ECBOT 30 Year Treasury Bond Future December 2023
| Trading Metrics calculated at close of trading on 19-Jul-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2023 |
19-Jul-2023 |
Change |
Change % |
Previous Week |
| Open |
127-00 |
127-20 |
0-20 |
0.5% |
123-25 |
| High |
127-17 |
128-00 |
0-15 |
0.4% |
127-11 |
| Low |
126-23 |
127-00 |
0-09 |
0.2% |
123-07 |
| Close |
127-01 |
127-30 |
0-29 |
0.7% |
126-22 |
| Range |
0-26 |
1-00 |
0-06 |
23.1% |
4-04 |
| ATR |
1-03 |
1-03 |
0-00 |
-0.7% |
0-00 |
| Volume |
15 |
60 |
45 |
300.0% |
298 |
|
| Daily Pivots for day following 19-Jul-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
130-21 |
130-09 |
128-16 |
|
| R3 |
129-21 |
129-09 |
128-07 |
|
| R2 |
128-21 |
128-21 |
128-04 |
|
| R1 |
128-09 |
128-09 |
128-01 |
128-15 |
| PP |
127-21 |
127-21 |
127-21 |
127-24 |
| S1 |
127-09 |
127-09 |
127-27 |
127-15 |
| S2 |
126-21 |
126-21 |
127-24 |
|
| S3 |
125-21 |
126-09 |
127-21 |
|
| S4 |
124-21 |
125-09 |
127-12 |
|
|
| 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 |
128-00 |
125-26 |
2-06 |
1.7% |
1-00 |
0.8% |
97% |
True |
False |
66 |
| 10 |
128-00 |
123-07 |
4-25 |
3.7% |
1-04 |
0.9% |
99% |
True |
False |
52 |
| 20 |
128-27 |
123-07 |
5-20 |
4.4% |
1-03 |
0.9% |
84% |
False |
False |
31 |
| 40 |
129-09 |
123-07 |
6-02 |
4.7% |
0-22 |
0.5% |
78% |
False |
False |
16 |
| 60 |
132-28 |
123-07 |
9-21 |
7.5% |
0-17 |
0.4% |
49% |
False |
False |
10 |
| 80 |
133-31 |
123-07 |
10-24 |
8.4% |
0-13 |
0.3% |
44% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
132-08 |
|
2.618 |
130-20 |
|
1.618 |
129-20 |
|
1.000 |
129-00 |
|
0.618 |
128-20 |
|
HIGH |
128-00 |
|
0.618 |
127-20 |
|
0.500 |
127-16 |
|
0.382 |
127-12 |
|
LOW |
127-00 |
|
0.618 |
126-12 |
|
1.000 |
126-00 |
|
1.618 |
125-12 |
|
2.618 |
124-12 |
|
4.250 |
122-24 |
|
|
| Fisher Pivots for day following 19-Jul-2023 |
| Pivot |
1 day |
3 day |
| R1 |
127-25 |
127-22 |
| PP |
127-21 |
127-13 |
| S1 |
127-16 |
127-04 |
|