
|
| Weekly Pivots for week ending 25-Aug-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
128-26 |
127-14 |
121-16 |
|
| R3 |
125-21 |
124-09 |
120-20 |
|
| R2 |
122-16 |
122-16 |
120-11 |
|
| R1 |
121-04 |
121-04 |
120-01 |
121-26 |
| PP |
119-11 |
119-11 |
119-11 |
119-22 |
| S1 |
117-31 |
117-31 |
119-15 |
118-21 |
| S2 |
116-06 |
116-06 |
119-05 |
|
| S3 |
113-01 |
114-26 |
118-28 |
|
| S4 |
109-28 |
111-21 |
118-00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
121-19 |
119-05 |
2-14 |
2.0% |
1-05 |
1.0% |
81% |
True |
False |
526,161 |
| 10 |
121-19 |
117-18 |
4-01 |
3.3% |
1-08 |
1.0% |
88% |
True |
False |
471,930 |
| 20 |
123-22 |
117-18 |
6-04 |
5.1% |
1-13 |
1.2% |
58% |
False |
False |
425,674 |
| 40 |
127-24 |
117-18 |
10-06 |
8.4% |
1-12 |
1.1% |
35% |
False |
False |
384,290 |
| 60 |
128-26 |
117-18 |
11-08 |
9.3% |
1-14 |
1.2% |
32% |
False |
False |
363,298 |
| 80 |
132-13 |
117-18 |
14-27 |
12.3% |
1-13 |
1.2% |
24% |
False |
False |
317,536 |
| 100 |
133-16 |
117-18 |
15-30 |
13.2% |
1-12 |
1.1% |
22% |
False |
False |
254,111 |
| 120 |
134-15 |
117-18 |
16-29 |
14.0% |
1-14 |
1.2% |
21% |
False |
False |
211,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
125-27 |
|
2.618 |
124-07 |
|
1.618 |
123-07 |
|
1.000 |
122-19 |
|
0.618 |
122-07 |
|
HIGH |
121-19 |
|
0.618 |
121-07 |
|
0.500 |
121-03 |
|
0.382 |
120-31 |
|
LOW |
120-19 |
|
0.618 |
119-31 |
|
1.000 |
119-19 |
|
1.618 |
118-31 |
|
2.618 |
117-31 |
|
4.250 |
116-11 |
|
|
| Fisher Pivots for day following 30-Aug-2023 |
| Pivot |
1 day |
3 day |
| R1 |
121-04 |
120-30 |
| PP |
121-03 |
120-25 |
| S1 |
121-03 |
120-19 |
|