ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 17-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2023 |
17-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
127-00 |
126-21 |
-0-11 |
-0.3% |
123-25 |
| High |
127-11 |
127-09 |
-0-02 |
0.0% |
127-11 |
| Low |
126-16 |
126-09 |
-0-07 |
-0.2% |
123-07 |
| Close |
126-22 |
126-26 |
0-04 |
0.1% |
126-22 |
| Range |
0-27 |
1-00 |
0-05 |
18.5% |
4-04 |
| ATR |
1-04 |
1-04 |
0-00 |
-0.9% |
0-00 |
| Volume |
144 |
10 |
-134 |
-93.1% |
298 |
|
| Daily Pivots for day following 17-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
129-25 |
129-10 |
127-12 |
|
| R3 |
128-25 |
128-10 |
127-03 |
|
| R2 |
127-25 |
127-25 |
127-00 |
|
| R1 |
127-10 |
127-10 |
126-29 |
127-18 |
| PP |
126-25 |
126-25 |
126-25 |
126-29 |
| S1 |
126-10 |
126-10 |
126-23 |
126-18 |
| S2 |
125-25 |
125-25 |
126-20 |
|
| S3 |
124-25 |
125-10 |
126-17 |
|
| S4 |
123-25 |
124-10 |
126-08 |
|
|
| Weekly Pivots for week ending 14-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
138-04 |
136-17 |
128-31 |
|
| R3 |
134-00 |
132-13 |
127-26 |
|
| R2 |
129-28 |
129-28 |
127-14 |
|
| R1 |
128-09 |
128-09 |
127-02 |
129-02 |
| PP |
125-24 |
125-24 |
125-24 |
126-05 |
| S1 |
124-05 |
124-05 |
126-10 |
124-30 |
| S2 |
121-20 |
121-20 |
125-30 |
|
| S3 |
117-16 |
120-01 |
125-18 |
|
| S4 |
113-12 |
115-29 |
124-13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
127-11 |
124-08 |
3-03 |
2.4% |
1-02 |
0.8% |
83% |
False |
False |
54 |
| 10 |
127-27 |
123-07 |
4-20 |
3.6% |
1-08 |
1.0% |
78% |
False |
False |
46 |
| 20 |
128-27 |
123-07 |
5-20 |
4.4% |
1-01 |
0.8% |
64% |
False |
False |
27 |
| 40 |
129-12 |
123-07 |
6-05 |
4.9% |
0-22 |
0.5% |
58% |
False |
False |
14 |
| 60 |
132-28 |
123-07 |
9-21 |
7.6% |
0-16 |
0.4% |
37% |
False |
False |
9 |
| 80 |
133-31 |
123-07 |
10-24 |
8.5% |
0-12 |
0.3% |
33% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
131-17 |
|
2.618 |
129-29 |
|
1.618 |
128-29 |
|
1.000 |
128-09 |
|
0.618 |
127-29 |
|
HIGH |
127-09 |
|
0.618 |
126-29 |
|
0.500 |
126-25 |
|
0.382 |
126-21 |
|
LOW |
126-09 |
|
0.618 |
125-21 |
|
1.000 |
125-09 |
|
1.618 |
124-21 |
|
2.618 |
123-21 |
|
4.250 |
122-01 |
|
|
| Fisher Pivots for day following 17-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
126-26 |
126-24 |
| PP |
126-25 |
126-21 |
| S1 |
126-25 |
126-18 |
|